WorldWideScience

Sample records for finite differences centered

  1. High-Order Finite Difference GLM-MHD Schemes for Cell-Centered MHD

    CERN Document Server

    Mignone, A; Bodo, G

    2010-01-01

    We present and compare third- as well as fifth-order accurate finite difference schemes for the numerical solution of the compressible ideal MHD equations in multiple spatial dimensions. The selected methods lean on four different reconstruction techniques based on recently improved versions of the weighted essentially non-oscillatory (WENO) schemes, monotonicity preserving (MP) schemes as well as slope-limited polynomial reconstruction. The proposed numerical methods are highly accurate in smooth regions of the flow, avoid loss of accuracy in proximity of smooth extrema and provide sharp non-oscillatory transitions at discontinuities. We suggest a numerical formulation based on a cell-centered approach where all of the primary flow variables are discretized at the zone center. The divergence-free condition is enforced by augmenting the MHD equations with a generalized Lagrange multiplier yielding a mixed hyperbolic/parabolic correction, as in Dedner et al. (J. Comput. Phys. 175 (2002) 645-673). The resulting...

  2. Extending geometric conservation law to cell-centered finite difference methods on moving and deforming grids

    Science.gov (United States)

    Liao, Fei; Ye, Zhengyin

    2015-12-01

    Jacobian on three-dimensional moving and deforming mesh. Moreover, Abe et al. [14] discussed the symmetrical and asymmetrical geometric interpretations of metrics and Jacobian. By deriving sufficient conditions for the conservative form of VCL, Sjögreen et al. [13] generalized their previous GCL treatment for stationary grids to moving and deforming grids with a new form of time metrics and Jacobian. Recently, Liao et al. [1] focused on the discretization and geometric interpretations of metrics and Jacobian in cell-centered finite difference methods (CCFDM), where the geometric conservation of multiblock interfaces, the treatment of singular axis and simplification of multiblock boundary condition are discussed in detail.

  3. Implementations of the optimal multigrid algorithm for the cell-centered finite difference on equilateral triangular grids

    Energy Technology Data Exchange (ETDEWEB)

    Ewing, R.E.; Saevareid, O.; Shen, J. [Texas A& M Univ., College Station, TX (United States)

    1994-12-31

    A multigrid algorithm for the cell-centered finite difference on equilateral triangular grids for solving second-order elliptic problems is proposed. This finite difference is a four-point star stencil in a two-dimensional domain and a five-point star stencil in a three dimensional domain. According to the authors analysis, the advantages of this finite difference are that it is an O(h{sup 2})-order accurate numerical scheme for both the solution and derivatives on equilateral triangular grids, the structure of the scheme is perhaps the simplest, and its corresponding multigrid algorithm is easily constructed with an optimal convergence rate. They are interested in relaxation of the equilateral triangular grid condition to certain general triangular grids and the application of this multigrid algorithm as a numerically reasonable preconditioner for the lowest-order Raviart-Thomas mixed triangular finite element method. Numerical test results are presented to demonstrate their analytical results and to investigate the applications of this multigrid algorithm on general triangular grids.

  4. The Relation of Finite Element and Finite Difference Methods

    Science.gov (United States)

    Vinokur, M.

    1976-01-01

    Finite element and finite difference methods are examined in order to bring out their relationship. It is shown that both methods use two types of discrete representations of continuous functions. They differ in that finite difference methods emphasize the discretization of independent variable, while finite element methods emphasize the discretization of dependent variable (referred to as functional approximations). An important point is that finite element methods use global piecewise functional approximations, while finite difference methods normally use local functional approximations. A general conclusion is that finite element methods are best designed to handle complex boundaries, while finite difference methods are superior for complex equations. It is also shown that finite volume difference methods possess many of the advantages attributed to finite element methods.

  5. Development and evaluation of a local grid refinement method for block-centered finite-difference groundwater models using shared nodes

    Science.gov (United States)

    Mehl, S.; Hill, M.C.

    2002-01-01

    A new method of local grid refinement for two-dimensional block-centered finite-difference meshes is presented in the context of steady-state groundwater-flow modeling. The method uses an iteration-based feedback with shared nodes to couple two separate grids. The new method is evaluated by comparison with results using a uniform fine mesh, a variably spaced mesh, and a traditional method of local grid refinement without a feedback. Results indicate: (1) The new method exhibits quadratic convergence for homogeneous systems and convergence equivalent to uniform-grid refinement for heterogeneous systems. (2) Coupling the coarse grid with the refined grid in a numerically rigorous way allowed for improvement in the coarse-grid results. (3) For heterogeneous systems, commonly used linear interpolation of heads from the large model onto the boundary of the refined model produced heads that are inconsistent with the physics of the flow field. (4) The traditional method works well in situations where the better resolution of the locally refined grid has little influence on the overall flow-system dynamics, but if this is not true, lack of a feedback mechanism produced errors in head up to 3.6% and errors in cell-to-cell flows up to 25%. ?? 2002 Elsevier Science Ltd. All rights reserved.

  6. Finite elements and finite differences for transonic flow calculations

    Science.gov (United States)

    Hafez, M. M.; Murman, E. M.; Wellford, L. C.

    1978-01-01

    The paper reviews the chief finite difference and finite element techniques used for numerical solution of nonlinear mixed elliptic-hyperbolic equations governing transonic flow. The forms of the governing equations for unsteady two-dimensional transonic flow considered are the Euler equation, the full potential equation in both conservative and nonconservative form, the transonic small-disturbance equation in both conservative and nonconservative form, and the hodograph equations for the small-disturbance case and the full-potential case. Finite difference methods considered include time-dependent methods, relaxation methods, semidirect methods, and hybrid methods. Finite element methods include finite element Lax-Wendroff schemes, implicit Galerkin method, mixed variational principles, dual iterative procedures, optimal control methods and least squares.

  7. 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

  8. Generalized rectangular finite difference beam propagation method.

    Science.gov (United States)

    Sujecki, Slawomir

    2008-08-10

    A method is proposed that allows for significant improvement of the numerical efficiency of the standard finite difference beam propagation algorithm. The advantages of the proposed method derive from the fact that it allows for an arbitrary selection of the preferred direction of propagation. It is demonstrated that such flexibility is particularly useful when studying the properties of obliquely propagating optical beams. The results obtained show that the proposed method achieves the same level of accuracy as the standard finite difference beam propagation method but with lower order Padé approximations and a coarser finite difference mesh.

  9. Three-dimensional local grid refinement for block-centered finite-difference groundwater models using iteratively coupled shared nodes: A new method of interpolation and analysis of errors

    Science.gov (United States)

    Mehl, S.; Hill, M.C.

    2004-01-01

    This paper describes work that extends to three dimensions the two-dimensional local-grid refinement method for block-centered finite-difference groundwater models of Mehl and Hill [Development and evaluation of a local grid refinement method for block-centered finite-difference groundwater models using shared nodes. Adv Water Resour 2002;25(5):497-511]. In this approach, the (parent) finite-difference grid is discretized more finely within a (child) sub-region. The grid refinement method sequentially solves each grid and uses specified flux (parent) and specified head (child) boundary conditions to couple the grids. Iteration achieves convergence between heads and fluxes of both grids. Of most concern is how to interpolate heads onto the boundary of the child grid such that the physics of the parent-grid flow is retained in three dimensions. We develop a new two-step, "cage-shell" interpolation method based on the solution of the flow equation on the boundary of the child between nodes shared with the parent grid. Error analysis using a test case indicates that the shared-node local grid refinement method with cage-shell boundary head interpolation is accurate and robust, and the resulting code is used to investigate three-dimensional local grid refinement of stream-aquifer interactions. Results reveal that (1) the parent and child grids interact to shift the true head and flux solution to a different solution where the heads and fluxes of both grids are in equilibrium, (2) the locally refined model provided a solution for both heads and fluxes in the region of the refinement that was more accurate than a model without refinement only if iterations are performed so that both heads and fluxes are in equilibrium, and (3) the accuracy of the coupling is limited by the parent-grid size - A coarse parent grid limits correct representation of the hydraulics in the feedback from the child grid.

  10. Time-dependent optimal heater control using finite difference method

    Energy Technology Data Exchange (ETDEWEB)

    Li, Zhen Zhe; Heo, Kwang Su; Choi, Jun Hoo; Seol, Seoung Yun [Chonnam National Univ., Gwangju (Korea, Republic of)

    2008-07-01

    Thermoforming is one of the most versatile and economical process to produce polymer products. The drawback of thermoforming is difficult to control thickness of final products. Temperature distribution affects the thickness distribution of final products, but temperature difference between surface and center of sheet is difficult to decrease because of low thermal conductivity of ABS material. In order to decrease temperature difference between surface and center, heating profile must be expressed as exponential function form. In this study, Finite Difference Method was used to find out the coefficients of optimal heating profiles. Through investigation, the optimal results using Finite Difference Method show that temperature difference between surface and center of sheet can be remarkably minimized with satisfying temperature of forming window.

  11. Numerical computation of transonic flows by finite-element and finite-difference methods

    Science.gov (United States)

    Hafez, M. M.; Wellford, L. C.; Merkle, C. L.; Murman, E. M.

    1978-01-01

    Studies on applications of the finite element approach to transonic flow calculations are reported. Different discretization techniques of the differential equations and boundary conditions are compared. Finite element analogs of Murman's mixed type finite difference operators for small disturbance formulations were constructed and the time dependent approach (using finite differences in time and finite elements in space) was examined.

  12. Finite difference order doubling in two dimensions

    Energy Technology Data Exchange (ETDEWEB)

    Killingbeck, John P [Mathematics Centre, University of Hull, Hull HU6 7RX (United Kingdom); Jolicard, Georges [Universite de Franche-Comte, Institut Utinam (UMR CNRS 6213), Observatoire de Besancon, 41 bis Avenue de l' Observatoire, BP1615, 25010 Besancon cedex (France)

    2008-03-28

    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.

  13. Nonstandard finite difference schemes for differential equations

    Directory of Open Access Journals (Sweden)

    Mohammad Mehdizadeh Khalsaraei

    2014-12-01

    Full Text Available In this paper, the reorganization of the denominator of the discrete derivative and nonlocal approximation of nonlinear terms are used in the design of nonstandard finite difference schemes (NSFDs. Numerical examples confirming then efficiency of schemes, for some differential equations are provided. In order to illustrate the accuracy of the new NSFDs, the numerical results are compared with standard methods.

  14. On the wavelet optimized finite difference method

    Science.gov (United States)

    Jameson, Leland

    1994-01-01

    When one considers the effect in the physical space, Daubechies-based wavelet methods are equivalent to finite difference methods with grid refinement in regions of the domain where small scale structure exists. Adding a wavelet basis function at a given scale and location where one has a correspondingly large wavelet coefficient is, essentially, equivalent to adding a grid point, or two, at the same location and at a grid density which corresponds to the wavelet scale. This paper introduces a wavelet optimized finite difference method which is equivalent to a wavelet method in its multiresolution approach but which does not suffer from difficulties with nonlinear terms and boundary conditions, since all calculations are done in the physical space. With this method one can obtain an arbitrarily good approximation to a conservative difference method for solving nonlinear conservation laws.

  15. Implicit finite difference methods on composite grids

    Science.gov (United States)

    Mastin, C. Wayne

    1987-01-01

    Techniques for eliminating time lags in the implicit finite-difference solution of partial differential equations are investigated analytically, with a focus on transient fluid dynamics problems on overlapping multicomponent grids. The fundamental principles of the approach are explained, and the method is shown to be applicable to both rectangular and curvilinear grids. Numerical results for sample problems are compared with exact solutions in graphs, and good agreement is demonstrated.

  16. 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)

  17. 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

  18. The Complex-Step-Finite-Difference method

    Science.gov (United States)

    Abreu, Rafael; Stich, Daniel; Morales, Jose

    2015-07-01

    We introduce the Complex-Step-Finite-Difference method (CSFDM) as a generalization of the well-known Finite-Difference method (FDM) for solving the acoustic and elastic wave equations. We have found a direct relationship between modelling the second-order wave equation by the FDM and the first-order wave equation by the CSFDM in 1-D, 2-D and 3-D acoustic media. We present the numerical methodology in order to apply the introduced CSFDM and show an example for wave propagation in simple homogeneous and heterogeneous models. The CSFDM may be implemented as an extension into pre-existing numerical techniques in order to obtain fourth- or sixth-order accurate results with compact three time-level stencils. We compare advantages of imposing various types of initial motion conditions of the CSFDM and demonstrate its higher-order accuracy under the same computational cost and dispersion-dissipation properties. The introduced method can be naturally extended to solve different partial differential equations arising in other fields of science and engineering.

  19. Efficient discretization in finite difference method

    Science.gov (United States)

    Rozos, Evangelos; Koussis, Antonis; Koutsoyiannis, Demetris

    2015-04-01

    Finite difference method (FDM) is a plausible and simple method for solving partial differential equations. The standard practice is to use an orthogonal discretization to form algebraic approximate formulations of the derivatives of the unknown function and a grid, much like raster maps, to represent the properties of the function domain. For example, for the solution of the groundwater flow equation, a raster map is required for the characterization of the discretization cells (flow cell, no-flow cell, boundary cell, etc.), and two raster maps are required for the hydraulic conductivity and the storage coefficient. Unfortunately, this simple approach to describe the topology comes along with the known disadvantages of the FDM (rough representation of the geometry of the boundaries, wasted computational resources in the unavoidable expansion of the grid refinement in all cells of the same column and row, etc.). To overcome these disadvantages, Hunt has suggested an alternative approach to describe the topology, the use of an array of neighbours. This limits the need for discretization nodes only for the representation of the boundary conditions and the flow domain. Furthermore, the geometry of the boundaries is described more accurately using a vector representation. Most importantly, graded meshes can be employed, which are capable of restricting grid refinement only in the areas of interest (e.g. regions where hydraulic head varies rapidly, locations of pumping wells, etc.). In this study, we test the Hunt approach against MODFLOW, a well established finite difference model, and the Finite Volume Method with Simplified Integration (FVMSI). The results of this comparison are examined and critically discussed.

  20. Implementation of Generalized Modes in a 3D Finite Difference Based Seakeeping Model

    DEFF Research Database (Denmark)

    Andersen, Matilde H.; Amini Afshar, Mostafa; Bingham, Harry B.

    This work is an extension of the finite difference potential flow solver OceanWave3D-Seakeepingdeveloped by Afshar (2014) to include generalized modes. The continuity equation is solvedusing a fourth-order centered finite difference scheme which requires that the entire fluid domainis discretized...

  1. A comparative study of finite element and finite difference methods for Cauchy-Riemann type equations

    Science.gov (United States)

    Fix, G. J.; Rose, M. E.

    1983-01-01

    A least squares formulation of the system divu = rho, curlu = zeta is surveyed from the viewpoint of both finite element and finite difference methods. Closely related arguments are shown to establish convergence estimates.

  2. 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.

  3. 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.

  4. Adaptive finite difference for seismic wavefield modelling in acoustic media.

    Science.gov (United States)

    Yao, Gang; Wu, Di; Debens, Henry Alexander

    2016-08-05

    Efficient numerical seismic wavefield modelling is a key component of modern seismic imaging techniques, such as reverse-time migration and full-waveform inversion. Finite difference methods are perhaps the most widely used numerical approach for forward modelling, and here we introduce a novel scheme for implementing finite difference by introducing a time-to-space wavelet mapping. Finite difference coefficients are then computed by minimising the difference between the spatial derivatives of the mapped wavelet and the finite difference operator over all propagation angles. Since the coefficients vary adaptively with different velocities and source wavelet bandwidths, the method is capable to maximise the accuracy of the finite difference operator. Numerical examples demonstrate that this method is superior to standard finite difference methods, while comparable to Zhang's optimised finite difference scheme.

  5. 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.

  6. Hidden sl$_{2}$-algebra of finite-difference equations

    CERN Document Server

    Smirnov, Yu F; Smirnov, Yuri; Turbiner, Alexander

    1995-01-01

    The connection between polynomial solutions of finite-difference equations and finite-dimensional representations of the sl_2-algebra is established. (Talk presented at the Wigner Symposium, Guadalajara, Mexico, August 1995; to be published in Proceedings)

  7. Finite difference computation of Casimir forces

    Science.gov (United States)

    Pinto, Fabrizio

    2016-09-01

    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

  8. ON FINITE DIFFERENCES ON A STRING PROBLEM

    Directory of Open Access Journals (Sweden)

    J. M. Mango

    2014-01-01

    Full Text Available This study presents an analysis of a one-Dimensional (1D time dependent wave equation from a vibrating guitar string. We consider the transverse displacement of a plucked guitar string and the subsequent vibration motion. Guitars are known for production of great sound in form of music. An ordinary string stretched between two points and then plucked does not produce quality sound like a guitar string. A guitar string produces loud and unique sound which can be organized by the player to produce music. Where is the origin of guitar sound? Can the contribution of each part of the guitar to quality sound be accounted for, by mathematically obtaining the numerical solution to wave equation describing the vibration of the guitar string? In the present sturdy, we have solved the wave equation for a vibrating string using the finite different method and analyzed the wave forms for different values of the string variables. The results show that the amplitude (pitch or quality of the guitar wave (sound vary greatly with tension in the string, length of the string, linear density of the string and also on the material of the sound board. The approximate solution is representative; if the step width; ∂x and ∂t are small, that is <0.5.

  9. Effective condition number for finite difference method

    Science.gov (United States)

    Li, Zi-Cai; Chien, Cheng-Sheng; Huang, Hung-Tsai

    2007-01-01

    For solving the linear algebraic equations Ax=b with the symmetric and positive definite matrix A, from elliptic equations, the traditional condition number in the 2-norm is defined by Cond.=[lambda]1/[lambda]n, where [lambda]1 and [lambda]n are the maximal and minimal eigenvalues of the matrix A, respectively. The condition number is used to provide the bounds of the relative errors from the perturbation of both A and b. Such a Cond. can only be reached by the worst situation of all rounding errors and all b. For the given b, the true relative errors may be smaller, or even much smaller than the Cond., which is called the effective condition number in Chan and Foulser [Effectively well-conditioned linear systems, SIAM J. Sci. Statist. Comput. 9 (1988) 963-969] and Christiansen and Hansen [The effective condition number applied to error analysis of certain boundary collocation methods, J. Comput. Appl. Math. 54(1) (1994) 15-36]. In this paper, we propose the new computational formulas for effective condition number Cond_eff, and define the new simplified effective condition number Cond_E. For the latter, we only need the eigenvector corresponding to the minimal eigenvalue of A, which can be easily obtained by the inverse power method. In this paper, we also apply the effective condition number for the finite difference method for Poisson's equation. The difference grids are not supposed to be quasiuniform. Under a non-orthogonality assumption, the effective condition number is proven to be O(1) for the homogeneous boundary conditions. Such a result is extraordinary, compared with the traditional , where hmin is the minimal meshspacing of the difference grids used. For the non-homogeneous Neumann and Dirichlet boundary conditions, the effective condition number is proven to be O(h-1/2) and , respectively, where h is the maximal meshspacing of the difference grids. Numerical experiments are carried out to verify the analysis made.

  10. High-Order Entropy Stable Finite Difference Schemes for Nonlinear Conservation Laws: Finite Domains

    Science.gov (United States)

    Fisher, Travis C.; Carpenter, Mark H.

    2013-01-01

    Developing stable and robust high-order finite difference schemes requires mathematical formalism and appropriate methods of analysis. In this work, nonlinear entropy stability is used to derive provably stable high-order finite difference methods with formal boundary closures for conservation laws. Particular emphasis is placed on the entropy stability of the compressible Navier-Stokes equations. A newly derived entropy stable weighted essentially non-oscillatory finite difference method is used to simulate problems with shocks and a conservative, entropy stable, narrow-stencil finite difference approach is used to approximate viscous terms.

  11. 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.

  12. 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)

  13. A Comparison of Continuous Mass-lumped Finite Elements and Finite Differences for 3D

    NARCIS (Netherlands)

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

    2012-01-01

    The finite-difference method is widely used for time-domain modelling of the wave equation because of its ease of implementation of high-order spatial discretization schemes, parallelization and computational efficiency. However, finite elements on tetrahedral meshes are more accurate in complex geo

  14. Asymptotic Behavior of the Finite Difference and the Finite Element Methods for Parabolic Equations

    Institute of Scientific and Technical Information of China (English)

    LIU Yang; FENG Hui

    2005-01-01

    The asymptotic convergence of the solution of the parabolic equation is proved. By the eigenvalues estimation, we obtain that the approximate solutions by the finite difference method and the finite element method are asymptotically convergent. Both methods are considered in continuous time.

  15. A Comparison of Continuous Mass-lumped Finite Elements and Finite Differences for 3D

    NARCIS (Netherlands)

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

    2012-01-01

    The finite-difference method is widely used for time-domain modelling of the wave equation because of its ease of implementation of high-order spatial discretization schemes, parallelization and computational efficiency. However, finite elements on tetrahedral meshes are more accurate in complex

  16. Adaptive boundaryless finite-difference method.

    Science.gov (United States)

    Lopez-Mago, Dorilian; Gutiérrez-Vega, Julio C

    2013-02-01

    The boundaryless beam propagation method uses a mapping function to transform the infinite real space into a finite-size computational domain [Opt. Lett.21, 4 (1996)]. This leads to a bounded field that avoids the artificial reflections produced by the computational window. However, the method suffers from frequency aliasing problems, limiting the physical region to be sampled. We propose an adaptive boundaryless method that concentrates the higher density of sampling points in the region of interest. The method is implemented in Cartesian and cylindrical coordinate systems. It keeps the same advantages of the original method but increases accuracy and is not affected by frequency aliasing.

  17. Convergence Rates of Finite Difference Stochastic Approximation Algorithms

    Science.gov (United States)

    2016-06-01

    examine the rates of convergence for the Kiefer-Wolfowitz algorithm and the mirror descent algorithm , under various updating schemes using finite...dfferences as gradient approximations. It is shown that the convergence of these algorithms can be accelerated by controlling the implementation of the...Kiefer-Wolfowitz algorithm , mirror descent algorithm , finite-difference approximation, Monte Carlo methods REPORT DOCUMENTATION PAGE 11. SPONSOR

  18. Finite difference solutions to shocked acoustic waves

    Science.gov (United States)

    Walkington, N. J.; Eversman, W.

    1983-01-01

    The MacCormack, Lambda and split flux finite differencing schemes are used to solve a one dimensional acoustics problem. Two duct configurations were considered, a uniform duct and a converging-diverging nozzle. Asymptotic solutions for these two ducts are compared with the numerical solutions. When the acoustic amplitude and frequency are sufficiently high the acoustic signal shocks. This condition leads to a deterioration of the numerical solutions since viscous terms may be required if the shock is to be resolved. A continuous uniform duct solution is considered to demonstrate how the viscous terms modify the solution. These results are then compared with a shocked solution with and without viscous terms. Generally it is found that the most accurate solutions are those obtained using the minimum possible viscosity coefficients. All of the schemes considered give results accurate enough for acoustic power calculations with no one scheme performing significantly better than the others.

  19. Eigenvalues of singular differential operators by finite difference methods. II.

    Science.gov (United States)

    Baxley, J. V.

    1972-01-01

    Note is made of an earlier paper which defined finite difference operators for the Hilbert space L2(m), and gave the eigenvalues for these operators. The present work examines eigenvalues for higher order singular differential operators by using finite difference methods. The two self-adjoint operators investigated are defined by a particular value in the same Hilbert space, L2(m), and are strictly positive with compact inverses. A class of finite difference operators is considered, with the idea of application to the theory of Toeplitz matrices. The approximating operators consist of a good approximation plus a perturbing operator.

  20. Development of Generic Field Classes for Finite Element and Finite Difference Problems

    Directory of Open Access Journals (Sweden)

    Diane A. Verner

    1993-01-01

    Full Text Available This article considers the development of a reusable object-oriented array library, as well as the use of this library in the construction of finite difference and finite element codes. The classes in this array library are also generic enough to be used to construct other classes specific to finite difference and finite element methods. We demonstrate the usefulness of this library by inserting it into two existing object-oriented scientific codes developed at Sandia National Laboratories. One of these codes is based on finite difference methods, whereas the other is based on finite element methods. Previously, these codes were separately maintained across a variety of sequential and parallel computing platforms. The use of object-oriented programming allows both codes to make use of common base classes. This offers a number of advantages related to optimization and portability. Optimization efforts, particularly important in large scientific codes, can be focused on a single library. Furthermore, by encapsulating machine dependencies within this library, the optimization of both codes on different architec-tures will only involve modification to a single library.

  1. 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.

  2. 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.

  3. Solving difference equations in finite terms

    NARCIS (Netherlands)

    Hendriks, Peter; Singer, MF

    We define the notion of a Liouvillian sequence and show that the solution space of a difference equation with rational function coefficients has a basis of Liouvillian sequences iff the Galois group of the equation is solvable. Using this we give a procedure to determine the Liouvillian solutions of

  4. Solving difference equations in finite terms

    NARCIS (Netherlands)

    Hendriks, Peter; Singer, MF

    1999-01-01

    We define the notion of a Liouvillian sequence and show that the solution space of a difference equation with rational function coefficients has a basis of Liouvillian sequences iff the Galois group of the equation is solvable. Using this we give a procedure to determine the Liouvillian solutions of

  5. 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.

  6. 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.

  7. FINITE DIFFERENCE SIMULATION OF LOW CARBON STEEL MANUAL ARC WELDING

    Directory of Open Access Journals (Sweden)

    Laith S Al-Khafagy

    2011-01-01

    Full Text Available This study discusses the evaluation and simulation of angular distortion in welding joints, and the ways of controlling and treating them, while welding plates of (low carbon steel type (A-283-Gr-C through using shielded metal arc welding. The value of this distortion is measured experimentally and the results are compared with the suggested finite difference method computer program. Time dependent temperature distributions are obtained using finite difference method. This distribution is used to obtain the shrinkage that causes the distortions accompanied with structural forces that act to modify these distortions. Results are compared with simple empirical models and experimental results. Different thickness of plates and welding parameters is manifested to illustrate its effect on angular distortions. Results revealed the more accurate results of finite difference method that match experimental results in comparison with empirical formulas. Welding parameters include number of passes, current, electrode type and geometry of the welding process.

  8. A comparison of the finite difference and finite element methods for heat transfer calculations

    Science.gov (United States)

    Emery, A. F.; Mortazavi, H. R.

    1982-01-01

    The finite difference method and finite element method for heat transfer calculations are compared by describing their bases and their application to some common heat transfer problems. In general it is noted that neither method is clearly superior, and in many instances, the choice is quite arbitrary and depends more upon the codes available and upon the personal preference of the analyst than upon any well defined advantages of one method. Classes of problems for which one method or the other is better suited are defined.

  9. Calculation of compressible boundary layer flow about airfoils by a finite element/finite difference method

    Science.gov (United States)

    Strong, Stuart L.; Meade, Andrew J., Jr.

    1992-01-01

    Preliminary results are presented of a finite element/finite difference method (semidiscrete Galerkin method) used to calculate compressible boundary layer flow about airfoils, in which the group finite element scheme is applied to the Dorodnitsyn formulation of the boundary layer equations. The semidiscrete Galerkin (SDG) method promises to be fast, accurate and computationally efficient. The SDG method can also be applied to any smoothly connected airfoil shape without modification and possesses the potential capability of calculating boundary layer solutions beyond flow separation. Results are presented for low speed laminar flow past a circular cylinder and past a NACA 0012 airfoil at zero angle of attack at a Mach number of 0.5. Also shown are results for compressible flow past a flat plate for a Mach number range of 0 to 10 and results for incompressible turbulent flow past a flat plate. All numerical solutions assume an attached boundary layer.

  10. Compact finite difference method for American option pricing

    Science.gov (United States)

    Zhao, Jichao; Davison, Matt; Corless, Robert M.

    2007-09-01

    A compact finite difference method is designed to obtain quick and accurate solutions to partial differential equation problems. The problem of pricing an American option can be cast as a partial differential equation. Using the compact finite difference method this problem can be recast as an ordinary differential equation initial value problem. The complicating factor for American options is the existence of an optimal exercise boundary which is jointly determined with the value of the option. In this article we develop three ways of combining compact finite difference methods for American option price on a single asset with methods for dealing with this optimal exercise boundary. Compact finite difference method one uses the implicit condition that solutions of the transformed partial differential equation be nonnegative to detect the optimal exercise value. This method is very fast and accurate even when the spatial step size h is large (h[greater-or-equal, slanted]0.1). Compact difference method two must solve an algebraic nonlinear equation obtained by Pantazopoulos (1998) at every time step. This method can obtain second order accuracy for space x and requires a moderate amount of time comparable with that required by the Crank Nicolson projected successive over relaxation method. Compact finite difference method three refines the free boundary value by a method developed by Barone-Adesi and Lugano [The saga of the American put, 2003], and this method can obtain high accuracy for space x. The last two of these three methods are convergent, moreover all the three methods work for both short term and long term options. Through comparison with existing popular methods by numerical experiments, our work shows that compact finite difference methods provide an exciting new tool for American option pricing.

  11. 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.

  12. 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.

  13. Finite-Difference Frequency-Domain Method in Nanophotonics

    DEFF Research Database (Denmark)

    Ivinskaya, Aliaksandra

    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...

  14. Higher order finite difference schemes for the magnetic induction equations

    CERN Document Server

    Koley, Ujjwal; Risebro, Nils Henrik; Svärd, Magnus

    2011-01-01

    We describe high order accurate and stable finite difference schemes for the initial-boundary value problem associated with the magnetic induction equations. These equations model the evolution of a magnetic field due to a given velocity field. The finite difference schemes are based on Summation by Parts (SBP) operators for spatial derivatives and a Simultaneous Approximation Term (SAT) technique for imposing boundary conditions. We present various numerical experiments that demonstrate both the stability as well as high order of accuracy of the schemes.

  15. Finite-Difference Algorithms For Computing Sound Waves

    Science.gov (United States)

    Davis, Sanford

    1993-01-01

    Governing equations considered as matrix system. Method variant of method described in "Scheme for Finite-Difference Computations of Waves" (ARC-12970). Present method begins with matrix-vector formulation of fundamental equations, involving first-order partial derivatives of primitive variables with respect to space and time. Particular matrix formulation places time and spatial coordinates on equal footing, so governing equations considered as matrix system and treated as unit. Spatial and temporal discretizations not treated separately as in other finite-difference methods, instead treated together by linking spatial-grid interval and time step via common scale factor related to speed of sound.

  16. Convergence of a finite difference method for combustion model problems

    Institute of Scientific and Technical Information of China (English)

    YING; Long'an

    2004-01-01

    We study a finite difference scheme for a combustion model problem. A projection scheme near the combustion wave, and the standard upwind finite difference scheme away from the combustion wave are applied. Convergence to weak solutions with a combustion wave is proved under the normal Courant-Friedrichs-Lewy condition. Some conditions on the ignition temperature are given to guarantee the solution containing a strong detonation wave or a weak detonation wave. Convergence to strong detonation wave solutions for the random projection method is also proved.

  17. A new finite element and finite difference hybrid method for computing electrostatics of ionic solvated biomolecule

    Science.gov (United States)

    Ying, Jinyong; Xie, Dexuan

    2015-10-01

    The Poisson-Boltzmann equation (PBE) is one widely-used implicit solvent continuum model for calculating electrostatics of ionic solvated biomolecule. In this paper, a new finite element and finite difference hybrid method is presented to solve PBE efficiently based on a special seven-overlapped box partition with one central box containing the solute region and surrounded by six neighboring boxes. In particular, an efficient finite element solver is applied to the central box while a fast preconditioned conjugate gradient method using a multigrid V-cycle preconditioning is constructed for solving a system of finite difference equations defined on a uniform mesh of each neighboring box. Moreover, the PBE domain, the box partition, and an interface fitted tetrahedral mesh of the central box can be generated adaptively for a given PQR file of a biomolecule. This new hybrid PBE solver is programmed in C, Fortran, and Python as a software tool for predicting electrostatics of a biomolecule in a symmetric 1:1 ionic solvent. Numerical results on two test models with analytical solutions and 12 proteins validate this new software tool, and demonstrate its high performance in terms of CPU time and memory usage.

  18. Different radiation impedance models for finite porous materials

    DEFF Research Database (Denmark)

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

    2015-01-01

    coupled to the transfer matrix method (TMM). These methods are found to yield comparable results when predicting the Sabine absorption coefficients of finite porous materials. Discrepancies with measurement results can essentially be explained by the unbalance between grazing and non-grazing sound field...... 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...

  19. Chebyshev Finite Difference Method for Fractional Boundary Value Problems

    Directory of Open Access Journals (Sweden)

    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

  20. Eigenvalues of singular differential operators by finite difference methods. I.

    Science.gov (United States)

    Baxley, J. V.

    1972-01-01

    Approximation of the eigenvalues of certain self-adjoint operators defined by a formal differential operator in a Hilbert space. In general, two problems are studied. The first is the problem of defining a suitable Hilbert space operator that has eigenvalues. The second problem concerns the finite difference operators to be used.

  1. Efficient interface conditions for the finite difference beam propagation method

    NARCIS (Netherlands)

    Hoekstra, Hugo; Krijnen, Gijsbertus J.M.; Lambeck, Paul

    1992-01-01

    It is shown that by adapting the refractive indexes in the vicinity of interfaces, the 2-D beam propagation method based on the finite-difference (FDBPM) scheme can be made much more effective. This holds especially for TM modes propagating in structures with high-index contrasts, such as surface

  2. EXTERNAL BODY FORCE IN FINITE DIFFERENCE LATTICE BOLTZMANN METHOD

    Institute of Scientific and Technical Information of China (English)

    CHEN Sheng; LIU Zhao-hui; SHI Bao-chang; ZHENG Chu-guang

    2005-01-01

    A new finite difference lattice Boltzmann scheme is developed. Because of analyzing the influence of external body force roundly, the correct Navier-Stokes equations with the external body force are recovered, without any additional unphysical terms. And some numerical results are presented. The result which close agreement with analytical data shows the good performance of the model.

  3. 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

  4. Finite Difference Solution for Biopotentials of Axially Symmetric Cells

    Science.gov (United States)

    Klee, Maurice; Plonsey, Robert

    1972-01-01

    The finite difference equations necessary for calculating the three-dimensional, time-varying biopotentials within and surrounding axially symmetric cells are presented. The method of sucessive overrelaxation is employed to solve these equations and is shown to be rapidly convergent and accurate for the exemplary problem of a spheroidal cell under uniform field stimulation. PMID:4655665

  5. Lie group invariant finite difference schemes for the neutron diffusion equation

    Energy Technology Data Exchange (ETDEWEB)

    Jaegers, P.J.

    1994-06-01

    Finite difference techniques are used to solve a variety of differential equations. For the neutron diffusion equation, the typical local truncation error for standard finite difference approximation is on the order of the mesh spacing squared. To improve the accuracy of the finite difference approximation of the diffusion equation, the invariance properties of the original differential equation have been incorporated into the finite difference equations. Using the concept of an invariant difference operator, the invariant difference approximations of the multi-group neutron diffusion equation were determined in one-dimensional slab and two-dimensional Cartesian coordinates, for multiple region problems. These invariant difference equations were defined to lie upon a cell edged mesh as opposed to the standard difference equations, which lie upon a cell centered mesh. Results for a variety of source approximations showed that the invariant difference equations were able to determine the eigenvalue with greater accuracy, for a given mesh spacing, than the standard difference approximation. The local truncation errors for these invariant difference schemes were found to be highly dependent upon the source approximation used, and the type of source distribution played a greater role in determining the accuracy of the invariant difference scheme than the local truncation error.

  6. Explicit finite-difference lattice Boltzmann method for curvilinear coordinates.

    Science.gov (United States)

    Guo, Zhaoli; Zhao, T S

    2003-06-01

    In this paper a finite-difference-based lattice Boltzmann method for curvilinear coordinates is proposed in order to improve the computational efficiency and numerical stability of a recent method [R. Mei and W. Shyy, J. Comput. Phys. 143, 426 (1998)] in which the collision term of the Boltzmann Bhatnagar-Gross-Krook equation for discrete velocities is treated implicitly. In the present method, the implicitness of the numerical scheme is removed by introducing a distribution function different from that being used currently. As a result, an explicit finite-difference lattice Boltzmann method for curvilinear coordinates is obtained. The scheme is applied to a two-dimensional Poiseuille flow, an unsteady Couette flow, a lid-driven cavity flow, and a steady flow around a circular cylinder. The numerical results are in good agreement with the results of previous studies. Extensions to other lattice Boltzmann models based on nonuniform meshes are also discussed.

  7. Time dependent wave envelope finite difference analysis of sound propagation

    Science.gov (United States)

    Baumeister, K. J.

    1984-01-01

    A transient finite difference wave envelope formulation is presented for sound propagation, without steady flow. Before the finite difference equations are formulated, the governing wave equation is first transformed to a form whose solution tends not to oscillate along the propagation direction. This transformation reduces the required number of grid points by an order of magnitude. Physically, the transformed pressure represents the amplitude of the conventional sound wave. The derivation for the wave envelope transient wave equation and appropriate boundary conditions are presented as well as the difference equations and stability requirements. To illustrate the method, example solutions are presented for sound propagation in a straight hard wall duct and in a two dimensional straight soft wall duct. The numerical results are in good agreement with exact analytical results.

  8. 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.

  9. 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.

  10. High Order Finite Difference Methods for Multiscale Complex Compressible Flows

    Science.gov (United States)

    Sjoegreen, Bjoern; Yee, H. C.

    2002-01-01

    The classical way of analyzing finite difference schemes for hyperbolic problems is to investigate as many as possible of the following points: (1) Linear stability for constant coefficients; (2) Linear stability for variable coefficients; (3) Non-linear stability; and (4) Stability at discontinuities. We will build a new numerical method, which satisfies all types of stability, by dealing with each of the points above step by step.

  11. Finite difference methods for the solution of unsteady potential flows

    Science.gov (United States)

    Caradonna, F. X.

    1985-01-01

    A brief review is presented of various problems which are confronted in the development of an unsteady finite difference potential code. This review is conducted mainly in the context of what is done for a typical small disturbance and full potential methods. The issues discussed include choice of equation, linearization and conservation, differencing schemes, and algorithm development. A number of applications including unsteady three-dimensional rotor calculation, are demonstrated.

  12. 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.

  13. Comparison of finite difference and finite element methods for simulating two-dimensional scattering of elastic waves

    NARCIS (Netherlands)

    Frehner, Marcel; Schmalholz, Stefan M.; Saenger, Erik H.; Steeb, Holger

    2008-01-01

    Two-dimensional scattering of elastic waves in a medium containing a circular heterogeneity is investigated with an analytical solution and numerical wave propagation simulations. Different combinations of finite difference methods (FDM) and finite element methods (FEM) are used to numerically solve

  14. Comparison of finite difference and finite element methods for simulating two-dimensional scattering of elastic waves

    NARCIS (Netherlands)

    Frehner, Marcel; Schmalholz, Stefan M.; Saenger, Erik H.; Steeb, Holger Karl

    2008-01-01

    Two-dimensional scattering of elastic waves in a medium containing a circular heterogeneity is investigated with an analytical solution and numerical wave propagation simulations. Different combinations of finite difference methods (FDM) and finite element methods (FEM) are used to numerically solve

  15. Explicit finite difference methods for the delay pseudoparabolic equations.

    Science.gov (United States)

    Amirali, I; Amiraliyev, G M; Cakir, M; Cimen, E

    2014-01-01

    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.

  16. 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)

  17. Finite-element analysis of the center of resistance of the mandibular dentition

    Science.gov (United States)

    Jo, A-Ra; Lee, Kee-Joon; Sung, Sang-Jin; Chun, Youn-Sic

    2017-01-01

    Objective The aim of this study was to investigate the three-dimensional (3D) position of the center of resistance of 4 mandibular anterior teeth, 6 mandibular anterior teeth, and the complete mandibular dentition by using 3D finite-element analysis. Methods Finite-element models included the complete mandibular dentition, periodontal ligament, and alveolar bone. The crowns of teeth in each group were fixed with buccal and lingual arch wires and lingual splint wires to minimize individual tooth movement and to evenly disperse the forces onto the teeth. Each group of teeth was subdivided into 0.5-mm intervals horizontally and vertically, and a force of 200 g was applied on each group. The center of resistance was defined as the point where the applied force induced parallel movement. Results The center of resistance of the 4 mandibular anterior teeth group was 13.0 mm apical and 6.0 mm posterior, that of the 6 mandibular anterior teeth group was 13.5 mm apical and 8.5 mm posterior, and that of the complete mandibular dentition group was 13.5 mm apical and 25.0 mm posterior to the incisal edge of the mandibular central incisors. Conclusions Finite-element analysis was useful in determining the 3D position of the center of resistance of the 4 mandibular anterior teeth group, 6 mandibular anterior teeth group, and complete mandibular dentition group. PMID:28127536

  18. PERTURBATIONAL FINITE DIFFERENCE SCHEME OF CONVECTION-DIFFUSION EQUATION

    Institute of Scientific and Technical Information of China (English)

    2002-01-01

    The Perturbational Finite Difference (PFD) method is a kind of high-order-accurate compact difference method, But its idea is different from the normal compact method and the multi-nodes method. This method can get a Perturbational Exact Numerical Solution (PENS) scheme for locally linearlized Convection-Diffusion (CD) equation. The PENS scheme is similar to the Finite Analytical (FA) scheme and Exact Difference Solution (EDS) scheme, which are all exponential schemes, but PENS scheme is simpler and uses only 3, 5 and 7 nodes for 1-, 2- and 3-dimensional problems, respectively. The various approximate schemes of PENS scheme are also called Perturbational-High-order-accurate Difference (PHD) scheme. The PHD schemes can be got by expanding the exponential terms in the PENS scheme into power series of grid Renold number, and they are all upwind schemes and remain the concise structure form of first-order upwind scheme. For 1-dimensional (1-D) CD equation and 2-D incompressible Navier-Stokes equation, their PENS and PHD schemes were constituted in this paper, they all gave highly accurate results for the numerical examples of three 1-D CD equations and an incompressible 2-D flow in a square cavity.

  19. A TVD-WAF-based hybrid finite volume and finite difference scheme for nonlinearly dispersive wave equations

    Directory of Open Access Journals (Sweden)

    Jing Yin

    2015-07-01

    Full Text Available A total variation diminishing-weighted average flux (TVD-WAF-based hybrid numerical scheme for the enhanced version of nonlinearly dispersive Boussinesq-type equations was developed. The one-dimensional governing equations were rewritten in the conservative form and then discretized on a uniform grid. The finite volume method was used to discretize the flux term while the remaining terms were approximated with the finite difference method. The second-order TVD-WAF method was employed in conjunction with the Harten-Lax-van Leer (HLL Riemann solver to calculate the numerical flux, and the variables at the cell interface for the local Riemann problem were reconstructed via the fourth-order monotone upstream-centered scheme for conservation laws (MUSCL. The time marching scheme based on the third-order TVD Runge-Kutta method was used to obtain numerical solutions. The model was validated through a series of numerical tests, in which wave breaking and a moving shoreline were treated. The good agreement between the computed results, documented analytical solutions, and experimental data demonstrates the correct discretization of the governing equations and high accuracy of the proposed scheme, and also conforms the advantages of the proposed shock-capturing scheme for the enhanced version of the Boussinesq model, including the convenience in the treatment of wave breaking and moving shorelines and without the need for a numerical filter.

  20. Seismic imaging using finite-differences and parallel computers

    Energy Technology Data Exchange (ETDEWEB)

    Ober, C.C. [Sandia National Labs., Albuquerque, NM (United States)

    1997-12-31

    A key to reducing the risks and costs of associated with oil and gas exploration is the fast, accurate imaging of complex geologies, such as salt domes in the Gulf of Mexico and overthrust regions in US onshore regions. Prestack depth migration generally yields the most accurate images, and one approach to this is to solve the scalar wave equation using finite differences. As part of an ongoing ACTI project funded by the US Department of Energy, a finite difference, 3-D prestack, depth migration code has been developed. The goal of this work is to demonstrate that massively parallel computers can be used efficiently for seismic imaging, and that sufficient computing power exists (or soon will exist) to make finite difference, prestack, depth migration practical for oil and gas exploration. Several problems had to be addressed to get an efficient code for the Intel Paragon. These include efficient I/O, efficient parallel tridiagonal solves, and high single-node performance. Furthermore, to provide portable code the author has been restricted to the use of high-level programming languages (C and Fortran) and interprocessor communications using MPI. He has been using the SUNMOS operating system, which has affected many of his programming decisions. He will present images created from two verification datasets (the Marmousi Model and the SEG/EAEG 3D Salt Model). Also, he will show recent images from real datasets, and point out locations of improved imaging. Finally, he will discuss areas of current research which will hopefully improve the image quality and reduce computational costs.

  1. Acoustic radiation force analysis using finite difference time domain method.

    Science.gov (United States)

    Grinenko, A; Wilcox, P D; Courtney, C R P; Drinkwater, B W

    2012-05-01

    Acoustic radiation force exerted by standing waves on particles is analyzed using a finite difference time domain Lagrangian method. This method allows the acoustic radiation force to be obtained directly from the solution of nonlinear fluid equations, without any assumptions on size or geometry of the particles, boundary conditions, or acoustic field amplitude. The model converges to analytical results in the limit of small particle radii and low field amplitudes, where assumptions within the analytical models apply. Good agreement with analytical and numerical models based on solutions of linear scattering problems is observed for compressible particles, whereas some disagreement is detected when the compressibility of the particles decreases.

  2. A review of current finite difference rotor flow methods

    Science.gov (United States)

    Caradonna, F. X.; Tung, C.

    1986-01-01

    Rotary-wing computational fluid dynamics is reaching a point where many three-dimensional, unsteady, finite-difference codes are becoming available. This paper gives a brief review of five such codes, which treat the small disturbance, conservative and nonconservative full-potential, and Euler flow models. A discussion of the methods of applying these codes to the rotor environment (including wake and trim considerations) is followed by a comparison with various available data. These data include tests of advancing lifting and nonlifting, and hovering model rotors with significant supercritical flow regions. The codes are also compared for computational efficiency.

  3. Mimetic Finite Differences for Flow in Fractures from Microseismic Data

    KAUST Repository

    Al-Hinai, Omar

    2015-01-01

    We present a method for porous media flow in the presence of complex fracture networks. The approach uses the Mimetic Finite Difference method (MFD) and takes advantage of MFD\\'s ability to solve over a general set of polyhedral cells. This flexibility is used to mesh fracture intersections in two and three-dimensional settings without creating small cells at the intersection point. We also demonstrate how to use general polyhedra for embedding fracture boundaries in the reservoir domain. The target application is representing fracture networks inferred from microseismic analysis.

  4. 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

  5. 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 a

  6. Pencil: Finite-difference Code for Compressible Hydrodynamic Flows

    Science.gov (United States)

    Brandenburg, Axel; Dobler, Wolfgang

    2010-10-01

    The Pencil code is a high-order finite-difference code for compressible hydrodynamic flows with magnetic fields. It is highly modular and can easily be adapted to different types of problems. The code runs efficiently under MPI on massively parallel shared- or distributed-memory computers, like e.g. large Beowulf clusters. The Pencil code is primarily designed to deal with weakly compressible turbulent flows. To achieve good parallelization, explicit (as opposed to compact) finite differences are used. Typical scientific targets include driven MHD turbulence in a periodic box, convection in a slab with non-periodic upper and lower boundaries, a convective star embedded in a fully nonperiodic box, accretion disc turbulence in the shearing sheet approximation, self-gravity, non-local radiation transfer, dust particle evolution with feedback on the gas, etc. A range of artificial viscosity and diffusion schemes can be invoked to deal with supersonic flows. For direct simulations regular viscosity and diffusion is being used. The code is written in well-commented Fortran90.

  7. Spatial Parallelism of a 3D Finite Difference, Velocity-Stress Elastic Wave Propagation Code

    Energy Technology Data Exchange (ETDEWEB)

    MINKOFF,SUSAN E.

    1999-12-09

    Finite difference methods for solving the wave equation more accurately capture the physics of waves propagating through the earth than asymptotic solution methods. Unfortunately. finite difference simulations for 3D elastic wave propagation are expensive. We model waves in a 3D isotropic elastic earth. The wave equation solution consists of three velocity components and six stresses. The partial derivatives are discretized using 2nd-order in time and 4th-order in space staggered finite difference operators. Staggered schemes allow one to obtain additional accuracy (via centered finite differences) without requiring additional storage. The serial code is most unique in its ability to model a number of different types of seismic sources. The parallel implementation uses the MP1 library, thus allowing for portability between platforms. Spatial parallelism provides a highly efficient strategy for parallelizing finite difference simulations. In this implementation, one can decompose the global problem domain into one-, two-, and three-dimensional processor decompositions with 3D decompositions generally producing the best parallel speed up. Because i/o is handled largely outside of the time-step loop (the most expensive part of the simulation) we have opted for straight-forward broadcast and reduce operations to handle i/o. The majority of the communication in the code consists of passing subdomain face information to neighboring processors for use as ''ghost cells''. When this communication is balanced against computation by allocating subdomains of reasonable size, we observe excellent scaled speed up. Allocating subdomains of size 25 x 25 x 25 on each node, we achieve efficiencies of 94% on 128 processors. Numerical examples for both a layered earth model and a homogeneous medium with a high-velocity blocky inclusion illustrate the accuracy of the parallel code.

  8. Spatial parallelism of a 3D finite difference, velocity-stress elastic wave propagation code

    Energy Technology Data Exchange (ETDEWEB)

    Minkoff, S.E.

    1999-12-01

    Finite difference methods for solving the wave equation more accurately capture the physics of waves propagating through the earth than asymptotic solution methods. Unfortunately, finite difference simulations for 3D elastic wave propagation are expensive. The authors model waves in a 3D isotropic elastic earth. The wave equation solution consists of three velocity components and six stresses. The partial derivatives are discretized using 2nd-order in time and 4th-order in space staggered finite difference operators. Staggered schemes allow one to obtain additional accuracy (via centered finite differences) without requiring additional storage. The serial code is most unique in its ability to model a number of different types of seismic sources. The parallel implementation uses the MPI library, thus allowing for portability between platforms. Spatial parallelism provides a highly efficient strategy for parallelizing finite difference simulations. In this implementation, one can decompose the global problem domain into one-, two-, and three-dimensional processor decompositions with 3D decompositions generally producing the best parallel speedup. Because I/O is handled largely outside of the time-step loop (the most expensive part of the simulation) the authors have opted for straight-forward broadcast and reduce operations to handle I/O. The majority of the communication in the code consists of passing subdomain face information to neighboring processors for use as ghost cells. When this communication is balanced against computation by allocating subdomains of reasonable size, they observe excellent scaled speedup. Allocating subdomains of size 25 x 25 x 25 on each node, they achieve efficiencies of 94% on 128 processors. Numerical examples for both a layered earth model and a homogeneous medium with a high-velocity blocky inclusion illustrate the accuracy of the parallel code.

  9. FINITE DIFFERENCE APPROXIMATION FOR PRICING THE AMERICAN LOOKBACK OPTION

    Institute of Scientific and Technical Information of China (English)

    Tie Zhang; Shuhua Zhang; Danmei Zhu

    2009-01-01

    In this paper we are concerned with the pricing of lookback options with American type constrains. Based on the differential linear complementary formula associated with the pricing problem, an implicit difference scheme is constructed and analyzed. We show that there exists a unique difference solution which is unconditionally stable. Using the notion of viscosity solutions, we also prove that the finite difference solution converges uniformly to the viscosity solution of the continuous problem. Furthermore, by means of the variational inequality analysis method, the (O)(△t+△x2)-order error estimate is derived in the discrete L2-norm provided that the continuous problem is sufficiently regular. In addition, a numerical example is provided to illustrate the theoretical results.Mathematics subject classification: 65M12, 65M06, 91B28.

  10. Finite-difference calculation of traveltimes based on rectangular grid

    Institute of Scientific and Technical Information of China (English)

    李振春; 刘玉莲; 张建磊; 马在田; 王华忠

    2004-01-01

    To the most of velocity fields, the traveltimes of the first break that seismic waves propagate along rays can be computed on a 2-D or 3-D numerical grid by finite-difference extrapolation. Under ensuring accuracy, to improve calculating efficiency and adaptability, the calculation method of first-arrival traveltime of finite-difference is derived based on any rectangular grid and a local plane wavefront approximation. In addition, head waves and scattering waves are properly treated and shadow and caustic zones cannot be encountered, which appear in traditional ray-tracing. The testes of two simple models and the complex Marmousi model show that the method has higher accuracy and adaptability to complex structure with strong vertical and lateral velocity variation, and Kirchhoff prestack depth migration based on this method can basically achieve the position imaging effects of wave equation prestack depth migration in major structures and targets. Because of not taking account of the later arrivals energy, the effect of its amplitude preservation is worse than that by wave equation method, but its computing efficiency is higher than that by total Green's function method and wave equation method.

  11. Viscoelastic Finite Difference Modeling Using Graphics Processing Units

    Science.gov (United States)

    Fabien-Ouellet, G.; Gloaguen, E.; Giroux, B.

    2014-12-01

    Full waveform seismic modeling requires a huge amount of computing power that still challenges today's technology. This limits the applicability of powerful processing approaches in seismic exploration like full-waveform inversion. This paper explores the use of Graphics Processing Units (GPU) to compute a time based finite-difference solution to the viscoelastic wave equation. The aim is to investigate whether the adoption of the GPU technology is susceptible to reduce significantly the computing time of simulations. The code presented herein is based on the freely accessible software of Bohlen (2002) in 2D provided under a General Public License (GNU) licence. This implementation is based on a second order centred differences scheme to approximate time differences and staggered grid schemes with centred difference of order 2, 4, 6, 8, and 12 for spatial derivatives. The code is fully parallel and is written using the Message Passing Interface (MPI), and it thus supports simulations of vast seismic models on a cluster of CPUs. To port the code from Bohlen (2002) on GPUs, the OpenCl framework was chosen for its ability to work on both CPUs and GPUs and its adoption by most of GPU manufacturers. In our implementation, OpenCL works in conjunction with MPI, which allows computations on a cluster of GPU for large-scale model simulations. We tested our code for model sizes between 1002 and 60002 elements. Comparison shows a decrease in computation time of more than two orders of magnitude between the GPU implementation run on a AMD Radeon HD 7950 and the CPU implementation run on a 2.26 GHz Intel Xeon Quad-Core. The speed-up varies depending on the order of the finite difference approximation and generally increases for higher orders. Increasing speed-ups are also obtained for increasing model size, which can be explained by kernel overheads and delays introduced by memory transfers to and from the GPU through the PCI-E bus. Those tests indicate that the GPU memory size

  12. On the difference between permutation poynomials over finite fields

    DEFF Research Database (Denmark)

    Anbar Meidl, Nurdagül; Odzak, Almasa; Patel, Vandita

    2017-01-01

    The well-known Chowla and Zassenhaus conjecture, proven by Cohen in 1990, states that if p > (d 2 − 3d + 4)2 , then there is no complete mapping polynomial f in Fp[x] of degree d ≥ 2. For arbitrary finite fields Fq, a similar non-existence result is obtained recently by I¸sık, Topuzo˘glu and Wint......The well-known Chowla and Zassenhaus conjecture, proven by Cohen in 1990, states that if p > (d 2 − 3d + 4)2 , then there is no complete mapping polynomial f in Fp[x] of degree d ≥ 2. For arbitrary finite fields Fq, a similar non-existence result is obtained recently by I¸sık, Topuzo......˘glu and Winterhof in terms of the Carlitz rank of f. Cohen, Mullen and Shiue generalized the Chowla-Zassenhaus-Cohen Theorem significantly in 1995, by considering differences of permutation polynomials. More precisely, they showed that if f and f + g are both permutation polynomials of degree d ≥ 2 over Fp, with p...

  13. 3D finite-difference modeling algorithm and anomaly features of ZTEM

    Science.gov (United States)

    Wang, Tao; Tan, Han-Dong; Li, Zhi-Qiang; Wang, Kun-Peng; Hu, Zhi-Ming; Zhang, Xing-Dong

    2016-09-01

    The Z-Axis tipper electromagnetic (ZTEM) technique is based on a frequency-domain airborne electromagnetic system that measures the natural magnetic field. A survey area was divided into several blocks by using the Maxwell's equations, and the magnetic components at the center of each edge of the grid cell are evaluated by applying the staggered-grid finite-difference method. The tipper and its divergence are derived to complete the 3D ZTEM forward modeling algorithm. A synthetic model is then used to compare the responses with those of 2D finite-element forward modeling to verify the accuracy of the algorithm. ZTEM offers high horizontal resolution to both simple and complex distributions of conductivity. This work is the theoretical foundation for the interpretation of ZTEM data and the study of 3D ZTEM inversion.

  14. Mimetic Theory for Cell-Centered Lagrangian Finite Volume Formulation on General Unstructured Grids

    Energy Technology Data Exchange (ETDEWEB)

    Sambasivan, Shiv Kumar [Los Alamos National Laboratory; Shashkov, Mikhail J. [Los Alamos National Laboratory; Burton, Donald E. [Los Alamos National Laboratory; Christon, Mark A. [Los Alamos National Laboratory

    2012-07-19

    A finite volume cell-centered Lagrangian scheme for solving large deformation problems is constructed based on the hypo-elastic model and using the mimetic theory. Rigorous analysis in the context of gas and solid dynamics, and arbitrary polygonal meshes, is presented to demonstrate the ability of cell-centered schemes in mimicking the continuum properties and principles at the discrete level. A new mimetic formulation based gradient evaluation technique and physics-based, frame independent and symmetry preserving slope limiters are proposed. Furthermore, a physically consistent dissipation model is employed which is both robust and inexpensive to implement. The cell-centered scheme along with these additional new features are applied to solve solids undergoing elasto-plastic deformation.

  15. Visualization of elastic wavefields computed with a finite difference code

    Energy Technology Data Exchange (ETDEWEB)

    Larsen, S. [Lawrence Livermore National Lab., CA (United States); Harris, D.

    1994-11-15

    The authors have developed a finite difference elastic propagation model to simulate seismic wave propagation through geophysically complex regions. To facilitate debugging and to assist seismologists in interpreting the seismograms generated by the code, they have developed an X Windows interface that permits viewing of successive temporal snapshots of the (2D) wavefield as they are calculated. The authors present a brief video displaying the generation of seismic waves by an explosive source on a continent, which propagate to the edge of the continent then convert to two types of acoustic waves. This sample calculation was part of an effort to study the potential of offshore hydroacoustic systems to monitor seismic events occurring onshore.

  16. Finite-difference modeling of commercial aircraft using TSAR

    Energy Technology Data Exchange (ETDEWEB)

    Pennock, S.T.; Poggio, A.J.

    1994-11-15

    Future aircraft may have systems controlled by fiber optic cables, to reduce susceptibility to electromagnetic interference. However, the digital systems associated with the fiber optic network could still experience upset due to powerful radio stations, radars, and other electromagnetic sources, with potentially serious consequences. We are modeling the electromagnetic behavior of commercial transport aircraft in support of the NASA Fly-by-Light/Power-by-Wire program, using the TSAR finite-difference time-domain code initially developed for the military. By comparing results obtained from TSAR with data taken on a Boeing 757 at the Air Force Phillips Lab., we hope to show that FDTD codes can serve as an important tool in the design and certification of U.S. commercial aircraft, helping American companies to produce safe, reliable air transportation.

  17. Computational electrodynamics the finite-difference time-domain method

    CERN Document Server

    Taflove, Allen

    2005-01-01

    This extensively revised and expanded third edition of the Artech House bestseller, Computational Electrodynamics: The Finite-Difference Time-Domain Method, offers engineers the most up-to-date and definitive resource on this critical method for solving Maxwell's equations. The method helps practitioners design antennas, wireless communications devices, high-speed digital and microwave circuits, and integrated optical devices with unsurpassed efficiency. There has been considerable advancement in FDTD computational technology over the past few years, and the third edition brings professionals the very latest details with entirely new chapters on important techniques, major updates on key topics, and new discussions on emerging areas such as nanophotonics. What's more, to supplement the third edition, the authors have created a Web site with solutions to problems, downloadable graphics and videos, and updates, making this new edition the ideal textbook on the subject as well.

  18. Accurate finite difference methods for time-harmonic wave propagation

    Science.gov (United States)

    Harari, Isaac; Turkel, Eli

    1994-01-01

    Finite difference methods for solving problems of time-harmonic acoustics are developed and analyzed. Multidimensional inhomogeneous problems with variable, possibly discontinuous, coefficients are considered, accounting for the effects of employing nonuniform grids. A weighted-average representation is less sensitive to transition in wave resolution (due to variable wave numbers or nonuniform grids) than the standard pointwise representation. Further enhancement in method performance is obtained by basing the stencils on generalizations of Pade approximation, or generalized definitions of the derivative, reducing spurious dispersion, anisotropy and reflection, and by improving the representation of source terms. The resulting schemes have fourth-order accurate local truncation error on uniform grids and third order in the nonuniform case. Guidelines for discretization pertaining to grid orientation and resolution are presented.

  19. A finite-difference method for transonic airfoil design.

    Science.gov (United States)

    Steger, J. L.; Klineberg, J. M.

    1972-01-01

    This paper describes an inverse method for designing transonic airfoil sections or for modifying existing profiles. Mixed finite-difference procedures are applied to the equations of transonic small disturbance theory to determine the airfoil shape corresponding to a given surface pressure distribution. The equations are solved for the velocity components in the physical domain and flows with embedded shock waves can be calculated. To facilitate airfoil design, the method allows alternating between inverse and direct calculations to obtain a profile shape that satisfies given geometric constraints. Examples are shown of the application of the technique to improve the performance of several lifting airfoil sections. The extension of the method to three dimensions for designing supercritical wings is also indicated.

  20. A parallel finite-difference method for computational aerodynamics

    Science.gov (United States)

    Swisshelm, Julie M.

    1989-01-01

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

  1. Parallel finite-difference time-domain method

    CERN Document Server

    Yu, Wenhua

    2006-01-01

    The finite-difference time-domain (FTDT) method has revolutionized antenna design and electromagnetics engineering. This book raises the FDTD method to the next level by empowering it with the vast capabilities of parallel computing. It shows engineers how to exploit the natural parallel properties of FDTD to improve the existing FDTD method and to efficiently solve more complex and large problem sets. Professionals learn how to apply open source software to develop parallel software and hardware to run FDTD in parallel for their projects. The book features hands-on examples that illustrate the power of parallel FDTD and presents practical strategies for carrying out parallel FDTD. This detailed resource provides instructions on downloading, installing, and setting up the required open source software on either Windows or Linux systems, and includes a handy tutorial on parallel programming.

  2. Application of a new finite difference algorithm for computational aeroacoustics

    Science.gov (United States)

    Goodrich, John W.

    1995-01-01

    Acoustic problems have become extremely important in recent years because of research efforts such as the High Speed Civil Transport program. Computational aeroacoustics (CAA) requires a faithful representation of wave propagation over long distances, and needs algorithms that are accurate and boundary conditions that are unobtrusive. This paper applies a new finite difference method and boundary algorithm to the Linearized Euler Equations (LEE). The results demonstrate the ability of a new fourth order propagation algorithm to accurately simulate the genuinely multidimensional wave dynamics of acoustic propagation in two space dimensions with the LEE. The results also show the ability of a new outflow boundary condition and fourth order algorithm to pass the evolving solution from the computational domain with no perceptible degradation of the solution remaining within the domain.

  3. Finite difference methods for coupled flow interaction transport models

    Directory of Open Access Journals (Sweden)

    Shelly McGee

    2009-04-01

    Full Text Available Understanding chemical transport in blood flow involves coupling the chemical transport process with flow equations describing the blood and plasma in the membrane wall. In this work, we consider a coupled two-dimensional model with transient Navier-Stokes equation to model the blood flow in the vessel and Darcy's flow to model the plasma flow through the vessel wall. The advection-diffusion equation is coupled with the velocities from the flows in the vessel and wall, respectively to model the transport of the chemical. The coupled chemical transport equations are discretized by the finite difference method and the resulting system is solved using the additive Schwarz method. Development of the model and related analytical and numerical results are presented in this work.

  4. Explicit and implicit finite difference schemes for fractional Cattaneo equation

    Science.gov (United States)

    Ghazizadeh, H. R.; Maerefat, M.; Azimi, A.

    2010-09-01

    In this paper, the numerical solution of fractional (non-integer)-order Cattaneo equation for describing anomalous diffusion has been investigated. Two finite difference schemes namely an explicit predictor-corrector and totally implicit schemes have been developed. In developing each scheme, a separate formulation approach for the governing equations has been considered. The explicit predictor-corrector scheme is the fractional generalization of well-known MacCormack scheme and has been called Generalized MacCormack scheme. This scheme solves two coupled low-order equations and simultaneously computes the flux term with the main variable. Fully implicit scheme however solves a single high-order undecomposed equation. For Generalized MacCormack scheme, stability analysis has been studied through Fourier method. Through a numerical test, the experimental order of convergency of both schemes has been found. Then, the domain of applicability and some numerical properties of each scheme have been discussed.

  5. Digital Waveguides versus Finite Difference Structures: Equivalence and Mixed Modeling

    Directory of Open Access Journals (Sweden)

    Karjalainen Matti

    2004-01-01

    Full Text Available Digital waveguides and finite difference time domain schemes have been used in physical modeling of spatially distributed systems. Both of them are known to provide exact modeling of ideal one-dimensional (1D band-limited wave propagation, and both of them can be composed to approximate two-dimensional (2D and three-dimensional (3D mesh structures. Their equal capabilities in physical modeling have been shown for special cases and have been assumed to cover generalized cases as well. The ability to form mixed models by joining substructures of both classes through converter elements has been proposed recently. In this paper, we formulate a general digital signal processing (DSP-oriented framework where the functional equivalence of these two approaches is systematically elaborated and the conditions of building mixed models are studied. An example of mixed modeling of a 2D waveguide is presented.

  6. A comparison of finite-difference and finite-element methods for calculating free edge stresses in composites

    Science.gov (United States)

    Bauld, N. R., Jr.; Goree, J. G.; Tzeng, L.-S.

    1985-01-01

    It is pointed out that edge delamination is a serious failure mechanism for laminated composite materials. Various numerical methods have been utilized in attempts to calculate the interlaminar stress components which precede delamination in a laminate. There are, however, discrepancies regarding the results provided by different methods, taking into account a finite-difference procedure, a perturbation procedure, and finite element approaches. The present investigation has the objective to assess the capacity of a finite difference method to predict the character and magnitude of the interlaminar stress distributions near an interface corner. A second purpose of the investigation is to determine if predictions by finite element method in-plane, interlaminar stress components near an interface corner represent actual laminate behavior.

  7. On the convergence of certain finite-difference schemes by an inverse-matrix method

    Science.gov (United States)

    Steger, J. L.; Warming, R. F.

    1975-01-01

    The inverse-matrix method of analyzing the convergence of the solution of a given system of finite-difference equations to the solution of the corresponding system of partial-differential equations is discussed and generalized. The convergence properties of a time- and space-centered differencing of the diffusion equation are analyzed as well as a staggered grid differencing of the Cauchy-Riemann equations. These two schemes are significant since they serve as simplified model algorithms for two recently developed methods used to calculate nonlinear aerodynamic flows.

  8. DIFFERENCE SCHEME AND NUMERICAL SIMULATION BASED ON MIXED FINITE ELEMENT METHOD FOR NATURAL CONVECTION PROBLEM

    Institute of Scientific and Technical Information of China (English)

    罗振东; 朱江; 谢正辉; 张桂芳

    2003-01-01

    The non-stationary natural convection problem is studied. A lowest order finite difference scheme based on mixed finite element method for non-stationary natural convection problem, by the spatial variations discreted with finite element method and time with finite difference scheme was derived, where the numerical solution of velocity, pressure, and temperature can be found together, and a numerical example to simulate the close square cavity is given, which is of practical importance.

  9. Finite Element Analysis and Test Results Comparison for the Hybrid Wing Body Center Section Test Article

    Science.gov (United States)

    Przekop, Adam; Jegley, Dawn C.; Rouse, Marshall; Lovejoy, Andrew E.

    2016-01-01

    This report documents the comparison of test measurements and predictive finite element analysis results for a hybrid wing body center section test article. The testing and analysis efforts were part of the Airframe Technology subproject within the NASA Environmentally Responsible Aviation project. Test results include full field displacement measurements obtained from digital image correlation systems and discrete strain measurements obtained using both unidirectional and rosette resistive gauges. Most significant results are presented for the critical five load cases exercised during the test. Final test to failure after inflicting severe damage to the test article is also documented. Overall, good comparison between predicted and actual behavior of the test article is found.

  10. A finite difference model for free surface gravity drainage

    Energy Technology Data Exchange (ETDEWEB)

    Couri, F.R.; Ramey, H.J. Jr.

    1993-09-01

    The unconfined gravity flow of liquid with a free surface into a well is a classical well test problem which has not been well understood by either hydrologists or petroleum engineers. Paradigms have led many authors to treat an incompressible flow as compressible flow to justify the delayed yield behavior of a time-drawdown test. A finite-difference model has been developed to simulate the free surface gravity flow of an unconfined single phase, infinitely large reservoir into a well. The model was verified with experimental results in sandbox models in the literature and with classical methods applied to observation wells in the Groundwater literature. The simulator response was also compared with analytical Theis (1935) and Ramey et al. (1989) approaches for wellbore pressure at late producing times. The seepage face in the sandface and the delayed yield behavior were reproduced by the model considering a small liquid compressibility and incompressible porous medium. The potential buildup (recovery) simulated by the model evidenced a different- phenomenon from the drawdown, contrary to statements found in the Groundwater literature. Graphs of buildup potential vs time, buildup seepage face length vs time, and free surface head and sand bottom head radial profiles evidenced that the liquid refills the desaturating cone as a flat moving surface. The late time pseudo radial behavior was only approached after exaggerated long times.

  11. SIMULATION OF POLLUTANTS IN RIVER SYSTEMS USING FINITE DIFFERENCE METHOD

    Institute of Scientific and Technical Information of China (English)

    ZAHEER Iqbal; CUI Guang Bai

    2002-01-01

    This paper using finite difference scheme for the numerical solution of advection-dispersion equation develops a one-dimensional water quality model. The model algorithm has some modification over other steady state models including QUAL2E, which have been used steady state implementation of implicit backward-difference numerical scheme. The computer program in the developed model contains a special unsteady state implementation of four point implicit upwind numerical schemes using double sweep method. The superiority of this method in the modeling procedure results the simulation efficacy under simplified conditions of effluent discharge from point and non-point sources. The model is helpful for eye view assessment of degree of interaction between model variables for strategic planning purposes. The model has been applied for the water quality simulation of the Hanjiang River basin using flow computation model. Model simulation results have shown the pollutants prediction, dispersion and impact on the existing water quality.Model test shows the model validity comparing with other sophisticated models. Sensitivity analysis was performed to overview the most sensitive parameters followed by calibration and verification process.

  12. High-order finite difference methods for earthquake rupture dynamics in complex geometries

    Science.gov (United States)

    O'Reilly, O.; Kozdon, J. E.; Dunham, E. M.; Nordström, J.

    2010-12-01

    In this work we continue our development of high-order summation-by-parts (SBP) finite difference methods for earthquake rupture dynamics. SBP methods use centered spatial differences in the interior and one-sided differences near the boundary. The transition to one-sided differences is done in a particular manner that permits one to provably maintain stability and accuracy. In many methods the boundary conditions are strongly enforced by modifying the difference operator at the boundary so that the solution there exactly satisfies the boundary condition. Though conceptually straightforward, this approach can introduce instabilities. In contrast, when boundary conditions are enforced weakly by adding a penalty term to the spatial discretization, it is possible to prove that the method is strictly stable, dissipating energy slightly faster than the continuous problem (with the additional dissipation vanishing under grid refinement). Another benefit of SBP operators is their built-in inner product which, if correctly constructed, can be interpreted as a quadrature operator. Thus, important integrated quantities such as the total mechanical energy in the system, the energy dissipation rate along faults, and the radiated energy flux through exterior boundaries can be rigorously calculated. These numerically integrated quantities converge to their true values with the same order of accuracy as the difference approximation. Though standard SBP methods are based on uniform Cartesian grids, it is possible to use the methods for problems with nonplanar faults, free surface topography, and branching faults through the use of coordinate transforms. Recently, it has also been shown how second-order SBP methods can be extended to unstructured grids. Due to the SBP character of both the finite difference and node-centered finite volume method they can be used together in a stable and accurate way. Inclusion of these techniques will be important for problems that have regions

  13. QED multi-dimensional vacuum polarization finite-difference solver

    Science.gov (United States)

    Carneiro, Pedro; Grismayer, Thomas; Silva, Luís; Fonseca, Ricardo

    2015-11-01

    The Extreme Light Infrastructure (ELI) is expected to deliver peak intensities of 1023 - 1024 W/cm2 allowing to probe nonlinear Quantum Electrodynamics (QED) phenomena in an unprecedented regime. Within the framework of QED, the second order process of photon-photon scattering leads to a set of extended Maxwell's equations [W. Heisenberg and H. Euler, Z. Physik 98, 714] effectively creating nonlinear polarization and magnetization terms that account for the nonlinear response of the vacuum. To model this in a self-consistent way, we present a multi dimensional generalized Maxwell equation finite difference solver with significantly enhanced dispersive properties, which was implemented in the OSIRIS particle-in-cell code [R.A. Fonseca et al. LNCS 2331, pp. 342-351, 2002]. We present a detailed numerical analysis of this electromagnetic solver. As an illustration of the properties of the solver, we explore several examples in extreme conditions. We confirm the theoretical prediction of vacuum birefringence of a pulse propagating in the presence of an intense static background field [arXiv:1301.4918 [quant-ph

  14. Contraction preconditioner in finite-difference electromagnetic modeling

    Science.gov (United States)

    Yavich, Nikolay; Zhdanov, Michael S.

    2016-06-01

    This paper introduces a novel approach to constructing an effective preconditioner for finite-difference (FD) electromagnetic modeling in geophysical applications. This approach is based on introducing an FD contraction operator, similar to one developed for integral equation formulation of Maxwell's equation. The properties of the FD contraction operator were established using an FD analog of the energy equality for the anomalous electromagnetic field. A new preconditioner uses a discrete Green's function of a 1D layered background conductivity. We also developed the formulas for an estimation of the condition number of the system of FD equations preconditioned with the introduced FD contraction operator. Based on this estimation, we have established that for high contrasts, the condition number is bounded by the maximum conductivity contrast between the background conductivity and actual conductivity. When there are both resistive and conductive anomalies relative to the background, the new preconditioner is advantageous over using the 1D discrete Green's function directly. In our numerical experiments with both resistive and conductive anomalies, for a land geoelectrical model with 1:10 contrast, the method accelerates convergence of an iterative method (BiCGStab) by factors of 2 to 2.5, and in a marine example with 1:50 contrast, by a factor of 4.6, compared to direct use of the discrete 1D Green's function as a preconditioner.

  15. Contraction pre-conditioner in finite-difference electromagnetic modelling

    Science.gov (United States)

    Yavich, Nikolay; Zhdanov, Michael S.

    2016-09-01

    This paper introduces a novel approach to constructing an effective pre-conditioner for finite-difference (FD) electromagnetic modelling in geophysical applications. This approach is based on introducing an FD contraction operator, similar to one developed for integral equation formulation of Maxwell's equation. The properties of the FD contraction operator were established using an FD analogue of the energy equality for the anomalous electromagnetic field. A new pre-conditioner uses a discrete Green's function of a 1-D layered background conductivity. We also developed the formulae for an estimation of the condition number of the system of FD equations pre-conditioned with the introduced FD contraction operator. Based on this estimation, we have established that the condition number is bounded by the maximum conductivity contrast between the background conductivity and actual conductivity. When there are both resistive and conductive anomalies relative to the background, the new pre-conditioner is advantageous over using the 1-D discrete Green's function directly. In our numerical experiments with both resistive and conductive anomalies, for a land geoelectrical model with 1:10 contrast, the method accelerates convergence of an iterative method (BiCGStab) by factors of 2-2.5, and in a marine example with 1:50 contrast, by a factor of 4.6, compared to direct use of the discrete 1-D Green's function as a pre-conditioner.

  16. Overlapping Domain Decomp osition Finite Difference Algorithm for Compact Difference Scheme of the Heat Conduction Equation

    Institute of Scientific and Technical Information of China (English)

    ZHANG Hong-mei

    2015-01-01

    In this paper, a modified additive Schwarz finite difference algorithm is applied in the heat conduction equation of the compact difference scheme. The algorithm is on the basis of domain decomposition and the subspace correction. The basic train of thought is the introduction of the units function decomposition and reasonable distribution of the overlap of correction. The residual correction is conducted on each subspace while the computation is completely parallel. The theoretical analysis shows that this method is completely characterized by parallel.

  17. The Numerical Solution of Underwater Acoustic Propagation Problems Using Finite Difference and Finite Element Methods

    Science.gov (United States)

    1984-07-09

    State and /IP Code i Arlington, VA 22217 10. SOURCE OF FUNDING NOS. PROGRAM E LEMENT NO. 61153N 11 TITLE ilnclude SeGur \\ly Classificationi... CYBER 205. We observe in this connection that the finite-element algorithm, we described previously is, for the most part, vectorizable. The main...words. We understand that it is scheduled to be available before the end of 1985. We also understand that CDC is planning a successor to the CYBER 205

  18. 3D Finite Difference Modelling of Basaltic Region

    Science.gov (United States)

    Engell-Sørensen, L.

    2003-04-01

    The main purpose of the work was to generate realistic data to be applied for testing of processing and migration tools for basaltic regions. The project is based on the three - dimensional finite difference code (FD), TIGER, made by Sintef. The FD code was optimized (parallelized) by the author, to run on parallel computers. The parallel code enables us to model large-scale realistic geological models and to apply traditional seismic and micro seismic sources. The parallel code uses multiple processors in order to manipulate subsets of large amounts of data simultaneously. The general anisotropic code uses 21 elastic coefficients. Eight independent coefficients are needed as input parameters for the general TI medium. In the FD code, the elastic wave field computation is implemented by a higher order FD solution to the elastic wave equation and the wave fields are computed on a staggered grid, shifted half a node in one or two directions. The geological model is a gridded basalt model, which covers from 24 km to 37 km of a real shot line in horizontal direction and from the water surface to the depth of 3.5 km. The 2frac {1}{2}D model has been constructed using the compound modeling software from Norsk Hydro. The vertical parameter distribution is obtained from observations in two wells. At The depth of between 1100 m to 1500 m, a basalt horizon covers the whole sub surface layers. We have shown that it is possible to simulate a line survey in realistic (3D) geological models in reasonable time by using high performance computers. The author would like to thank Norsk Hydro, Statoil, GEUS, and SINTEF for very helpful discussions and Parallab for being helpful with the new IBM, p690 Regatta system.

  19. PCS: an Euler--Lagrange method for treating convection in pulsating stars using finite difference techniques in two spatial dimensions. [Finite difference method, time dependence

    Energy Technology Data Exchange (ETDEWEB)

    Deupree, R.G.

    1977-01-01

    Finite difference techniques were used to examine the coupling of radial pulsation and convection in stellar models having comparable time scales. Numerical procedures are emphasized, including diagnostics to help determine the range of free parameters.

  20. Accurate finite difference beam propagation method for complex integrated optical structures

    DEFF Research Database (Denmark)

    Rasmussen, Thomas; Povlsen, Jørn Hedegaard; Bjarklev, Anders Overgaard

    1993-01-01

    A simple and effective finite-difference beam propagation method in a z-varying nonuniform mesh is developed. The accuracy and computation time for this method are compared with a standard finite-difference method for both the 3-D and 2-D versions......A simple and effective finite-difference beam propagation method in a z-varying nonuniform mesh is developed. The accuracy and computation time for this method are compared with a standard finite-difference method for both the 3-D and 2-D versions...

  1. IMPLEMENTATION OF MIXED METHODS AS FINITE DIFFERENCE METHODS AND APPLICATIONS TO NONISOTHERMAL MULTIPHASE FLOW IN POROUS MEDIA

    Institute of Scientific and Technical Information of China (English)

    Zhang-xin Chen; Xi-jun Yu

    2006-01-01

    In this paper we consider mixed finite element methods for second order elliptic problems. In the case of the lowest order Brezzi-Douglás-Marini elements (if d = 2) or Brezzi--Douglás-Fortin element(if d =3) on rectangular parallelepipeds, we show that the mixed method system, by incorporating certain quadrature rules, can be written as asimple, cell-centered finite difference method. This leads to the solution of a sparse, positive semidefinite linear system for the scalar unknown. For a diagonal tensor coefficient,the sparsity pattern for the scalar unknown is a five point stencil if d = 2, and seven ifd = 3. For a general tensor coefficient, it is a nine point stencil, and nineteen, respectively.Applications of the mixed method implementation as finite differences to nonisothermal multiphase, multicomponent flow in porous media are presented.

  2. IMPROVED LOCALLY CONFORMAL FINITE-DIFFERENCE TIME-DOMAIN METHOD FOR EDGE INCLINED SLOTS IN A FINITE WALL THICKNESS WAVEGUIDE

    Institute of Scientific and Technical Information of China (English)

    Li Long; Zhang Yu; Liang Changhong

    2004-01-01

    An Improved Locally Conformal Finite-Difference Time-Domain (ILC-FDTD) method is presented in this paper, which is used to analyze the edge inclined slots penetrating adjacent broadwalls of a finite wall thickness waveguide. ILC-FDTD not only removes the instability of the original locally conformal FDTD algorithm, but also improves the computational accuracy by locally modifying magnetic field update equations and the virtual iterative electric fields according to the complexity of the slot fringe fields. The mutual coupling between two edge inclined slots can also be analyzed by ILC-FDTD effectively.

  3. Analysis of regular and chaotic dynamics of the Euler-Bernoulli beams using finite difference and finite element methods

    Institute of Scientific and Technical Information of China (English)

    J. Awrejcewicz; A.V. Krysko; J. Mrozowski; O.A. Saltykova; M.V. Zhigalov

    2011-01-01

    Chaotic vibrations of flexible non-linear EulerBernoulli beams subjected to harmonic load and with various boundary conditions (symmetric and non-symmetric) are studied in this work. Reliability of the obtained results is verified by the finite difference method (FDM) and the finite element method (FEM) with the Bubnov-Galerkin approximation for various boundary conditions and various dynamic regimes (regular and non-regular). The influence of boundary conditions on the Euler-Bernoulli beams dynamics is studied mainly, dynamic behavior vs. control parameters {ωp, q0} is reported, and scenarios of the system transition into chaos are illustrated.

  4. A Multifunctional Interface Method for Coupling Finite Element and Finite Difference Methods: Two-Dimensional Scalar-Field Problems

    Science.gov (United States)

    Ransom, Jonathan B.

    2002-01-01

    A multifunctional interface method with capabilities for variable-fidelity modeling and multiple method analysis is presented. The methodology provides an effective capability by which domains with diverse idealizations can be modeled independently to exploit the advantages of one approach over another. The multifunctional method is used to couple independently discretized subdomains, and it is used to couple the finite element and the finite difference methods. The method is based on a weighted residual variational method and is presented for two-dimensional scalar-field problems. A verification test problem and a benchmark application are presented, and the computational implications are discussed.

  5. Cell-Centred Finite Difference Methodology for Solving Partial Differential Equations on an Unstructured Mesh

    Science.gov (United States)

    Situ, J. J.; Barron, R. M.; Higgins, M.

    2011-11-01

    Partial differential equations (PDEs) arise in connection with many physical phenomena involving two or more independent variables. Boundary conditions associated with the PDEs are either Dirichlet, Neumann or mixed conditions. Analytical solutions for most of these problems are not easy to obtain, and may not even be posssible. For such reasons, numerical methodologies for solving PDEs have been developed, such as finite element (FE), finite volume (FV) and finite difference (FD) methods. In the present paper, an innovative finite difference formulation, referred to as the cell-centred finite difference (CCFD) method, is proposed. Instead of applying finite difference approximations at the grid points as in the traditional finite difference method, the new methodology implements a finite difference scheme at each cell centroid in a predefined mesh topology. The prominent advantage of the proposed methodology is that it allows finite differencing to be applied on any arbitrary mesh topology, i.e. structured, unstructured or hybrid. The CCFD formulation is developed in this paper and implemented on a test problem to demonstrate its capabilities.

  6. A Finite Difference-Augmented Peridynamics Method for Wave Dispersion

    Science.gov (United States)

    2014-10-21

    model using a blending function in 1D, though again, the focus is on preset, unchang- ing local/ nonlocal regions. In contrast, this work will focus on...Fracture. 2014; 190:39-52. 14. ABSTRACT A method is presented for the modeling of brittle elastic fracture which combines peridynamics and a finite...propagation modeling , while peridynamics is automatically inserted in high strain areas to model crack initiation and growth. The dispersion

  7. Cell-centered nonlinear finite-volume methods for the heterogeneous anisotropic diffusion problem

    Science.gov (United States)

    Terekhov, Kirill M.; Mallison, Bradley T.; Tchelepi, Hamdi A.

    2017-02-01

    We present two new cell-centered nonlinear finite-volume methods for the heterogeneous, anisotropic diffusion problem. The schemes split the interfacial flux into harmonic and transversal components. Specifically, linear combinations of the transversal vector and the co-normal are used that lead to significant improvements in terms of the mesh-locking effects. The harmonic component of the flux is represented using a conventional monotone two-point flux approximation; the component along the parameterized direction is treated nonlinearly to satisfy either positivity of the solution as in [29], or the discrete maximum principle as in [9]. In order to make the method purely cell-centered, we derive a homogenization function that allows for seamless interpolation in the presence of heterogeneity following a strategy similar to [46]. The performance of the new schemes is compared with existing multi-point flux approximation methods [3,5]. The robustness of the scheme with respect to the mesh-locking problem is demonstrated using several challenging test cases.

  8. Finite-difference modeling of Bragg fibers with ultrathin cladding layers via adaptive coordinate transformation

    DEFF Research Database (Denmark)

    Shyroki, Dzmitry; Lægsgaard, Jesper; Bang, Ole

    As an alternative to the finite-element analysis or subgridding, coordinate transformation is used to “stretch” the fine-structured cladding of a Bragg fiber, and then the fullvector, equidistant-grid finite-difference computations of the modal structure are performed.......As an alternative to the finite-element analysis or subgridding, coordinate transformation is used to “stretch” the fine-structured cladding of a Bragg fiber, and then the fullvector, equidistant-grid finite-difference computations of the modal structure are performed....

  9. Finite-difference modeling of Bragg fibers with ultrathin cladding layers via adaptive coordinate transformation

    DEFF Research Database (Denmark)

    Shyroki, Dzmitry; Lægsgaard, Jesper; Bang, Ole;

    As an alternative to the finite-element analysis or subgridding, coordinate transformation is used to “stretch” the fine-structured cladding of a Bragg fiber, and then the fullvector, equidistant-grid finite-difference computations of the modal structure are performed.......As an alternative to the finite-element analysis or subgridding, coordinate transformation is used to “stretch” the fine-structured cladding of a Bragg fiber, and then the fullvector, equidistant-grid finite-difference computations of the modal structure are performed....

  10. On the accuracy and efficiency of finite difference solutions for nonlinear waves

    DEFF Research Database (Denmark)

    Bingham, Harry B.

    2006-01-01

    We consider the relative accuracy and efficiency of low- and high-order finite difference discretizations of the exact potential flow problem for nonlinear water waves. The continuous differential operators are replaced by arbitrary order finite difference schemes on a structured but non...

  11. 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 pos

  12. 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

  13. An investigation of the accuracy of finite difference methods in the solution of linear elasticity problems

    Science.gov (United States)

    Bauld, N. R., Jr.; Goree, J. G.

    1983-01-01

    The accuracy of the finite difference method in the solution of linear elasticity problems that involve either a stress discontinuity or a stress singularity is considered. Solutions to three elasticity problems are discussed in detail: a semi-infinite plane subjected to a uniform load over a portion of its boundary; a bimetallic plate under uniform tensile stress; and a long, midplane symmetric, fiber reinforced laminate subjected to uniform axial strain. Finite difference solutions to the three problems are compared with finite element solutions to corresponding problems. For the first problem a comparison with the exact solution is also made. The finite difference formulations for the three problems are based on second order finite difference formulas that provide for variable spacings in two perpendicular directions. Forward and backward difference formulas are used near boundaries where their use eliminates the need for fictitious grid points.

  14. Finite difference modeling of sinking stage curved beam based on revised Vlasov equations

    Institute of Scientific and Technical Information of China (English)

    张磊; 朱真才; 沈刚; 曹国华

    2015-01-01

    For the static analysis of the sinking stage curved beam, a finite difference model was presented based on the proposed revised Vlasov equations. First, revised Vlasov equations for thin-walled curved beams with closed sections were deduced considering the shear strain on the mid-surface of the cross-section. Then, the finite difference formulation of revised Vlasov equations was implemented with the parabolic interpolation based on Taylor series. At last, the finite difference model was built by substituting geometry and boundary conditions of the sinking stage curved beam into the finite difference formulation. The validity of present work is confirmed by the published literature and ANSYS simulation results. It can be concluded that revised Vlasov equations are more accurate than the original one in the analysis of thin-walled beams with closed sections, and that present finite difference model is applicable in the evaluation of the sinking stage curved beam.

  15. True Concurrent Thermal Engineering Integrating CAD Model Building with Finite Element and Finite Difference Methods

    Science.gov (United States)

    Panczak, Tim; Ring, Steve; Welch, Mark

    1999-01-01

    Thermal engineering has long been left out of the concurrent engineering environment dominated by CAD (computer aided design) and FEM (finite element method) software. Current tools attempt to force the thermal design process into an environment primarily created to support structural analysis, which results in inappropriate thermal models. As a result, many thermal engineers either build models "by hand" or use geometric user interfaces that are separate from and have little useful connection, if any, to CAD and FEM systems. This paper describes the development of a new thermal design environment called the Thermal Desktop. This system, while fully integrated into a neutral, low cost CAD system, and which utilizes both FEM and FD methods, does not compromise the needs of the thermal engineer. Rather, the features needed for concurrent thermal analysis are specifically addressed by combining traditional parametric surface based radiation and FD based conduction modeling with CAD and FEM methods. The use of flexible and familiar temperature solvers such as SINDA/FLUINT (Systems Improved Numerical Differencing Analyzer/Fluid Integrator) is retained.

  16. LONG-TIME BEHAVIOR OF FINITE DIFFERENCE SOLUTIONS OF A NONLINEAR SCHRODINGER EQUATION WITH WEAKLY DAMPED

    Institute of Scientific and Technical Information of China (English)

    Fa-yong Zhang; Shu-juan Lu

    2001-01-01

    A weakly demped Schrodinger equation possessing a global attractor are considered.The dynamical properties of a class of finite difference scheme are analysed. The exsitence of global attractor is proved for the discrete system. The stability of the difference scheme and the error estimate of the difference solution are obtained in the autonomous system case. Finally, long-time stability and convergence of the class of finite difference scheme also are analysed in the nonautonomous system case.

  17. A Hybrid Solver of Size Modified Poisson-Boltzmann Equation by Domain Decomposition, Finite Element, and Finite Difference

    CERN Document Server

    Ying, Jinyong

    2016-01-01

    The size-modified Poisson-Boltzmann equation (SMPBE) is one important variant of the popular dielectric model, the Poisson-Boltzmann equation (PBE), to reflect ionic size effects in the prediction of electrostatics for a biomolecule in an ionic solvent. In this paper, a new SMPBE hybrid solver is developed using a solution decomposition, the Schwartz's overlapped domain decomposition, finite element, and finite difference. It is then programmed as a software package in C, Fortran, and Python based on the state-of-the-art finite element library DOLFIN from the FEniCS project. This software package is well validated on a Born ball model with analytical solution and a dipole model with a known physical properties. Numerical results on six proteins with different net charges demonstrate its high performance. Finally, this new SMPBE hybrid solver is shown to be numerically stable and convergent in the calculation of electrostatic solvation free energy for 216 biomolecules and binding free energy for a DNA-drug com...

  18. Numerical modeling of wave equation by a truncated high-order finite-difference method

    Institute of Scientific and Technical Information of China (English)

    Yang Liu; Mrinal K. Sen

    2009-01-01

    Finite-difference methods with high-order accuracy have been utilized to improve the precision of numerical solution for partial differential equations. However, the computation cost generally increases linearly with increased order of accuracy. Upon examination of the finite-difference formulas for the first-order and second-order derivatives, and the staggered finite-difference formulas for the first-order derivative, we examine the variation of finite-difference coefficients with accuracy order and note that there exist some very small coefficients. With the order increasing, the number of these small coefficients increases, however, the values decrease sharply. An error analysis demonstrates that omitting these small coefficients not only maintain approximately the same level of accuracy of finite difference but also reduce computational cost significantly. Moreover, it is easier to truncate for the high-order finite-difference formulas than for the pseudospectral formulas. Thus this study proposes a truncated high-order finite-difference method, and then demonstrates the efficiency and applicability of the method with some numerical examples.

  19. A hybrid vertex-centered finite volume/element method for viscous incompressible flows on non-staggered unstructured meshes

    Institute of Scientific and Technical Information of China (English)

    Wei Gao; Ru-Xun Liu; Hong Li

    2012-01-01

    This paper proposes a hybrid vertex-centered finite volume/finite element method for sol ution of the two dimensional (2D) incompressible Navier-Stokes equations on unstructured grids.An incremental pressure fractional step method is adopted to handle the velocity-pressure coupling.The velocity and the pressure are collocated at the node of the vertex-centered control volume which is formed by joining the centroid of cells sharing the common vertex.For the temporal integration of the momentum equations,an implicit second-order scheme is utilized to enhance the computational stability and eliminate the time step limit due to the diffusion term.The momentum equations are discretized by the vertex-centered finite volume method (FVM) and the pressure Poisson equation is solved by the Galerkin finite element method (FEM).The momentum interpolation is used to damp out the spurious pressure wiggles.The test case with analytical solutions demonstrates second-order accuracy of the current hybrid scheme in time and space for both velocity and pressure.The classic test cases,the lid-driven cavity flow,the skew cavity flow and the backward-facing step flow,show that numerical results are in good agreement with the published benchmark solutions.

  20. a Finite Difference Numerical Model for the Propagation of Finite Amplitude Acoustical Blast Waves Outdoors Over Hard and Porous Surfaces

    Science.gov (United States)

    Sparrow, Victor Ward

    1990-01-01

    This study has concerned the propagation of finite amplitude, i.e. weakly non-linear, acoustical blast waves from explosions over hard and porous media models of outdoor ground surfaces. The nonlinear acoustic propagation effects require a numerical solution in the time domain. To model a porous ground surface, which in the frequency domain exhibits a finite impedance, the linear phenomenological porous model of Morse and Ingard was used. The phenomenological equations are solved in the time domain for coupling with the time domain propagation solution in the air. The numerical solution is found through the method of finite differences. The second-order in time and fourth -order in space MacCormack method was used in the air, and the second-order in time and space MacCormack method was used in the porous medium modeling the ground. Two kinds of numerical absorbing boundary conditions were developed for the air propagation equations to truncate the physical domain for solution on a computer. Radiation conditions first were used on those sides of the domain where there were outgoing waves. Characteristic boundary conditions secondly are employed near the acoustic source. The numerical model agreed well with the Pestorius algorithm for the propagation of electric spark pulses in the free field, and with a result of Pfriem for normal plane reflection off a hard surface. In addition, curves of pressure amplification versus incident angle for waves obliquely incident on the hard and porous surfaces were produced which are similar to those in the literature. The model predicted that near grazing finite amplitude acoustic blast waves decay with distance over hard surfaces as r to the power -1.2. This result is consistent with the work of Reed. For propagation over the porous ground surface, the model predicted that this surface decreased the decay rate with distance for the larger blasts compared to the rate expected in the linear acoustics limit.

  1. Vibration analysis of rotating turbomachinery blades by an improved finite difference method

    Science.gov (United States)

    Subrahmanyam, K. B.; Kaza, K. R. V.

    1985-01-01

    The problem of calculating the natural frequencies and mode shapes of rotating blades is solved by an improved finite difference procedure based on second-order central differences. Lead-lag, flapping and coupled bending-torsional vibration cases of untwisted blades are considered. Results obtained by using the present improved theory have been observed to be close lower bound solutions. The convergence has been found to be rapid in comparison with the classical first-order finite difference method. While the computational space and time required by the present approach is observed to be almost the same as that required by the first-order theory for a given mesh size, accuracies of practical interest can be obtained by using the improved finite difference procedure with a relatively smaller matrix size, in contrast to the classical finite difference procedure which requires either a larger matrix or an extrapolation procedure for improvement in accuracy.

  2. Finite-number-of-periods holographic gratings with finite-width incident beams: analysis using the finite-difference frequency-domain method

    Science.gov (United States)

    Wu, Shun-Der; Glytsis, Elias N.

    2002-10-01

    The effects of finite number of periods (FNP) and finite incident beams on the diffraction efficiencies of holographic gratings are investigated by the finite-difference frequency-domain (FDFD) method. Gratings comprising 20, 15, 10, 5, and 3 periods illuminated by TE and TM incident light with various beam sizes are analyzed with the FDFD method and compared with the rigorous coupled-wave analysis (RCWA). Both unslanted and slanted gratings are treated in transmission as well as in reflection configurations. In general, the effect of the FNP is a decrease in the diffraction efficiency with a decrease in the number of periods of the grating. Similarly, a decrease in incident-beam width causes a decrease in the diffraction efficiency. Exceptions appear in off-Bragg incidence in which a smaller beam width could result in higher diffraction efficiency. For beam widths greater than 10 grating periods and for gratings with more than 20 periods in width, the diffraction efficiencies slowly converge to the values predicted by the RCWA (infinite incident beam and infinite-number-of-periods grating) for both TE and TM polarizations. Furthermore, the effects of FNP holographic gratings on their diffraction performance are found to be comparable to their counterparts of FNP surface-relief gratings. 2002 Optical Society of America

  3. Application of a novel finite difference method to dynamic crack problems

    Science.gov (United States)

    Chen, Y. M.; Wilkins, M. L.

    1976-01-01

    A versatile finite difference method (HEMP and HEMP 3D computer programs) was developed originally for solving dynamic problems in continuum mechanics. It was extended to analyze the stress field around cracks in a solid with finite geometry subjected to dynamic loads and to simulate numerically the dynamic fracture phenomena with success. This method is an explicit finite difference method applied to the Lagrangian formulation of the equations of continuum mechanics in two and three space dimensions and time. The calculational grid moves with the material and in this way it gives a more detailed description of the physics of the problem than the Eulerian formulation.

  4. 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.

  5. Finite-difference scheme for the numerical solution of the Schroedinger equation

    Science.gov (United States)

    Mickens, Ronald E.; Ramadhani, Issa

    1992-01-01

    A finite-difference scheme for numerical integration of the Schroedinger equation is constructed. Asymptotically (r goes to infinity), the method gives the exact solution correct to terms of order r exp -2.

  6. AN ACCURATE SOLUTION OF THE POISSON EQUATION BY THE FINITE DIFFERENCE-CHEBYSHEV-TAU METHOD

    Institute of Scientific and Technical Information of China (English)

    Hani I. Siyyam

    2001-01-01

    A new finite difference-Chebyshev-Tau method for the solution of the twodimensional Poisson equation is presented. Some of the numerical results are also presented which indicate that the method is satisfactory and compatible to other methods.

  7. A non-linear constrained optimization technique for the mimetic finite difference method

    Energy Technology Data Exchange (ETDEWEB)

    Manzini, Gianmarco [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Svyatskiy, Daniil [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Bertolazzi, Enrico [Univ. of Trento (Italy); Frego, Marco [Univ. of Trento (Italy)

    2014-09-30

    This is a strategy for the construction of monotone schemes in the framework of the mimetic finite difference method for the approximation of diffusion problems on unstructured polygonal and polyhedral meshes.

  8. A FINITE DIFFERENCE SCHEME FOR THE GENERALIZED NONLINEAR SCHRODINGER EQUATION WITH VARIABLE COEFFICIENTS

    Institute of Scientific and Technical Information of China (English)

    Wei-zhong Dai; Raja Nassar

    2000-01-01

    A finite difference scheme for the generalized nonlinear Schrodinger equation with variable coefficients is developed. The scheme is shown to satisfy two conser vation laws. Numerical results show that the scheme is accurate and efficient.

  9. Finite difference methods for option pricing under Lévy processes: Wiener-Hopf factorization approach

    National Research Council Canada - National Science Library

    Kudryavtsev, Oleg

    2013-01-01

    In the paper, we consider the problem of pricing options in wide classes of Lévy processes. We propose a general approach to the numerical methods based on a finite difference approximation for the generalized Black-Scholes equation...

  10. Combination of the discontinuous Galerkin method with finite differences for simulation of seismic wave propagation

    Energy Technology Data Exchange (ETDEWEB)

    Lisitsa, Vadim, E-mail: lisitsavv@ipgg.sbras.ru [Institute of Petroleum Geology and Geophysics SB RAS, Novosibirsk (Russian Federation); Novosibirsk State University, Novosibirsk (Russian Federation); Tcheverda, Vladimir [Institute of Petroleum Geology and Geophysics SB RAS, Novosibirsk (Russian Federation); Kazakh–British Technical University, Alma-Ata (Kazakhstan); Botter, Charlotte [University of Stavanger (Norway)

    2016-04-15

    We present an algorithm for the numerical simulation of seismic wave propagation in models with a complex near surface part and free surface topography. The approach is based on the combination of finite differences with the discontinuous Galerkin method. The discontinuous Galerkin method can be used on polyhedral meshes; thus, it is easy to handle the complex surfaces in the models. However, this approach is computationally intense in comparison with finite differences. Finite differences are computationally efficient, but in general, they require rectangular grids, leading to the stair-step approximation of the interfaces, which causes strong diffraction of the wavefield. In this research we present a hybrid algorithm where the discontinuous Galerkin method is used in a relatively small upper part of the model and finite differences are applied to the main part of the model.

  11. SH-wave propagation in the whole mantle using high-order finite differences

    OpenAIRE

    H. Igel; Michael Weber;  

    1995-01-01

    Finite-difference approximations to the wave equation in spherical coordinates are used to calculate synthetic seismograms for global Earth models. High-order finite-difference (FD) schemes were employed to obtain accurate waveforms and arrival times. Application to SH-wave propagation in the mantle shows that multiple reflections from the core-mantle boundary (CMB), with travel times of about one hour, can be modeled successfully. FD techniques, which are applicable in generally heterogeneou...

  12. Semi-discrete finite difference multiscale scheme for a concrete corrosion model: approximation estimates and convergence

    CERN Document Server

    Chalupecký, Vladimír

    2011-01-01

    We propose a semi-discrete finite difference multiscale scheme for a concrete corrosion model consisting of a system of two-scale reaction-diffusion equations coupled with an ode. We prove energy and regularity estimates and use them to get the necessary compactness of the approximation estimates. Finally, we illustrate numerically the behavior of the two-scale finite difference approximation of the weak solution.

  13. Minimum divergence viscous flow simulation through finite difference and regularization techniques

    Science.gov (United States)

    Victor, Rodolfo A.; Mirabolghasemi, Maryam; Bryant, Steven L.; Prodanović, Maša

    2016-09-01

    We develop a new algorithm to simulate single- and two-phase viscous flow through a three-dimensional Cartesian representation of the porous space, such as those available through X-ray microtomography. We use the finite difference method to discretize the governing equations and also propose a new method to enforce the incompressible flow constraint under zero Neumann boundary conditions for the velocity components. Finite difference formulation leads to fast parallel implementation through linear solvers for sparse matrices, allowing relatively fast simulations, while regularization techniques used on solving inverse problems lead to the desired incompressible fluid flow. Tests performed using benchmark samples show good agreement with experimental/theoretical values. Additional tests are run on Bentheimer and Buff Berea sandstone samples with available laboratory measurements. We compare the results from our new method, based on finite differences, with an open source finite volume implementation as well as experimental results, specifically to evaluate the benefits and drawbacks of each method. Finally, we calculate relative permeability by using this modified finite difference technique together with a level set based algorithm for multi-phase fluid distribution in the pore space. To our knowledge this is the first time regularization techniques are used in combination with finite difference fluid flow simulations.

  14. On the monotonicity of multidimensional finite difference schemes

    Science.gov (United States)

    Kovyrkina, O.; Ostapenko, V.

    2016-10-01

    The classical concept of monotonicity, introduced by Godunov for linear one-dimensional difference schemes, is extended to multidimensional case. Necessary and sufficient conditions of monotonicity are obtained for linear multidimensional difference schemes of first order. The constraints on the numerical viscosity are given that ensure the monotonicity of a difference scheme in the multidimensional case. It is proposed a modification of the second order multidimensional CABARET scheme that preserves the monotonicity of one-dimensional discrete solutions and, as a result, ensures higher smoothness in the computation of multidimensional discontinuous solutions. The results of two-dimensional test computations illustrating the advantages of the modified CABARET scheme are presented.

  15. Finite-time stochastic outer synchronization between two complex dynamical networks with different topologies.

    Science.gov (United States)

    Sun, Yongzheng; Li, Wang; Zhao, Donghua

    2012-06-01

    In this paper, the finite-time stochastic outer synchronization between two different complex dynamical networks with noise perturbation is investigated. By using suitable controllers, sufficient conditions for finite-time stochastic outer synchronization are derived based on the finite-time stability theory of stochastic differential equations. It is noticed that the coupling configuration matrix is not necessary to be symmetric or irreducible, and the inner coupling matrix need not be symmetric. Finally, numerical examples are examined to illustrate the effectiveness of the analytical results. The effect of control parameters on the settling time is also numerically demonstrated.

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

    African Journals Online (AJOL)

    This cavity was restored with three different materials (Group I: Resin composite, Group II: ... Introduction. In restorative dentistry, the preferred method of treatment for cervical ... cold liquids. The cavity environment can be exposed to thermal.

  17. ORIGINAL ARTICLE Fitted-Stable Finite Difference Method for ...

    African Journals Online (AJOL)

    Gemechis

    A fitted-stable central difference method is presented for solving singularly perturbed two point ... with exact solutions. The error bound and convergence of the proposed method has also ... explicit method involving the reduction of order for ...

  18. Exploring the Effectiveness of Different Approaches to Teaching Finite Mathematics

    Science.gov (United States)

    Smeal, Mary; Walker, Sandra; Carter, Jamye; Simmons-Johnson, Carolyn; Balam, Esenc

    2013-01-01

    Traditionally, mathematics has been taught using a very direct approach which the teacher explains the procedure to solve a problem and the students use pencil and paper to solve the problem. However, a variety of alternative approaches to mathematics have surfaced from a number of different directions. The purpose of this study was to examine the…

  19. A generalized finite difference method for modeling cardiac electrical activation on arbitrary, irregular computational meshes.

    Science.gov (United States)

    Trew, Mark L; Smaill, Bruce H; Bullivant, David P; Hunter, Peter J; Pullan, Andrew J

    2005-12-01

    A generalized finite difference (GFD) method is presented that can be used to solve the bi-domain equations modeling cardiac electrical activity. Classical finite difference methods have been applied by many researchers to the bi-domain equations. However, these methods suffer from the limitation of requiring computational meshes that are structured and orthogonal. Finite element or finite volume methods enable the bi-domain equations to be solved on unstructured meshes, although implementations of such methods do not always cater for meshes with varying element topology. The GFD method solves the bi-domain equations on arbitrary and irregular computational meshes without any need to specify element basis functions. The method is useful as it can be easily applied to activation problems using existing meshes that have originally been created for use by finite element or finite difference methods. In addition, the GFD method employs an innovative approach to enforcing nodal and non-nodal boundary conditions. The GFD method performs effectively for a range of two and three-dimensional test problems and when computing bi-domain electrical activation moving through a fully anisotropic three-dimensional model of canine ventricles.

  20. A toxin-mediated size-structured population model: Finite difference approximation and well-posedness.

    Science.gov (United States)

    Huang, Qihua; Wang, Hao

    2016-08-01

    The question of the effects of environmental toxins on ecological communities is of great interest from both environmental and conservational points of view. Mathematical models have been applied increasingly to predict the effects of toxins on a variety of ecological processes. Motivated by the fact that individuals with different sizes may have different sensitivities to toxins, we develop a toxin-mediated size-structured model which is given by a system of first order fully nonlinear partial differential equations (PDEs). It is very possible that this work represents the first derivation of a PDE model in the area of ecotoxicology. To solve the model, an explicit finite difference approximation to this PDE system is developed. Existence-uniqueness of the weak solution to the model is established and convergence of the finite difference approximation to this unique solution is proved. Numerical examples are provided by numerically solving the PDE model using the finite difference scheme.

  1. Optimization of finite difference forward modeling for elastic waves based on optimum combined window functions

    Science.gov (United States)

    Jian, Wang; Xiaohong, Meng; Hong, Liu; Wanqiu, Zheng; Yaning, Liu; Sheng, Gui; Zhiyang, Wang

    2017-03-01

    Full waveform inversion and reverse time migration are active research areas for seismic exploration. Forward modeling in the time domain determines the precision of the results, and numerical solutions of finite difference have been widely adopted as an important mathematical tool for forward modeling. In this article, the optimum combined of window functions was designed based on the finite difference operator using a truncated approximation of the spatial convolution series in pseudo-spectrum space, to normalize the outcomes of existing window functions for different orders. The proposed combined window functions not only inherit the characteristics of the various window functions, to provide better truncation results, but also control the truncation error of the finite difference operator manually and visually by adjusting the combinations and analyzing the characteristics of the main and side lobes of the amplitude response. Error level and elastic forward modeling under the proposed combined system were compared with outcomes from conventional window functions and modified binomial windows. Numerical dispersion is significantly suppressed, which is compared with modified binomial window function finite-difference and conventional finite-difference. Numerical simulation verifies the reliability of the proposed method.

  2. THE UPWIND OPERATOR SPLITTING FINITE DIFFERENCE METHOD FOR COMPRESSIBLE TWO-PHASE DISPLACEMENT PROBLEM AND ANALYSIS

    Institute of Scientific and Technical Information of China (English)

    袁益让

    2002-01-01

    For compressible two-phase displacement problem, a kind of upwind operator splitting finite difference schemes is put forward and make use of operator splitting, of calculus of variations, multiplicative commutation rule of difference operators, decomposition of high order difference operators and prior estimates are adopted. Optimal order estinates in L2 norm are derived to determine the error in the approximate solution.

  3. Unconditionally stable finite-difference time-domain methods for modeling the Sagnac effect.

    Science.gov (United States)

    Novitski, Roman; Scheuer, Jacob; Steinberg, Ben Z

    2013-02-01

    We present two unconditionally stable finite-difference time-domain (FDTD) methods for modeling the Sagnac effect in rotating optical microsensors. The methods are based on the implicit Crank-Nicolson scheme, adapted to hold in the rotating system reference frame-the rotating Crank-Nicolson (RCN) methods. The first method (RCN-2) is second order accurate in space whereas the second method (RCN-4) is fourth order accurate. Both methods are second order accurate in time. We show that the RCN-4 scheme is more accurate and has better dispersion isotropy. The numerical results show good correspondence with the expression for the classical Sagnac resonant frequency splitting when using group refractive indices of the resonant modes of a microresonator. Also we show that the numerical results are consistent with the perturbation theory for the rotating degenerate microcavities. We apply our method to simulate the effect of rotation on an entire Coupled Resonator Optical Waveguide (CROW) consisting of a set of coupled microresonators. Preliminary results validate the formation of a rotation-induced gap at the center of a transfer function of a CROW.

  4. SOME NEW FINITE DIFFERENCE METHODS FOR HELMHOLTZ EQUATIONS ON IRREGULAR DOMAINS OR WITH INTERFACES.

    Science.gov (United States)

    Wan, Xiaohai; Li, Zhilin

    2012-06-01

    Solving a Helmholtz equation Δu + λu = f efficiently is a challenge for many applications. For example, the core part of many efficient solvers for the incompressible Navier-Stokes equations is to solve one or several Helmholtz equations. In this paper, two new finite difference methods are proposed for solving Helmholtz equations on irregular domains, or with interfaces. For Helmholtz equations on irregular domains, the accuracy of the numerical solution obtained using the existing augmented immersed interface method (AIIM) may deteriorate when the magnitude of λ is large. In our new method, we use a level set function to extend the source term and the PDE to a larger domain before we apply the AIIM. For Helmholtz equations with interfaces, a new maximum principle preserving finite difference method is developed. The new method still uses the standard five-point stencil with modifications of the finite difference scheme at irregular grid points. The resulting coefficient matrix of the linear system of finite difference equations satisfies the sign property of the discrete maximum principle and can be solved efficiently using a multigrid solver. The finite difference method is also extended to handle temporal discretized equations where the solution coefficient λ is inversely proportional to the mesh size.

  5. Performance prediction of finite-difference solvers for different computer architectures

    Science.gov (United States)

    Louboutin, Mathias; Lange, Michael; Herrmann, Felix J.; Kukreja, Navjot; Gorman, Gerard

    2017-08-01

    The life-cycle of a partial differential equation (PDE) solver is often characterized by three development phases: the development of a stable numerical discretization; development of a correct (verified) implementation; and the optimization of the implementation for different computer architectures. Often it is only after significant time and effort has been invested that the performance bottlenecks of a PDE solver are fully understood, and the precise details varies between different computer architectures. One way to mitigate this issue is to establish a reliable performance model that allows a numerical analyst to make reliable predictions of how well a numerical method would perform on a given computer architecture, before embarking upon potentially long and expensive implementation and optimization phases. The availability of a reliable performance model also saves developer effort as it both informs the developer on what kind of optimisations are beneficial, and when the maximum expected performance has been reached and optimisation work should stop. We show how discretization of a wave-equation can be theoretically studied to understand the performance limitations of the method on modern computer architectures. We focus on the roofline model, now broadly used in the high-performance computing community, which considers the achievable performance in terms of the peak memory bandwidth and peak floating point performance of a computer with respect to algorithmic choices. A first principles analysis of operational intensity for key time-stepping finite-difference algorithms is presented. With this information available at the time of algorithm design, the expected performance on target computer systems can be used as a driver for algorithm design.

  6. FINITE DIFFERENCE FRACTIONAL STEP METHODS FOR THE TRANSIENT BEHAVIOR OF A SEMICONDUCTOR DEVICE

    Institute of Scientific and Technical Information of China (English)

    Yuan Yirang

    2005-01-01

    Characteristic finite difference fractional step schemes are put forward. The electric Potential equation is described by a seven-point finite difference scheme, and the electron and hole concentration equations are treated by a kind of characteristic finite difference fractional step methods. The temperature equation is described by a fractional step method. Thick and thin grids are made use of to form a complete set. Piecewise threefold quadratic interpolation, symmetrical extension, calculus of variations, commutativity of operator product, decomposition of high order difference operators and prior estimates are also made use of. Optimal order estimates in l2 norm are derived to determine the error of the approximate solution. The well-known problem is thorongley and completely solred.

  7. The transient response for different types of erodable surface thermocouples using finite element analysis

    Directory of Open Access Journals (Sweden)

    Mohammed Hussein

    2007-01-01

    Full Text Available The transient response of erodable surface thermocouples has been numerically assessed by using a two dimensional finite element analysis. Four types of base metal erodable surface thermocouples have been examined in this study, included type-K (alumel-chromel, type-E (chromel-constantan, type-T (copper-constantan, and type-J (iron-constantan with 50 mm thick- ness for each. The practical importance of these types of thermocouples is to be used in internal combustion engine studies and aerodynamics experiments. The step heat flux was applied at the surface of the thermocouple model. The heat flux from the measurements of the surface temperature can be commonly identified by assuming that the heat transfer within these devices is one-dimensional. The surface temperature histories at different positions along the thermocouple are presented. The normalized surface temperature histories at the center of the thermocouple for different types at different response time are also depicted. The thermocouple response to different heat flux variations were considered by using a square heat flux with 2 ms width, a sinusoidal surface heat flux variation width 10 ms period and repeated heat flux variation with 2 ms width. The present results demonstrate that the two dimensional transient heat conduction effects have a significant influence on the surface temperature history measurements made with these devices. It was observed that the surface temperature history and the transient response for thermocouple type-E are higher than that for other types due to the thermal properties of this thermocouple. It was concluded that the thermal properties of the surrounding material do have an impact, but the properties of the thermocouple and the insulation materials also make an important contribution to the net response.

  8. Radiation boundary condition and anisotropy correction for finite difference solutions of the Helmholtz equation

    Science.gov (United States)

    Tam, Christopher K. W.; Webb, Jay C.

    1994-01-01

    In this paper finite-difference solutions of the Helmholtz equation in an open domain are considered. By using a second-order central difference scheme and the Bayliss-Turkel radiation boundary condition, reasonably accurate solutions can be obtained when the number of grid points per acoustic wavelength used is large. However, when a smaller number of grid points per wavelength is used excessive reflections occur which tend to overwhelm the computed solutions. Excessive reflections are due to the incompability between the governing finite difference equation and the Bayliss-Turkel radiation boundary condition. The Bayliss-Turkel radiation boundary condition was developed from the asymptotic solution of the partial differential equation. To obtain compatibility, the radiation boundary condition should be constructed from the asymptotic solution of the finite difference equation instead. Examples are provided using the improved radiation boundary condition based on the asymptotic solution of the governing finite difference equation. The computed results are free of reflections even when only five grid points per wavelength are used. The improved radiation boundary condition has also been tested for problems with complex acoustic sources and sources embedded in a uniform mean flow. The present method of developing a radiation boundary condition is also applicable to higher order finite difference schemes. In all these cases no reflected waves could be detected. The use of finite difference approximation inevita bly introduces anisotropy into the governing field equation. The effect of anisotropy is to distort the directional distribution of the amplitude and phase of the computed solution. It can be quite large when the number of grid points per wavelength used in the computation is small. A way to correct this effect is proposed. The correction factor developed from the asymptotic solutions is source independent and, hence, can be determined once and for all. The

  9. Explicit finite-difference time domain for nonlinear analysis of waveguide modes

    Science.gov (United States)

    Barakat, N. M.; Shabat, M. M.; El-Azab, S.; Jaeger, Dieter

    2003-07-01

    The Finite Difference Time Domain Technique is at present the most widely used tool employed in the study of light propagation in various photonic waveguide structure. In this paper we derived an explicit finite-difference time-domain (FDTD) method for solving the wave equation in a four optical waveguiding rectangular structure. We derive the stability condition to achieve the stability in nonlinear media region, we also check that the wave equation used is consistence and convergent with the approximate finite difference equation. Our method is tested against some previous problems and we find a high degree of accuracy, moreover it is easy for programming. Numerical results are illustrated for a rectangular waveguide with four layers, where one of these layers is a nonlinear medium.

  10. Finite difference method for the reverse parabolic problem with Neumann condition

    Science.gov (United States)

    Ashyralyyev, Charyyar; Dural, Ayfer; Sozen, Yasar

    2012-08-01

    A finite difference method for the approximate solution of the reverse multidimensional parabolic differential equation with a multipoint boundary condition and Neumann condition is applied. Stability, almost coercive stability, and coercive stability estimates for the solution of the first and second orders of accuracy difference schemes are obtained. The theoretical statements are supported by the numerical example.

  11. Relative and Absolute Error Control in a Finite-Difference Method Solution of Poisson's Equation

    Science.gov (United States)

    Prentice, J. S. C.

    2012-01-01

    An algorithm for error control (absolute and relative) in the five-point finite-difference method applied to Poisson's equation is described. The algorithm is based on discretization of the domain of the problem by means of three rectilinear grids, each of different resolution. We discuss some hardware limitations associated with the algorithm,…

  12. Numerical solution of a diffusion problem by exponentially fitted finite difference methods.

    Science.gov (United States)

    D'Ambrosio, Raffaele; Paternoster, Beatrice

    2014-01-01

    This paper is focused on the accurate and efficient solution of partial differential differential equations modelling a diffusion problem by means of exponentially fitted finite difference numerical methods. After constructing and analysing special purpose finite differences for the approximation of second order partial derivatives, we employed them in the numerical solution of a diffusion equation with mixed boundary conditions. Numerical experiments reveal that a special purpose integration, both in space and in time, is more accurate and efficient than that gained by employing a general purpose solver.

  13. The Substitution Secant/Finite Difference Method for Large Scale Sparse Unconstrained Optimization

    Institute of Scientific and Technical Information of China (English)

    Hong-wei Zhang; Jun-xiang Li

    2005-01-01

    This paper studies a substitution secant/finite difference (SSFD) method for solving large scale sparse unconstrained optimization problems. This method is a combination of a secant method and a finite difference method, which depends on a consistent partition of the columns of the lower triangular part of the Hessian matrix. A q-superlinear convergence result and an r-convergence rate estimate show that this method has good local convergence properties. The numerical results show that this method may be competitive with some currently used algorithms.

  14. Test of two methods for faulting on finite-difference calculations

    Science.gov (United States)

    Andrews, D.J.

    1999-01-01

    Tests of two fault boundary conditions show that each converges with second order accuracy as the finite-difference grid is refined. The first method uses split nodes so that there are disjoint grids that interact via surface traction. The 3D version described here is a generalization of a method I have used extensively in 2D; it is as accurate as the 2D version. The second method represents fault slip as inelastic strain in a fault zone. Offset of stress from its elastic value is seismic moment density. Implementation of this method is quite simple in a finite-difference scheme using velocity and stress as dependent variables.

  15. Developments in the simulation of separated flows using finite difference methods

    Science.gov (United States)

    Steger, J. L.; Van Dalsem, W. R.

    1985-01-01

    Compressible viscous flow simulation using finite difference Navier-Stokes and viscous-inviscid interaction methods is described. Recent developments are reviewed that significantly improve the computational efficiency of approximately factored implicit Navier-Stokes algorithms. Compared to Navier-Stokes codes, modern viscous-inviscid interaction codes are more computationally efficient, but have restricted application and are more complicated to program. Therefore, less efficient but more general viscous-inviscid interaction methods are investigated that use forcing functions instead of boundary condition matching, and a simple, direct/inverse, three-dimensional, finite-difference, boundary layer code is presented.

  16. 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

  17. 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.

  18. An implicit logarithmic finite-difference technique for two dimensional coupled viscous Burgers’ equation

    Energy Technology Data Exchange (ETDEWEB)

    Srivastava, Vineet K., E-mail: vineetsriiitm@gmail.com [ISRO Telemetry, Tracking and Command Network (ISTRAC), Bangalore-560058 (India); Awasthi, Mukesh K. [Department of Mathematics, University of Petroleum and Energy Studies, Dehradun-248007 (India); Singh, Sarita [Department of Mathematics, WIT- Uttarakhand Technical University, Dehradun-248007 (India)

    2013-12-15

    This article describes a new implicit finite-difference method: an implicit logarithmic finite-difference method (I-LFDM), for the numerical solution of two dimensional time-dependent coupled viscous Burgers’ equation on the uniform grid points. As the Burgers’ equation is nonlinear, the proposed technique leads to a system of nonlinear systems, which is solved by Newton's iterative method at each time step. Computed solutions are compared with the analytical solutions and those already available in the literature and it is clearly shown that the results obtained using the method is precise and reliable for solving Burgers’ equation.

  19. An implicit logarithmic finite-difference technique for two dimensional coupled viscous Burgers’ equation

    Directory of Open Access Journals (Sweden)

    Vineet K. Srivastava

    2013-12-01

    Full Text Available This article describes a new implicit finite-difference method: an implicit logarithmic finite-difference method (I-LFDM, for the numerical solution of two dimensional time-dependent coupled viscous Burgers’ equation on the uniform grid points. As the Burgers’ equation is nonlinear, the proposed technique leads to a system of nonlinear systems, which is solved by Newton's iterative method at each time step. Computed solutions are compared with the analytical solutions and those already available in the literature and it is clearly shown that the results obtained using the method is precise and reliable for solving Burgers’ equation.

  20. A Coupled Finite Difference and Moving Least Squares Simulation of Violent Breaking Wave Impact

    DEFF Research Database (Denmark)

    Lindberg, Ole; Bingham, Harry B.; Engsig-Karup, Allan Peter

    2012-01-01

    Two model for simulation of free surface flow is presented. The first model is a finite difference based potential flow model with non-linear kinematic and dynamic free surface boundary conditions. The second model is a weighted least squares based incompressible and inviscid flow model. A special...... feature of this model is a generalized finite point set method which is applied to the solution of the Poisson equation on an unstructured point distribution. The presented finite point set method is generalized to arbitrary order of approximation. The two models are applied to simulation of steep...... and overturning wave impacts on a vertical breakwater. Wave groups with five different wave heights are propagated from offshore to the vicinity of the breakwater, where the waves are steep, but still smooth and non-overturning. These waves are used as initial condition for the weighted least squares based...

  1. Solving parabolic and hyperbolic equations by the generalized finite difference method

    Science.gov (United States)

    Benito, J. J.; Urena, F.; Gavete, L.

    2007-12-01

    Classical finite difference schemes are in wide use today for approximately solving partial differential equations of mathematical physics. An evolution of the method of finite differences has been the development of generalized finite difference (GFD) method, that can be applied to irregular grids of points. In this paper the extension of the GFD to the explicit solution of parabolic and hyperbolic equations has been developed for partial differential equations with constant coefficients in the cases of considering one, two or three space dimensions. The convergence of the method has been studied and the truncation errors over irregular grids are given. Different examples have been solved using the explicit finite difference formulae and the criterion of stability. This has been expressed in function of the coefficients of the star equation for irregular clouds of nodes in one, two or three space dimensions. The numerical results show the accuracy obtained over irregular grids. This paper also includes the study of the maximum local error and the global error for different examples of parabolic and hyperbolic time-dependent equations.

  2. A guide to differences between stochastic point-source and stochastic finite-fault simulations

    Science.gov (United States)

    Atkinson, G.M.; Assatourians, K.; Boore, D.M.; Campbell, K.; Motazedian, D.

    2009-01-01

    Why do stochastic point-source and finite-fault simulation models not agree on the predicted ground motions for moderate earthquakes at large distances? This question was posed by Ken Campbell, who attempted to reproduce the Atkinson and Boore (2006) ground-motion prediction equations for eastern North America using the stochastic point-source program SMSIM (Boore, 2005) in place of the finite-source stochastic program EXSIM (Motazedian and Atkinson, 2005) that was used by Atkinson and Boore (2006) in their model. His comparisons suggested that a higher stress drop is needed in the context of SMSIM to produce an average match, at larger distances, with the model predictions of Atkinson and Boore (2006) based on EXSIM; this is so even for moderate magnitudes, which should be well-represented by a point-source model. Why? The answer to this question is rooted in significant differences between point-source and finite-source stochastic simulation methodologies, specifically as implemented in SMSIM (Boore, 2005) and EXSIM (Motazedian and Atkinson, 2005) to date. Point-source and finite-fault methodologies differ in general in several important ways: (1) the geometry of the source; (2) the definition and application of duration; and (3) the normalization of finite-source subsource summations. Furthermore, the specific implementation of the methods may differ in their details. The purpose of this article is to provide a brief overview of these differences, their origins, and implications. This sets the stage for a more detailed companion article, "Comparing Stochastic Point-Source and Finite-Source Ground-Motion Simulations: SMSIM and EXSIM," in which Boore (2009) provides modifications and improvements in the implementations of both programs that narrow the gap and result in closer agreement. These issues are important because both SMSIM and EXSIM have been widely used in the development of ground-motion prediction equations and in modeling the parameters that control

  3. Finite-Difference Algorithm for 3D Orthorhombic Elastic Wave Propagation

    Science.gov (United States)

    Jensen, R.; Preston, L. A.; Aldridge, D. F.

    2016-12-01

    Many geophysicists concur that an orthorhombic elastic medium, characterized by three mutually orthogonal symmetry planes, constitutes a realistic representation of seismic anisotropy in shallow crustal rocks. This symmetry condition typically arises via a dense system of vertically-aligned microfractures superimposed on a finely-layered horizontal geology. Mathematically, the elastic stress-strain constitutive relations for an orthorhombic body contain nine independent moduli. In turn, these moduli can be determined by observing (or prescribing) nine independent P-wave and S-wave phase speeds along different propagation directions. We are developing an explicit time-domain finite-difference (FD) algorithm for simulating 3D elastic wave propagation in a heterogeneous orthorhombic medium. The components of the particle velocity vector and the stress tensor are governed by a set of nine, coupled, first-order, linear, partial differential equations (PDEs) called the velocity-stress system. All time and space derivatives are discretized with centered and staggered FD operators possessing second- and fourth-order numerical accuracy, respectively. Simplified FD updating formulae (with significantly reduced operation counts) for stress components are obtained by restricting the principle axes of the modulus tensor to be parallel to the global rectangular coordinate axes. Moreover, restriction to a piecewise homogeneous earth model reduces computational memory demand for storing the ten (including mass density) model parameters. These restrictions will be relaxed in the future. Novel perfectly matched layer (PML) absorbing boundary conditions, specifically designed for orthorhombic media, effectively suppress grid boundary reflections. Initial modeling results reveal the well-established anisotropic seismic phenomena of complex wavefront shapes, split (fast and slow) S-waves, and shear waves generated by a spherically-symmetric explosion in a homogeneous body.

  4. Finite difference methods for transient signal propagation in stratified dispersive media

    Science.gov (United States)

    Lam, D. H.

    1975-01-01

    Explicit difference equations are presented for the solution of a signal of arbitrary waveform propagating in an ohmic dielectric, a cold plasma, a Debye model dielectric, and a Lorentz model dielectric. These difference equations are derived from the governing time-dependent integro-differential equations for the electric fields by a finite difference method. A special difference equation is derived for the grid point at the boundary of two different media. Employing this difference equation, transient signal propagation in an inhomogeneous media can be solved provided that the medium is approximated in a step-wise fashion. The solutions are generated simply by marching on in time. It is concluded that while the classical transform methods will remain useful in certain cases, with the development of the finite difference methods described, an extensive class of problems of transient signal propagating in stratified dispersive media can be effectively solved by numerical methods.

  5. Influence of exit impedance on finite difference solutions of transient acoustic mode propagation in ducts

    Science.gov (United States)

    Baumeister, K. J.

    1981-01-01

    The cutoff mode instability problem associated with a transient finite difference solution to the wave equation is explained. The steady-state impedance boundary condition is found to produce acoustic reflections during the initial transient, which cause finite instabilities in the cutoff modes. The stability problem is resolved by extending the duct length to prevent transient reflections. Numerical calculations are presented at forcing frequencies above, below, and nearly at the cutoff frequency, and exit impedance models are presented for use in the practical design of turbofan inlets.

  6. On the representation of functions and finite difference operators on adaptive sparse grids

    NARCIS (Netherlands)

    Hemker, P.W.; Sprengel, F.

    1999-01-01

    In this paper we describe methods to approximate functions and differential operators on adaptive sparse grids. We distinguish between several representations of a function on the sparse grid, and we describe how finite difference (FD) operators can be applied to these representations. For general v

  7. Eighth-Order Compact Finite Difference Scheme for 1D Heat Conduction Equation

    Directory of Open Access Journals (Sweden)

    Asma Yosaf

    2016-01-01

    Full Text Available The purpose of this paper is to develop a high-order compact finite difference method for solving one-dimensional (1D heat conduction equation with Dirichlet and Neumann boundary conditions, respectively. A parameter is used for the direct implementation of Dirichlet and Neumann boundary conditions. The introduced parameter adjusts the position of the neighboring nodes very next to the boundary. In the case of Dirichlet boundary condition, we developed eighth-order compact finite difference method for the entire domain and fourth-order accurate proposal is presented for the Neumann boundary conditions. In the case of Dirichlet boundary conditions, the introduced parameter behaves like a free parameter and could take any value from its defined domain but for the Neumann boundary condition we obtained a particular value of the parameter. In both proposed compact finite difference methods, the order of accuracy is the same for all nodes. The time discretization is performed by using Crank-Nicholson finite difference method. The unconditional convergence of the proposed methods is presented. Finally, a set of 1D heat conduction equations is solved to show the validity and accuracy of our proposed methods.

  8. The role of finite-difference methods in design and analysis for supersonic cruise

    Science.gov (United States)

    Townsend, J. C.

    1976-01-01

    Finite-difference methods for analysis of steady, inviscid supersonic flows are described, and their present state of development is assessed with particular attention to their applicability to vehicles designed for efficient cruise flight. Current work is described which will allow greater geometric latitude, improve treatment of embedded shock waves, and relax the requirement that the axial velocity must be supersonic.

  9. A smart nonstandard finite difference scheme for second order nonlinear boundary value problems

    NARCIS (Netherlands)

    Erdogan, Utku; Ozis, Turgut

    2011-01-01

    A new kind of finite difference scheme is presented for special second order nonlinear two point boundary value problems. An artificial parameter is introduced in the scheme. Symbolic computation is proposed for the construction of the scheme. Local truncation error of the method is discussed. Numer

  10. The finite difference time domain method on a massively parallel computer

    NARCIS (Netherlands)

    Ewijk, L.J. van

    1996-01-01

    At the Physics and Electronics Laboratory TNO much research is done in the field of computational electromagnetics (CEM). One of the tools in this field is the Finite Difference Time Domain method (FDTD), a method that has been implemented in a program in order to be able to compute electromagnetic

  11. High Order Finite Difference Methods, Multidimensional Linear Problems and Curvilinear Coordinates

    Science.gov (United States)

    Nordstrom, Jan; Carpenter, Mark H.

    1999-01-01

    Boundary and interface conditions are derived for high order finite difference methods applied to multidimensional linear problems in curvilinear coordinates. The boundary and interface conditions lead to conservative schemes and strict and strong stability provided that certain metric conditions are met.

  12. Characteristic finite difference fractional step methods for three-dimensional semiconductor device of heat conduction

    Institute of Scientific and Technical Information of China (English)

    2000-01-01

    The mathematical model of the semiconductor device of heat conduction has been described by a system of four equations. The optimal order estimates in L2 norm are derived for the error in the approximates solution, putting forward a kind of characteristic finite difference fractional step methods.

  13. Finite-difference time domain solution of light scattering by arbitrarily shaped particles and surfaces

    DEFF Research Database (Denmark)

    Tanev, Stoyan; Sun, Wenbo

    2012-01-01

    This chapter reviews the fundamental methods and some of the applications of the three-dimensional (3D) finite-difference time-domain (FDTD) technique for the modeling of light scattering by arbitrarily shaped dielectric particles and surfaces. The emphasis is on the details of the FDTD algorithms...

  14. Finite-difference, spectral and Galerkin methods for time-dependent problems

    Science.gov (United States)

    Tadmor, E.

    1983-01-01

    Finite difference, spectral and Galerkin methods for the approximate solution of time dependent problems are surveyed. A unified discussion on their accuracy, stability and convergence is given. In particular, the dilemma of high accuracy versus stability is studied in some detail.

  15. Development of a multigrid finite difference solver for benchmark permeability analysis

    NARCIS (Netherlands)

    Loendersloot, Richard; Grouve, Wouter J.B.; Akkerman, Remko; Boer, de André; Michaud, V.

    2010-01-01

    A finite difference solver, dedicated to flow around fibre architectures is currently being developed. The complexity of the internal geometry of textile reinforcements results in extreme computation times, or inaccurate solutions. A compromise between the two is found by implementing a multigrid al

  16. 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...

  17. On the spectrum of relativistic Schrödinger equation in finite differences

    CERN Document Server

    Berezin, V A; Neronov, Andrii Yu

    1999-01-01

    We develop a method for constructing asymptotic solutions of finite-difference equations and implement it to a relativistic Schroedinger equation which describes motion of a selfgravitating spherically symmetric dust shell. Exact mass spectrum of black hole formed due to the collapse of the shell is determined from the analysis of asymptotic solutions of the equation.

  18. 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...

  19. Finite difference time domain modeling of light matter interaction in light-propelled microtools

    DEFF Research Database (Denmark)

    Bañas, Andrew Rafael; Palima, Darwin; Aabo, Thomas

    2013-01-01

    may trigger highly localized non linear processes in the surface of a cell. Since these functionalities are strongly dependent on design, it is important to use models that can handle complexities and take in little simplifying assumptions about the system. Hence, we use the finite difference time...

  20. Analysis of oscillational instabilities in acoustic levitation using the finite-difference time-domain method

    DEFF Research Database (Denmark)

    Santillan, Arturo Orozco

    2011-01-01

    The aim of the work described in this paper has been to investigate the use of the finite-difference time-domain method to describe the interactions between a moving object and a sound field. The main objective was to simulate oscillational instabilities that appear in single-axis acoustic...

  1. Finite difference schemes for a nonlinear black-scholes model with transaction cost and volatility risk

    DEFF Research Database (Denmark)

    Mashayekhi, Sima; Hugger, Jens

    2015-01-01

    market. In this paper, we compare several finite difference methods for the solution of this model with respect to precision and order of convergence within a computationally feasible domain allowing at most 200 space steps and 10000 time steps. We conclude that standard explicit Euler comes out...

  2. Finite-difference time domain solution of light scattering by arbitrarily shaped particles and surfaces

    DEFF Research Database (Denmark)

    Tanev, Stoyan; Sun, Wenbo

    2012-01-01

    This chapter reviews the fundamental methods and some of the applications of the three-dimensional (3D) finite-difference time-domain (FDTD) technique for the modeling of light scattering by arbitrarily shaped dielectric particles and surfaces. The emphasis is on the details of the FDTD algorithms...

  3. A smart nonstandard finite difference scheme for second order nonlinear boundary value problems

    NARCIS (Netherlands)

    Erdogan, Utku; Ozis, Turgut

    2011-01-01

    A new kind of finite difference scheme is presented for special second order nonlinear two point boundary value problems. An artificial parameter is introduced in the scheme. Symbolic computation is proposed for the construction of the scheme. Local truncation error of the method is discussed.

  4. A hybrid finite difference and integral equation method for modeling and inversion of marine CSEM data

    DEFF Research Database (Denmark)

    Yoon, Daeung; Zhdanov, Michael; Cai, Hongzhu

    2015-01-01

    should be powerful and fast enough to be suitable for repeated use in hundreds of iterations of the inversion and for multiple transmitter/receiver positions. To this end, we have developed a novel 3D modeling and inversion approach, which combines the advantages of the finite difference (FD...

  5. On the accuracy of the finite difference method for applications in beam propagating techniques

    NARCIS (Netherlands)

    Hoekstra, Hugo; Krijnen, Gijsbertus J.M.; Lambeck, Paul

    1992-01-01

    In this paper it is shown that the inaccuracy in the beam propagation method based on the finite difference scheme, introduced by the use of the slowly varying envelope approximation, can be overcome in an effective way. By the introduction of a perturbation expansion the accuracy can be improved as

  6. Staircase-free finite-difference time-domain formulation for general materials in complex geometries

    DEFF Research Database (Denmark)

    Dridi, Kim; Hesthaven, J.S.; Ditkowski, A.

    2001-01-01

    A stable Cartesian grid staircase-free finite-difference time-domain formulation for arbitrary material distributions in general geometries is introduced. It is shown that the method exhibits higher accuracy than the classical Yee scheme for complex geometries since the computational representation...

  7. Some remarks on multilevel algorithms for finite difference discretizationson sparse grids

    NARCIS (Netherlands)

    F. Sprengel

    1999-01-01

    textabstractIn this paper, we propose some algorithms to solve the system of linear equations arising from the finite difference discretization on sparse grids. For this, we will use the multilevel structure of the sparse grid space or its full grid subspaces, respectively.

  8. Linear and nonlinear Stability analysis for finite difference discretizations of higher order Boussinesq equations

    DEFF Research Database (Denmark)

    Fuhrmann, David R.; Bingham, Harry B.; Madsen, Per A.

    2004-01-01

    This paper considers a method of lines stability analysis for finite difference discretizations of a recently published Boussinesq method for the study of highly nonlinear and extremely dispersive water waves. The analysis demonstrates the near-equivalence of classical linear Fourier (von Neumann...

  9. Efficiency Benchmarking of an Energy Stable High-Order Finite Difference Discretization

    NARCIS (Netherlands)

    van der Weide, Edwin Theodorus Antonius; Giangaspero, G.; Svärd, M

    2015-01-01

    In this paper, results are presented for a number of benchmark cases, proposed at the 2nd International Workshop on High-Order CFD Methods in Cologne, Germany, in 2013. A robust high-order-accurate finite difference method was used that was developed during the last 10–15 years. The robustness stems

  10. Finite Difference Methods for Option Pricing under Lévy Processes: Wiener-Hopf Factorization Approach

    National Research Council Canada - National Science Library

    Kudryavtsev, Oleg

    2013-01-01

      In the paper, we consider the problem of pricing options in wide classes of Lévy processes. We propose a general approach to the numerical methods based on a finite difference approximation for the generalized Black-Scholes equation...

  11. Optimal convergence rate of the explicit finite difference scheme for American option valuation

    Science.gov (United States)

    Hu, Bei; Liang, Jin; Jiang, Lishang

    2009-08-01

    An optimal convergence rate O([Delta]x) for an explicit finite difference scheme for a variational inequality problem is obtained under the stability condition using completely PDE methods. As a corollary, a binomial tree scheme of an American put option (where ) is convergent unconditionally with the rate O(([Delta]t)1/2).

  12. Mean square convergent three points finite difference scheme for random partial differential equations

    Directory of Open Access Journals (Sweden)

    Magdy A. El-Tawil

    2012-10-01

    Full Text Available In this paper, the random finite difference method with three points is used in solving random partial differential equations problems mainly: random parabolic, elliptic and hyperbolic partial differential equations. The conditions of the mean square convergence of the numerical solutions are studied. The numerical solutions are computed through some numerical case studies.

  13. Finite entropy of Schwarzschild anti-de Sitter black hole in different coordinates

    Institute of Scientific and Technical Information of China (English)

    Ding Chi-Kun; Jing Ji-Liang

    2007-01-01

    This paper studies the finite statistical-mechanical entropy of the Schwarzschild anti-de Sitter (AdS) spacetime At first glance, it seems that the results would be different from that in the Schwarzschild-like coordinate since both the entropies in these coordinates are exactly equivalent to that in the Schwarzschild-like coordinate.

  14. A FINITE-DIFFERENCE, DISCRETE-WAVENUMBER METHOD FOR CALCULATING RADAR TRACES

    Science.gov (United States)

    A hybrid of the finite-difference method and the discrete-wavenumber method is developed to calculate radar traces. The method is based on a three-dimensional model defined in the Cartesian coordinate system; the electromagnetic properties of the model are symmetric with respect ...

  15. Nonuniform grid implicit spatial finite difference method for acoustic wave modeling in tilted transversely isotropic media

    KAUST Repository

    Chu, Chunlei

    2012-01-01

    Discrete earth models are commonly represented by uniform structured grids. In order to ensure accurate numerical description of all wave components propagating through these uniform grids, the grid size must be determined by the slowest velocity of the entire model. Consequently, high velocity areas are always oversampled, which inevitably increases the computational cost. A practical solution to this problem is to use nonuniform grids. We propose a nonuniform grid implicit spatial finite difference method which utilizes nonuniform grids to obtain high efficiency and relies on implicit operators to achieve high accuracy. We present a simple way of deriving implicit finite difference operators of arbitrary stencil widths on general nonuniform grids for the first and second derivatives and, as a demonstration example, apply these operators to the pseudo-acoustic wave equation in tilted transversely isotropic (TTI) media. We propose an efficient gridding algorithm that can be used to convert uniformly sampled models onto vertically nonuniform grids. We use a 2D TTI salt model to demonstrate its effectiveness and show that the nonuniform grid implicit spatial finite difference method can produce highly accurate seismic modeling results with enhanced efficiency, compared to uniform grid explicit finite difference implementations. © 2011 Elsevier B.V.

  16. Stability of finite difference schemes for generalized von Foerster equations with renewal

    Directory of Open Access Journals (Sweden)

    Henryk Leszczyński

    2014-01-01

    Full Text Available We consider a von Foerster-type equation describing the dynamics of a population with the production of offsprings given by the renewal condition. We construct a finite difference scheme for this problem and give sufficient conditions for its stability with respect to \\(l^1\\ and \\(l^\\infty\\ norms.

  17. 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.

  18. A coupled boundary element-finite difference solution of the elliptic modified mild slope equation

    DEFF Research Database (Denmark)

    Naserizadeh, R.; Bingham, Harry B.; Noorzad, A.

    2011-01-01

    The modified mild slope equation of [5] is solved using a combination of the boundary element method (BEM) and the finite difference method (FDM). The exterior domain of constant depth and infinite horizontal extent is solved by a BEM using linear or quadratic elements. The interior domain...

  19. A Coupled Finite Difference and Moving Least Squares Simulation of Violent Breaking Wave Impact

    DEFF Research Database (Denmark)

    Lindberg, Ole; Bingham, Harry B.; Engsig-Karup, Allan Peter

    2012-01-01

    incompressible and inviscid model and the wave impacts on the vertical breakwater are simulated in this model. The resulting maximum pressures and forces on the breakwater are relatively high when compared with other studies and this is due to the incompressible nature of the present model.......Two model for simulation of free surface flow is presented. The first model is a finite difference based potential flow model with non-linear kinematic and dynamic free surface boundary conditions. The second model is a weighted least squares based incompressible and inviscid flow model. A special...... feature of this model is a generalized finite point set method which is applied to the solution of the Poisson equation on an unstructured point distribution. The presented finite point set method is generalized to arbitrary order of approximation. The two models are applied to simulation of steep...

  20. A Comparison of Finite Difference Formulations for the Stokes Equations in the Presence of Strongly Varying Viscosity

    Science.gov (United States)

    Deubelbeiss, Y.; Kaus, B. J.

    2007-12-01

    method. The staggered grid and stream function formulations require viscosities to be defined both at center and at corner points of control volumes, while the rotated staggered grid finite difference method only requires viscosity defined at center points. We demonstrate that the manner in which viscosities are defined at these locations is of extreme importance for the accuracy of the overall solution. The problem is investigated by studying a simple physical quasi 1-D model with a contact of two media representing the contact between an inclusion embedded in a matrix (2-D case). Analytically and numerically, it is demonstrated that viscosity interpolation using harmonic averaging yields the best results. 2-D numerical results for the above mentioned setups show that for different interpolation methods the errors can vary one order of magnitude. Accuracy of velocity solutions are more than half an order of magnitude better than pressure solutions. The Rayleigh-Taylor instability test, on the other hand, has a weaker sensitivity to viscosity interpolation methods. Results are mainly dependent on the manner in which density is interpolated, which is the driving force in this system. Differences between the three numerical schemes for both setups are secondary compared to the effect of the viscosity interpolation. The best averaging method, for the setups studied here, is a geometric- harmonic averaging of viscosity and an arithmetic averaging of density.

  1. The characteristic finite difference fractional steps methods for compressible two-phase displacement problem

    Institute of Scientific and Technical Information of China (English)

    袁益让

    1999-01-01

    For compressible two-phase displacement problem, a kind of characteristic finite difference fractional steps schemes is put forward and thick and thin grids are used to form a complete set. Some techniques, such as piecewise biquadratic interpolation, of calculus of variations, multiplicative commutation rule of difference operators, decomposition of high order difference operators and prior estimates are adopted. Optimal order estimates in L~2 norm are derived to determine the error in the approximate solution.

  2. Estimation of Young's modulus and Poisson's ratio of soft tissue from indentation using two different-sized indentors: finite element analysis of the finite deformation effect.

    Science.gov (United States)

    Choi, A P C; Zheng, Y P

    2005-03-01

    Young's modulus and Poisson's ratio of a tissue can be simultaneously obtained using two indentation tests with two different sized indentors in two indentations. Owing to the assumption of infinitesimal deformation of the indentation, the finite deformation effect of indentation on the calculated material parameters was not fully understood in the double indentation approach. However, indentation tests with infinitesimal deformation are not practical for the measurement of real tissues. Accordingly, finite element models were developed to simulate the indentation with different indentor diameters and different deformation ratios to investigate the finite deformation effect of indentation. The results indicated that Young's modulus E increased with the increase in the indentation deformation w, if the finite deformation effect of indentation was not considered. This phenomenon became obvious when Poisson's ratio v approached 0.5 and/or the ratio of indentor radius and tissue thickness a/h increased. The calculated Young's modulus could be different by 23% at 10% deformation in comparison with its real value. The results also demonstrated that the finite deformation effect to indentation on the calculation of Poisson's ratio v was much smaller. After the finite deformation effect of indentation was considered, the error of the calculated Young's modulus could be controlled within 5% (a/h = 1) and 2% (a/h = 2) for deformation up to 10%.

  3. Broadband ground motion simulation using a paralleled hybrid approach of Frequency Wavenumber and Finite Difference method

    Science.gov (United States)

    Chen, M.; Wei, S.

    2016-12-01

    The serious damage of Mexico City caused by the 1985 Michoacan earthquake 400 km away indicates that urban areas may be affected by remote earthquakes. To asses earthquake risk of urban areas imposed by distant earthquakes, we developed a hybrid Frequency Wavenumber (FK) and Finite Difference (FD) code implemented with MPI, since the computation of seismic wave propagation from a distant earthquake using a single numerical method (e.g. Finite Difference, Finite Element or Spectral Element) is very expensive. In our approach, we compute the incident wave field (ud) at the boundaries of the excitation box, which surrounding the local structure, using a paralleled FK method (Zhu and Rivera, 2002), and compute the total wave field (u) within the excitation box using a parallelled 2D FD method. We apply perfectly matched layer (PML) absorbing condition to the diffracted wave field (u-ud). Compared to previous Generalized Ray Theory and Finite Difference (Wen and Helmberger, 1998), Frequency Wavenumber and Spectral Element (Tong et al., 2014), and Direct Solution Method and Spectral Element hybrid method (Monteiller et al., 2013), our absorbing boundary condition dramatically suppress the numerical noise. The MPI implementation of our method can greatly speed up the calculation. Besides, our hybrid method also has a potential use in high resolution array imaging similar to Tong et al. (2014).

  4. 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.

  5. Different factorizations of the relativistic finite-difference Schrödinger equation and q-oscillators

    CERN Document Server

    Mir-Kasimov, R M

    1994-01-01

    The concept of the one -- dimensional quantum mechanics in the relativistic configurational space (RQM) is reviewed briefly. The Relativistic Schroedinger equation (RSE) arising here is the finite -- difference equation with the step equal to the Compton wave length of the particle. The different generalizations of the Dirac -- Infeld-- Hall factorizarion method for this case are constructed. This method enables us to find out all possible finite-difference generalizations of the most important nonrelativistic integrable case -- the harmonic oscillator. As it was shown in \\cite{kmn},\\cite{mir6} the case of RQM the harmonic oscillator = q -- oscillator. It is also shown that the relativistic and nonrelativistic QM's are different representations of the same theory. The transformation connecting these two representations is found in explicit form. It could be considered as the generalization of the Kontorovich -- Lebedev transformation.

  6. 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.

  7. Analysis for pressure transient of coalbed methane reservoir based on Laplace transform finite difference method

    Directory of Open Access Journals (Sweden)

    Lei Wang

    2015-09-01

    Full Text Available Based on fractal geometry, fractal medium of coalbed methane mathematical model is established by Langmuir isotherm adsorption formula, Fick's diffusion law, Laplace transform formula, considering the well bore storage effect and skin effect. The Laplace transform finite difference method is used to solve the mathematical model. With Stehfest numerical inversion, the distribution of dimensionless well bore flowing pressure and its derivative was obtained in real space. According to compare with the results from the analytical method, the result from Laplace transform finite difference method turns out to be accurate. The influence factors are analyzed, including fractal dimension, fractal index, skin factor, well bore storage coefficient, energy storage ratio, interporosity flow coefficient and the adsorption factor. The calculating error of Laplace transform difference method is small. Laplace transform difference method has advantages in well-test application since any moment simulation does not rely on other moment results and space grid.

  8. Finite difference numerical methods for boundary control problems governed by hyperbolic partial differential equations

    Science.gov (United States)

    Chen, G.; Zheng, Q.; Coleman, M.; Weerakoon, S.

    1983-01-01

    This paper briefly reviews convergent finite difference schemes for hyperbolic initial boundary value problems and their applications to boundary control systems of hyperbolic type which arise in the modelling of vibrations. These difference schemes are combined with the primal and the dual approaches to compute the optimal control in the unconstrained case, as well as the case when the control is subject to inequality constraints. Some of the preliminary numerical results are also presented.

  9. Finite Difference Method for Reaction-Diffusion Equation with Nonlocal Boundary Conditions

    Institute of Scientific and Technical Information of China (English)

    Jianming Liu; Zhizhong Sun

    2007-01-01

    In this paper, we present a numerical approach to a class of nonlinear reactiondiffusion equations with nonlocal Robin type boundary conditions by finite difference methods. A second-order accurate difference scheme is derived by the method of reduction of order. Moreover, we prove that the scheme is uniquely solvable and convergent with the convergence rate of order two in a discrete L2-norm. A simple numerical example is given to illustrate the efficiency of the proposed method.

  10. Simulation of acoustic streaming by means of the finite-difference time-domain method

    DEFF Research Database (Denmark)

    Santillan, Arturo Orozco

    2012-01-01

    the finite-difference time-domain method. To simplify the problem, thermal effects are not considered. The motivation of the described investigation has been the possibility of using the numerical method to study acoustic streaming, particularly under non-steady conditions. Results are discussed for channels...... of different width, which illustrate the applicability of the method. The obtained numerical simulations agree quite will with analytical solutions available in the literature....

  11. On a consistent high-order finite difference scheme with kinetic energy conservation for simulating turbulent reacting flows

    Science.gov (United States)

    Trisjono, Philipp; Kang, Seongwon; Pitsch, Heinz

    2016-12-01

    The main objective of this study is to present an accurate and consistent numerical framework for turbulent reacting flows based on a high-order finite difference (HOFD) scheme. It was shown previously by Desjardins et al. (2008) [4] that a centered finite difference scheme discretely conserving the kinetic energy and an upwind-biased scheme for the scalar transport can be combined into a useful scheme for turbulent reacting flows. With a high-order spatial accuracy, however, an inconsistency among discretization schemes for different conservation laws is identified, which can disturb a scalar field spuriously under non-uniform density distribution. Various theoretical and numerical analyses are performed on the sources of the unphysical error. From this, the derivative of the mass-conserving velocity and the local Péclet number are identified as the primary factors affecting the error. As a solution, an HOFD stencil for the mass conservation is reformulated into a flux-based form that can be used consistently with an upwind-biased scheme for the scalar transport. The effectiveness of the proposed formulation is verified using two-dimensional laminar flows such as a scalar transport problem and a laminar premixed flame, where unphysical oscillations in the scalar fields are removed. The applicability of the proposed scheme is demonstrated in an LES of a turbulent stratified premixed flame.

  12. 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.

  13. Fast finite difference solvers for singular solutions of the elliptic Monge-Amp\\'ere equation

    CERN Document Server

    Froese, Brittany D

    2010-01-01

    The elliptic Monge-Amp\\`ere equation is a fully nonlinear Partial Differential Equation which originated in geometric surface theory, and has been applied in dynamic meteorology, elasticity, geometric optics, image processing and image registration. Solutions can be singular, in which case standard numerical approaches fail. In this article we build a finite difference solver for the Monge-Amp\\'ere equation, which converges even for singular solutions. Regularity results are used to select a priori between a stable, provably convergent monotone discretization and an accurate finite difference discretization in different regions of the computational domain. This allows singular solutions to be computed using a stable method, and regular solutions to be computed more accurately. The resulting nonlinear equations are then solved by Newton's method. Computational results in two and three dimensions validate the claims of accuracy and solution speed. A computational example is presented which demonstrates the nece...

  14. The modified equation approach to the stability and accuracy analysis of finite-difference methods

    Science.gov (United States)

    Warming, R. F.; Hyett, B. J.

    1974-01-01

    The stability and accuracy of finite-difference approximations to simple linear partial differential equations are analyzed by studying the modified partial differential equation. Aside from round-off error, the modified equation represents the actual partial differential equation solved when a numerical solution is computed using a finite-difference equation. The modified equation is derived by first expanding each term of a difference scheme in a Taylor series and then eliminating time derivatives higher than first order by certain algebraic manipulations. The connection between 'heuristic' stability theory based on the modified equation approach and the von Neumann (Fourier) method is established. In addition to the determination of necessary and sufficient conditions for computational stability, a truncated version of the modified equation can be used to gain insight into the nature of both dissipative and dispersive errors.

  15. A finite difference method for predicting supersonic turbulent boundary layer flows with tangential slot injection

    Science.gov (United States)

    Miner, E. W.; Lewis, C. H.

    1972-01-01

    An implicit finite difference method has been applied to tangential slot injection into supersonic turbulent boundary layer flows. In addition, the effects induced by the interaction between the boundary layer displacement thickness and the external pressure field are considered. In the present method, three different eddy viscosity models have been used to specify the turbulent momentum exchange. One model depends on the species concentration profile and the species conservation equation has been included in the system of governing partial differential equations. Results are compared with experimental data at stream Mach numbers of 2.4 and 6.0 and with results of another finite difference method. Good agreement was generally obtained for the reduction of wall skin friction with slot injection and with experimental Mach number and pitot pressure profiles. Calculations with the effects of pressure interaction included showed these effects to be smaller than effects of changing eddy viscosity models.

  16. An Improved Finite Difference Type Numerical Method for Structural Dynamic Analysis

    Directory of Open Access Journals (Sweden)

    Sung-Hoon Kim

    1994-01-01

    Full Text Available An improved finite difference type numerical method to solve partial differential equations for one-dimensional (1-D structure is proposed. This numerical scheme is a kind of a single-step, second-order accurate and implicit method. The stability, consistency, and convergence are examined analytically with a second-order hyperbolic partial differential equation. Since the proposed numerical scheme automatically satisfies the natural boundary conditions and at the same time, all the partial differential terms at boundary points are directly interpretable to their physical meanings, the proposed numerical scheme has merits in computing 1-D structural dynamic motion over the existing finite difference numeric methods. Using a numerical example, the suggested method was proven to be more accurate and effective than the well-known central difference method. The only limitation of this method is that it is applicable to only 1-D structure.

  17. Numerical solution of nonlinear partial differential equations of mixed type. [finite difference approximation

    Science.gov (United States)

    Jameson, A.

    1976-01-01

    A review is presented of some recently developed numerical methods for the solution of nonlinear equations of mixed type. The methods considered use finite difference approximations to the differential equation. Central difference formulas are employed in the subsonic zone and upwind difference formulas are used in the supersonic zone. The relaxation method for the small disturbance equation is discussed and a description is given of difference schemes for the potential flow equation in quasi-linear form. Attention is also given to difference schemes for the potential flow equation in conservation form, the analysis of relaxation schemes by the time dependent analogy, the accelerated iterative method, and three-dimensional calculations.

  18. Modeling and Simulation of Hamburger Cooking Process Using Finite Difference and CFD Methods

    Directory of Open Access Journals (Sweden)

    J. Sargolzaei

    2011-01-01

    Full Text Available Unsteady-state heat transfer in hamburger cooking process was modeled using one dimensional finite difference (FD and three dimensional computational fluid dynamic (CFD models. A double-sided cooking system was designed to study the effect of pressure and oven temperature on the cooking process. Three different oven temperatures (114, 152, 204°C and three different pressures (20, 332, 570 pa were selected and 9 experiments were performed. Applying pressure to hamburger increases the contact area of hamburger with heating plate and hence the heat transfer rate to the hamburger was increased and caused the weight loss due to water evaporation and decreasing cooking time, while increasing oven temperature led to increasing weight loss and decreasing cooking time. CFD predicted results were in good agreement with the experimental results than the finite difference (FD ones. But considering the long time needed for CFD model to simulate the cooking process (about 1 hour, using the finite difference model would be more economic.

  19. Energies and wave functions of an off-centre donor in hemispherical quantum dot: Two-dimensional finite difference approach and ritz variational principle

    Energy Technology Data Exchange (ETDEWEB)

    Nakra Mohajer, Soukaina; El Harouny, El Hassan [Laboratoire de Physique de la Matière Condensée, Département de Physique, Faculté des Sciences, Université Abdelmalek Essaadi, B.P. 2121 M’Hannech II, 93030 Tétouan (Morocco); Ibral, Asmaa [Equipe d’Optique et Electronique du Solide, Département de Physique, Faculté des Sciences, Université Chouaïb Doukkali, B. P. 20 El Jadida Principale, El Jadida (Morocco); Laboratoire d’Instrumentation, Mesure et Contrôle, Département de Physique, Faculté des Sciences, Université Chouaïb Doukkali, B. P. 20 El Jadida Principale, El Jadida (Morocco); El Khamkhami, Jamal [Laboratoire de Physique de la Matière Condensée, Département de Physique, Faculté des Sciences, Université Abdelmalek Essaadi, B.P. 2121 M’Hannech II, 93030 Tétouan (Morocco); and others

    2016-09-15

    Eigenvalues equation solutions of a hydrogen-like donor impurity, confined in a hemispherical quantum dot deposited on a wetting layer and capped by an insulating matrix, are determined in the framework of the effective mass approximation. Conduction band alignments at interfaces between quantum dot and surrounding materials are described by infinite height barriers. Ground and excited states energies and wave functions are determined analytically and via one-dimensional finite difference approach in case of an on-center donor. Donor impurity is then moved from center to pole of hemispherical quantum dot and eigenvalues equation is solved via Ritz variational principle, using a trial wave function where Coulomb attraction between electron and ionized donor is taken into account, and by two-dimensional finite difference approach. Numerical codes developed enable access to variations of donor total energy, binding energy, Coulomb correlation parameter, spatial extension and radial probability density with respect to hemisphere radius and impurity position inside the quantum dot.

  20. Higher-order finite-difference formulation of periodic Orbital-free Density Functional Theory

    CERN Document Server

    Ghosh, Swarnava

    2014-01-01

    We present a real-space formulation and higher-order finite-difference implementation of periodic Orbital-free Density Functional Theory (OF-DFT). Specifically, utilizing a local reformulation of the electrostatic and kernel terms, we develop a generalized framework suitable for performing OF-DFT simulations with different variants of the electronic kinetic energy. In particular, we develop a self-consistent field (SCF) type fixed-point method for calculations involving linear-response kinetic energy functionals. In doing so, we make the calculation of the electronic ground-state and forces on the nuclei amenable to computations that altogether scale linearly with the number of atoms. We develop a parallel implementation of this formulation using the finite-difference discretization, using which we demonstrate that higher-order finite-differences can achieve relatively large convergence rates with respect to mesh-size in both the energies and forces. Additionally, we establish that the fixed-point iteration c...

  1. Torque Analysis of Permanent Magnet Hybrid Stepper Motor using Finite Element Method for Different Design Topologies

    Directory of Open Access Journals (Sweden)

    E.V.C Sekhara Rao

    2012-01-01

    Full Text Available This paper discusses about permanent magnet hybrid stepper motor magnetic circuit using finite element model for different geometric designs like uniform air-gap, non uniform air-gap, for different air-gap lengths, different tooth pitches and extra teeth on stator using PDE toolbox of Matlab at different current densities. Implementing these results in equivalent circuit model (permeance model, motor performance is analyzed for an existing motor for steady state conditions. These results suggest modifications for better performance of the PMH stepper motor like reduction of cogging torque and improvement in steady state torque with minimum THD.

  2. The Incorporation of Truncated Fourier Series into Finite Difference Approximations of Structural Stability Equations

    Science.gov (United States)

    Hannah, S. R.; Palazotto, A. N.

    1978-01-01

    A new trigonometric approach to the finite difference calculus was applied to the problem of beam buckling as represented by virtual work and equilibrium equations. The trigonometric functions were varied by adjusting a wavelength parameter in the approximating Fourier series. Values of the critical force obtained from the modified approach for beams with a variety of boundary conditions were compared to results using the conventional finite difference method. The trigonometric approach produced significantly more accurate approximations for the critical force than the conventional approach for a relatively wide range in values of the wavelength parameter; and the optimizing value of the wavelength parameter corresponded to the half-wavelength of the buckled mode shape. It was found from a modal analysis that the most accurate solutions are obtained when the approximating function closely represents the actual displacement function and matches the actual boundary conditions.

  3. Numerical study of water diffusion in biological tissues using an improved finite difference method.

    Science.gov (United States)

    Xu, Junzhong; Does, Mark D; Gore, John C

    2007-04-07

    An improved finite difference (FD) method has been developed in order to calculate the behaviour of the nuclear magnetic resonance signal variations caused by water diffusion in biological tissues more accurately and efficiently. The algorithm converts the conventional image-based finite difference method into a convenient matrix-based approach and includes a revised periodic boundary condition which eliminates the edge effects caused by artificial boundaries in conventional FD methods. Simulated results for some modelled tissues are consistent with analytical solutions for commonly used diffusion-weighted pulse sequences, whereas the improved FD method shows improved efficiency and accuracy. A tightly coupled parallel computing approach was also developed to implement the FD methods to enable large-scale simulations of realistic biological tissues. The potential applications of the improved FD method for understanding diffusion in tissues are also discussed.

  4. A quasi-vector finite difference mode solver for optical waveguides with step-index profiles

    Institute of Scientific and Technical Information of China (English)

    Jinbiao Xiao; Mingde Zhang; Xiaohan Sun

    2006-01-01

    @@ A finite difference scheme based on the polynomial interpolation is constructed to solve the quasi-vector equations for optical waveguides with step-index profiles. The discontinuities of the normal components of the electric field across abrupt dielectric interfaces are taken into account. The numerical results include the polarization effects, but the memory requirement is the same as in solving the scalar wave equation. Moreover, the proposed finite difference scheme can be applied to both uniform and non-uniform mesh grids. The modal propagation constants and field distributions for a buried rectangular waveguide and a rib waveguide are presented. Solutions are compared favorably with those obtained by the numerical approaches published earlier.

  5. Geometric and material modeling environment for the finite-difference time-domain method

    Science.gov (United States)

    Lee, Yong-Gu; Muhammad, Waleed

    2012-02-01

    The simulation of electromagnetic problems using the Finite-Difference Time-Domain method starts with the geometric design of the devices and their surroundings with appropriate materials and boundary conditions. This design stage is one of the most time consuming part in the Finite-Difference Time-Domain (FDTD) simulation of photonics devices. Many FDTD solvers have their own way of providing the design environment which can be burdensome for a new user to learn. In this work, geometric and material modeling features are developed on the freely available Google SketchUp, allowing users who are fond of its environment to easily model photonics simulations. The design and implementation of the modeling environment are discussed.

  6. High Order Finite Difference Schemes for the Elastic Wave Equation in Discontinuous Media

    CERN Document Server

    Virta, Kristoffer

    2013-01-01

    Finite difference schemes for the simulation of elastic waves in materi- als with jump discontinuities are presented. The key feature is the highly accurate treatment of interfaces where media discontinuities arise. The schemes are constructed using finite difference operators satisfying a sum- mation - by - parts property together with a penalty technique to impose interface conditions at the material discontinuity. Two types of opera- tors are used, termed fully compatible or compatible. Stability is proved for the first case by bounding the numerical solution by initial data in a suitably constructed semi - norm. Numerical experiments indicate that the schemes using compatible operators are also stable. However, the nu- merical studies suggests that fully compatible operators give identical or better convergence and accuracy properties. The numerical experiments are also constructed to illustrate the usefulness of the proposed method to simulations involving typical interface phenomena in elastic materials...

  7. Solving moving interface problems using a higher order accurate finite difference scheme

    Science.gov (United States)

    Mittal, H. V. R.; Ray, Rajendra K.

    2017-07-01

    A new finite difference scheme is applied to solve partial differential equations in domains with discontinuities due to the presence of time dependent moving or deforming interfaces. This scheme is an extension of the finite difference idea developed for solving incompressible, steady stokes equations in discontinuous domains with fixed interfaces [1]. This new idea is applied at the irregular points at each time step in conjunction with the Crank-Nicolson (CN) implicit scheme and a recently developed Higher Order Compact (HOC) scheme at regular points. For validation, Stefan's problem is considered with a moving interface in one dimension. In two dimensions, heat equation is considered on a square domain with a circular interface whose radius is continuously changing with time. HOC scheme is found to produce better results and the order of accuracy is slightly better than that of the CN scheme. However, both the schemes show around second order accuracy and good agreement with the analytical solution.

  8. Exact Finite-Difference Time-Domain Modelling of Broadband Huygens' Metasurfaces with Lorentz Dispersions

    CERN Document Server

    Smy, Tom J

    2016-01-01

    An explicit time-domain finite-difference technique for modelling zero-thickness Huygens' metasurfaces based on Generalized Sheet Transition Conditions (GSTCs), is proposed and demonstrated using full-wave simulations. The Huygens' metasurface is modelled using electric and magnetic surface susceptibilities, which are found to follow a double-Lorentz dispersion profile. To solve zero-thickness Huygens' metasurface problems for general broadband excitations, the double-Lorentz dispersion profile is combined with GSTCs, leading to a set of first-order differential fields equations in time-domain. Identifying the exact equivalence between Huygens' metasurfaces and coupled RLC oscillator circuits, the field equations are then subsequently solved using standard circuit modelling techniques based on a finite-difference formulation. Several examples including generalized refraction are shown to illustrate the temporal evolution of scattered fields from the Huygens' metasurface under plane-wave normal incidence, in b...

  9. 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)

  10. Linear finite-difference bond graph model of an ionic polymer actuator

    Science.gov (United States)

    Bentefrit, M.; Grondel, S.; Soyer, C.; Fannir, A.; Cattan, E.; Madden, J. D.; Nguyen, T. M. G.; Plesse, C.; Vidal, F.

    2017-09-01

    With the recent growing interest for soft actuation, many new types of ionic polymers working in air have been developed. Due to the interrelated mechanical, electrical, and chemical properties which greatly influence the characteristics of such actuators, their behavior is complex and difficult to understand, predict and optimize. In light of this challenge, an original linear multiphysics finite difference bond graph model was derived to characterize this ionic actuation. This finite difference scheme was divided into two coupled subparts, each related to a specific physical, electrochemical or mechanical domain, and then converted into a bond graph model as this language is particularly suited for systems from multiple energy domains. Simulations were then conducted and a good agreement with the experimental results was obtained. Furthermore, an analysis of the power efficiency of such actuators as a function of space and time was proposed and allowed to evaluate their performance.

  11. A novel strong tracking finite-difference extended Kalman filter for nonlinear eye tracking

    Institute of Scientific and Technical Information of China (English)

    ZHANG ZuTao; ZHANG JiaShu

    2009-01-01

    Non-Intrusive methods for eye tracking are Important for many applications of vision-based human computer interaction. However, due to the high nonlinearity of eye motion, how to ensure the robust-ness of external interference and accuracy of eye tracking poses the primary obstacle to the integration of eye movements into today's interfaces. In this paper, we present a strong tracking finite-difference extended Kalman filter algorithm, aiming to overcome the difficulty In modeling nonlinear eye tracking. In filtering calculation, strong tracking factor is introduced to modify a priori covariance matrix and im-prove the accuracy of the filter. The filter uses finite-difference method to calculate partial derivatives of nonlinear functions for eye tracking. The latest experimental results show the validity of our method for eye tracking under realistic conditions.

  12. 3D Staggered-Grid Finite-Difference Simulation of Acoustic Waves in Turbulent Moving Media

    Science.gov (United States)

    Symons, N. P.; Aldridge, D. F.; Marlin, D.; Wilson, D. K.; Sullivan, P.; Ostashev, V.

    2003-12-01

    Acoustic wave propagation in a three-dimensional heterogeneous moving atmosphere is accurately simulated with a numerical algorithm recently developed under the DOD Common High Performance Computing Software Support Initiative (CHSSI). Sound waves within such a dynamic environment are mathematically described by a set of four, coupled, first-order partial differential equations governing small-amplitude fluctuations in pressure and particle velocity. The system is rigorously derived from fundamental principles of continuum mechanics, ideal-fluid constitutive relations, and reasonable assumptions that the ambient atmospheric motion is adiabatic and divergence-free. An explicit, time-domain, finite-difference (FD) numerical scheme is used to solve the system for both pressure and particle velocity wavefields. The atmosphere is characterized by 3D gridded models of sound speed, mass density, and the three components of the wind velocity vector. Dependent variables are stored on staggered spatial and temporal grids, and centered FD operators possess 2nd-order and 4th-order space/time accuracy. Accurate sound wave simulation is achieved provided grid intervals are chosen appropriately. The gridding must be fine enough to reduce numerical dispersion artifacts to an acceptable level and maintain stability. The algorithm is designed to execute on parallel computational platforms by utilizing a spatial domain-decomposition strategy. Currently, the algorithm has been validated on four different computational platforms, and parallel scalability of approximately 85% has been demonstrated. Comparisons with analytic solutions for uniform and vertically stratified wind models indicate that the FD algorithm generates accurate results with either a vanishing pressure or vanishing vertical-particle velocity boundary condition. Simulations are performed using a kinematic turbulence wind profile developed with the quasi-wavelet method. In addition, preliminary results are presented

  13. Finite-temperature phase transition of $N_{f}=3$ QCD with exact center symmetry

    CERN Document Server

    Misumi, Tatsuhiro; Itou, Etsuko

    2015-01-01

    For the $Z_{3}$-symmetric lattice QCD-like theory ($Z_3$-QCD), in which $SU(3)$ gauge theory is coupled with three fundamental Wilson quarks with flavor-dependent twisted boundary conditions, we calculate the expectation values of Polyakov loop and chiral condensate as functions of temperature on $16^3 \\times4$ and $20^3 \\times 4$ lattices with $m_{PS}/m_{V}=0.70$ fixed. We find the first-order phase transition with respect to the $Z_{3}$ center symmetry, where the Polyakov loop exhibits a hysteresis depending on the initial condition of thermalization process. We also show that the crossover behavior of chiral condensate around the critical temperature of the center transition and the manifestation of flavor symmetry breaking in the high-temperature phase.

  14. Stability of pseudospectral and finite-difference methods for variable coefficient problems

    Science.gov (United States)

    Gottlieb, D.; Orszag, S. A.; Turkel, E.

    1981-01-01

    It is shown that pseudospectral approximation to a special class of variable coefficient one-dimensional wave equations is stable and convergent even though the wave speed changes sign within the domain. Computer experiments indicate similar results are valid for more general problems. Similarly, computer results indicate that the leapfrog finite-difference scheme is stable even though the wave speed changes sign within the domain. However, both schemes can be asymptotically unstable in time when a fixed spatial mesh is used.

  15. Option Pricing under Risk-Minimization Criterion in an Incomplete Market with the Finite Difference Method

    Directory of Open Access Journals (Sweden)

    Xinfeng Ruan

    2013-01-01

    Full Text Available We study option pricing with risk-minimization criterion in an incomplete market where the dynamics of the risky underlying asset is governed by a jump diffusion equation with stochastic volatility. We obtain the Radon-Nikodym derivative for the minimal martingale measure and a partial integro-differential equation (PIDE of European option. The finite difference method is employed to compute the European option valuation of PIDE.

  16. Properties of finite difference models of non-linear conservative oscillators

    Science.gov (United States)

    Mickens, R. E.

    1988-01-01

    Finite-difference (FD) approaches to the numerical solution of the differential equations describing the motion of a nonlinear conservative oscillator are investigated analytically. A generalized formulation of the Duffing and modified Duffing equations is derived and analyzed using several FD techniques, and it is concluded that, although it is always possible to contstruct FD models of conservative oscillators which are themselves conservative, caution is required to avoid numerical solutions which do not accurately reflect the properties of the original equation.

  17. A nonstandard finite difference scheme for a basic model of cellular immune response to viral infection

    Science.gov (United States)

    Korpusik, Adam

    2017-02-01

    We present a nonstandard finite difference scheme for a basic model of cellular immune response to viral infection. The main advantage of this approach is that it preserves the essential qualitative features of the original continuous model (non-negativity and boundedness of the solution, equilibria and their stability conditions), while being easy to implement. All of the qualitative features are preserved independently of the chosen step-size. Numerical simulations of our approach and comparison with other conventional simulation methods are presented.

  18. A Novel Absorbing Boundary Condition for the Frequency-DependentFinite-Difference Time-Domain Method

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    A new absorbing boundary condition (ABC) for frequency-dependent finite-difference time-domain algorithm for the arbitrary dispersive media is presented. The concepts of the digital systems are introduced to the (FD)2TD method. On the basis of digital filter designing and vector algebra, the absorbing boundary condition under arbitrary angle of incidence are derived. The transient electromagnetic problems in two-dimensions and three-dimensions are calculated and the validity of the ABC is verified.

  19. A Finite Difference Approximation for a Coupled System of Nonlinear Size-Structured Populations

    Science.gov (United States)

    2000-01-01

    We study a quasilinear nonlocal hyperbolic initial-boundary value problem that models the evolution of N size-structured subpopulations competing for common resources. We develop an implicit finite difference scheme to approximate the solution of this model. The convergence of this approximation to a unique bounded variation weak solution is obtained. The numerical results for a special case of this model suggest that when subpopulations are closed under reproduction, one subpopulation survives and the others go to extinction. Moreover

  20. Seismic Waveform Inversion Using the Finite-Difference Contrast Source Inversion Method

    OpenAIRE

    Bo Han; Qinglong He; Yong Chen; Yixin Dou

    2014-01-01

    This paper extends the finite-difference contrast source inversion method to reconstruct the mass density for two-dimensional elastic wave inversion in the framework of the full-waveform inversion. The contrast source inversion method is a nonlinear iterative method that alternatively reconstructs contrast sources and contrast function. One of the most outstanding advantages of this inversion method is the highly computational efficiency, since it does not need to simulate a fu...

  1. AN EXPLICIT MULTI-CONSERVATION FINITE-DIFFERENCE SCHEME FOR SHALLOW-WATER-WAVE EQUATION

    Institute of Scientific and Technical Information of China (English)

    Bin Wang

    2008-01-01

    An explicit multi-conservation finite-difference scheme for solving the spherical shallowwater-wave equation set of barotropic atmosphere has been proposed. The numerical scheme is based on a special semi-discrete form of the equations that conserves four basic physical integrals including the total energy, total mass, total potential vorticity and total enstrophy. Numerical tests show that the new scheme performs closely like but is much more time-saving than the implicit multi-conservation scheme.

  2. Finite Difference Model of a Four-Electrode Conductivity Measurement System

    Science.gov (United States)

    2016-05-27

    demonstrate a finite difference numerical solution based on a three dimensional matrix of conductivity tensors to support any combination of included...consisting of a 3 dimensional array of diagonalized conductivity tensors . The implementation assumes the grid spacing to be the same in all...regions and could be imported from a diffusion tensor image to calculate the coupling coefficients if the diffusion tensor is assumed to be

  3. Accurate finite-difference time-domain simulation of anisotropic media by subpixel smoothing.

    Science.gov (United States)

    Oskooi, Ardavan F; Kottke, Chris; Johnson, Steven G

    2009-09-15

    Finite-difference time-domain methods suffer from reduced accuracy when discretizing discontinuous materials. We previously showed that accuracy can be significantly improved by using subpixel smoothing of the isotropic dielectric function, but only if the smoothing scheme is properly designed. Using recent developments in perturbation theory that were applied to spectral methods, we extend this idea to anisotropic media and demonstrate that the generalized smoothing consistently reduces the errors and even attains second-order convergence with resolution.

  4. Full Wave Analysis of Passive Microwave Monolithic Integrated Circuit Devices Using a Generalized Finite Difference Time Domain (GFDTD) Algorithm

    Science.gov (United States)

    Lansing, Faiza S.; Rascoe, Daniel L.

    1993-01-01

    This paper presents a modified Finite-Difference Time-Domain (FDTD) technique using a generalized conformed orthogonal grid. The use of the Conformed Orthogonal Grid, Finite Difference Time Domain (GFDTD) enables the designer to match all the circuit dimensions, hence eliminating a major source o error in the analysis.

  5. Finite-Difference Lattice Boltzmann Scheme for High-Speed Compressible Flow: Two-Dimensional Case

    Science.gov (United States)

    Gan, Yan-Biao; Xu, Ai-Guo; Zhang, Guang-Cai; Zhang, Ping; Zhang, Lei; Li, Ying-Jun

    2008-07-01

    Lattice Boltzmann (LB) modeling of high-speed compressible flows has long been attempted by various authors. One common weakness of most of previous models is the instability problem when the Mach number of the flow is large. In this paper we present a finite-difference LB model, which works for flows with flexible ratios of specific heats and a wide range of Mach number, from 0 to 30 or higher. Besides the discrete-velocity-model by Watari [Physica A 382 (2007) 502], a modified Lax Wendroff finite difference scheme and an artificial viscosity are introduced. The combination of the finite-difference scheme and the adding of artificial viscosity must find a balance of numerical stability versus accuracy. The proposed model is validated by recovering results of some well-known benchmark tests: shock tubes and shock reflections. The new model may be used to track shock waves and/or to study the non-equilibrium procedure in the transition between the regular and Mach reflections of shock waves, etc.

  6. A sixth order hybrid finite difference scheme based on the minimized dispersion and controllable dissipation technique

    Science.gov (United States)

    Sun, Zhen-sheng; Luo, Lei; Ren, Yu-xin; Zhang, Shi-ying

    2014-08-01

    The dispersion and dissipation properties of a scheme are of great importance for the simulation of flow fields which involve a broad range of length scales. In order to improve the spectral properties of the finite difference scheme, the authors have previously proposed the idea of optimizing the dispersion and dissipation properties separately and a fourth order scheme based on the minimized dispersion and controllable dissipation (MDCD) technique is thus constructed [29]. In the present paper, we further investigate this technique and extend it to a sixth order finite difference scheme to solve the Euler and Navier-Stokes equations. The dispersion properties of the scheme is firstly optimized by minimizing an elaborately designed integrated error function. Then the dispersion-dissipation condition which is newly derived by Hu and Adams [30] is introduced to supply sufficient dissipation to damp the unresolved wavenumbers. Furthermore, the optimized scheme is blended with an optimized Weighted Essentially Non-Oscillation (WENO) scheme to make it possible for the discontinuity-capturing. In this process, the approximation-dispersion-relation (ADR) approach is employed to optimize the spectral properties of the nonlinear scheme to yield the true wave propagation behavior of the finite difference scheme. Several benchmark test problems, which include broadband fluctuations and strong shock waves, are solved to validate the high-resolution, the good discontinuity-capturing capability and the high-efficiency of the proposed scheme.

  7. 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.

  8. Direct Numerical Simulation of Transitional and Turbulent Flow Over a Heated Flat Plate Using Finite-Difference Schemes

    Science.gov (United States)

    Madavan, Nateri K.

    1995-01-01

    The work in this report was conducted at NASA Ames Research Center during the period from August 1993 to January 1995 deals with the direct numerical simulation of transitional and turbulent flow at low Mach numbers using high-order-accurate finite-difference techniques. A computation of transition to turbulence of the spatially-evolving boundary layer on a heated flat plate in the presence of relatively high freestream turbulence was performed. The geometry and flow conditions were chosen to match earlier experiments. The development of the momentum and thermal boundary layers was documented. Velocity and temperature profiles, as well as distributions of skin friction, surface heat transfer rate, Reynolds shear stress, and turbulent heat flux were shown to compare well with experiment. The numerical method used here can be applied to complex geometries in a straightforward manner.

  9. The Modified Upwind Finite Difference Fractional Steps Method for Compressible Two-phase Displacement Problem

    Institute of Scientific and Technical Information of China (English)

    Yi-rang Yuan

    2004-01-01

    For compressible two-phase displacement problem,the modified upwind finite difference fractional steps schemes are put forward.Some techniques,such as calculus of variations,commutative law of multiplication of difference operators,decomposition of high order difference operators,the theory of prior estimates and techniques are used.Optimal order estimates in L 2 norm are derived for the error in the approximate solution.This method has already been applied to the numerical simulation of seawater intrusion and migration-accumulation of oil resources.

  10. Modelling migration in multilayer systems by a finite difference method: the spherical symmetry case

    Science.gov (United States)

    Hojbotǎ, C. I.; Toşa, V.; Mercea, P. V.

    2013-08-01

    We present a numerical model based on finite differences to solve the problem of chemical impurity migration within a multilayer spherical system. Migration here means diffusion of chemical species in conditions of concentration partitioning at layer interfaces due to different solubilities of the migrant in different layers. We detail here the numerical model and discuss the results of its implementation. To validate the method we compare it with cases where an analytic solution exists. We also present an application of our model to a practical problem in which we compute the migration of caprolactam from the packaging multilayer foil into the food.

  11. 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.

  12. 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.

  13. Polarization effects on spectra of spherical core/shell nanostructures: Perturbation theory against finite difference approach

    Energy Technology Data Exchange (ETDEWEB)

    Ibral, Asmaa [Equipe d' Optique et Electronique du Solide, Département de Physique, Faculté des Sciences, Université Chouaïb Doukkali, B. P. 20 El Jadida principale, El Jadida, Royaume du Maroc (Morocco); Laboratoire d' Instrumentation, Mesure et Contrôle, Département de Physique, Faculté des Sciences, Université Chouaïb Doukkali, B. P. 20 El Jadida principale, El Jadida, Royaume du Maroc (Morocco); Zouitine, Asmaa [Département de Physique, Ecole Nationale Supérieure d' Enseignement Technique, Université Mohammed V Souissi, B. P. 6207 Rabat-Instituts, Rabat, Royaume du Maroc (Morocco); Assaid, El Mahdi, E-mail: eassaid@yahoo.fr [Equipe d' Optique et Electronique du Solide, Département de Physique, Faculté des Sciences, Université Chouaïb Doukkali, B. P. 20 El Jadida principale, El Jadida, Royaume du Maroc (Morocco); Laboratoire d' Instrumentation, Mesure et Contrôle, Département de Physique, Faculté des Sciences, Université Chouaïb Doukkali, B. P. 20 El Jadida principale, El Jadida, Royaume du Maroc (Morocco); and others

    2015-02-01

    Poisson equation is solved analytically in the case of a point charge placed anywhere in a spherical core/shell nanostructure, immersed in aqueous or organic solution or embedded in semiconducting or insulating matrix. Conduction and valence band-edge alignments between core and shell are described by finite height barriers. Influence of polarization charges induced at the surfaces where two adjacent materials meet is taken into account. Original expressions of electrostatic potential created everywhere in the space by a source point charge are derived. Expressions of self-polarization potential describing the interaction of a point charge with its own image–charge are deduced. Contributions of double dielectric constant mismatch to electron and hole ground state energies as well as nanostructure effective gap are calculated via first order perturbation theory and also by finite difference approach. Dependencies of electron, hole and gap energies against core to shell radii ratio are determined in the case of ZnS/CdSe core/shell nanostructure immersed in water or in toluene. It appears that finite difference approach is more efficient than first order perturbation method and that the effect of polarization charge may in no case be neglected as its contribution can reach a significant proportion of the value of nanostructure gap.

  14. Experiments with explicit filtering for LES using a finite-difference method

    Science.gov (United States)

    Lund, T. S.; Kaltenbach, H. J.

    1995-01-01

    The equations for large-eddy simulation (LES) are derived formally by applying a spatial filter to the Navier-Stokes equations. The filter width as well as the details of the filter shape are free parameters in LES, and these can be used both to control the effective resolution of the simulation and to establish the relative importance of different portions of the resolved spectrum. An analogous, but less well justified, approach to filtering is more or less universally used in conjunction with LES using finite-difference methods. In this approach, the finite support provided by the computational mesh as well as the wavenumber-dependent truncation errors associated with the finite-difference operators are assumed to define the filter operation. This approach has the advantage that it is also 'automatic' in the sense that no explicit filtering: operations need to be performed. While it is certainly convenient to avoid the explicit filtering operation, there are some practical considerations associated with finite-difference methods that favor the use of an explicit filter. Foremost among these considerations is the issue of truncation error. All finite-difference approximations have an associated truncation error that increases with increasing wavenumber. These errors can be quite severe for the smallest resolved scales, and these errors will interfere with the dynamics of the small eddies if no corrective action is taken. Years of experience at CTR with a second-order finite-difference scheme for high Reynolds number LES has repeatedly indicated that truncation errors must be minimized in order to obtain acceptable simulation results. While the potential advantages of explicit filtering are rather clear, there is a significant cost associated with its implementation. In particular, explicit filtering reduces the effective resolution of the simulation compared with that afforded by the mesh. The resolution requirements for LES are usually set by the need to capture

  15. Non-Reflecting Regions for Finite Difference Methods in Modeling of Elastic Wave Propagation in Plates

    Science.gov (United States)

    Kishoni, Doron; Taasan, Shlomo

    1994-01-01

    Solution of the wave equation using techniques such as finite difference or finite element methods can model elastic wave propagation in solids. This requires mapping the physical geometry into a computational domain whose size is governed by the size of the physical domain of interest and by the required resolution. This computational domain, in turn, dictates the computer memory requirements as well as the calculation time. Quite often, the physical region of interest is only a part of the whole physical body, and does not necessarily include all the physical boundaries. Reduction of the calculation domain requires positioning an artificial boundary or region where a physical boundary does not exist. It is important however that such a boundary, or region, will not affect the internal domain, i.e., it should not cause reflections that propagate back into the material. This paper concentrates on the issue of constructing such a boundary region.

  16. MODAL ANALYSIS OF CARRIER SYSTEM FOR HEAVY HORIZONTAL MULTIFUNCTION MACHINING CENTER BY FINITE ELEMENT METHOD

    Directory of Open Access Journals (Sweden)

    Yu. V. Vasilevich

    2014-01-01

    Full Text Available The aim of the paper is to reveal and analyze resonance modes of a large-scale milling-drilling-boring machine. The machine has a movable column with vertical slot occupied by a symmetrical carriage with horizontal ram. Static rigidity of the machine is relatively low due to its large dimensions. So it is necessary to assess possible vibration activity. Virtual and operational trials of the machine have been carried out simultaneously. Modeling has been executed with the help of a finite element method (FEM. The FEM-model takes into account not only rigidity of machine structures but also flexibility of bearings, feed drive systems and guides. Modal FEM-analysis has revealed eight resonance modes that embrace the whole machine tool. They form a frequency interval from 12 to 75 Hz which is undesirable for machining. Three closely located resonances (31-37 Hz are considered as the most dangerous ones. They represent various combinations of three simple motions: vertical oscillations of a carriage, horizontal vibrations of a ram and column torsion. Reliability of FEM- estimations has been proved by in-situ vibration measurements.An effect for stabilization of resonance modes has been detected while making variations in design parameters of the machine tool. For example, a virtual replacement of cast iron for steel in machine structures practically does not have any effect on resonance frequencies. Rigidity increase in some parts (e.g. a ram has also a small effect on a resonance pattern. On the other hand, resonance stability makes it possible to avoid them while selecting a spindle rotation frequency.It is recommended to set double feed drives for all axes. A pair of vertical screws prevents a “pecking” resonance of the carriage at frequency of 54 Hz. It is necessary to foresee an operation of a main drive of such heavy machine tool in the above resonance interval with the spindle frequency of more than 75 Hz. For this purpose it is necessary

  17. A study of the efficiency of various Navier-Stokes solvers. [finite difference methods

    Science.gov (United States)

    Atias, M.; Wolfshtein, M.; Israeli, M.

    1975-01-01

    A comparative study of the efficiency of some finite difference methods for the solution of the Navier-Stokes equations was conducted. The study was restricted to the two-dimensional steady, uniform property vorticity-stream function equations. The comparisons were drawn by recording the CPU time required to obtain a solution as well as the accuracy of this solution using five numerical methods: central differences, first order upwind differences, second order upwind differences, exponential differences, and an ADI solution of the central difference equations. Solutions were obtained for two test cases: a recirculating eddy inside a square cavity with a moving top, and an impinging jet flow. The results show that whenever the central difference method is stable it generates results with a given accuracy for less CPU time than any other method.

  18. Interval finite difference method for steady-state temperature field prediction with interval parameters

    Science.gov (United States)

    Wang, Chong; Qiu, Zhi-Ping

    2014-04-01

    A new numerical technique named interval finite difference method is proposed for the steady-state temperature field prediction with uncertainties in both physical parameters and boundary conditions. Interval variables are used to quantitatively describe the uncertain parameters with limited information. Based on different Taylor and Neumann series, two kinds of parameter perturbation methods are presented to approximately yield the ranges of the uncertain temperature field. By comparing the results with traditional Monte Carlo simulation, a numerical example is given to demonstrate the feasibility and effectiveness of the proposed method for solving steady-state heat conduction problem with uncertain-but-bounded parameters. [Figure not available: see fulltext.

  19. Dispersion and stability analysis for a finite difference beam propagation method.

    Science.gov (United States)

    de-Oliva-Rubio, J; Molina-Fernández, I; Godoy-Rubio, R

    2008-06-09

    Applying continuous and discrete transformation techniques, new analytical expressions to calculate dispersion and stability of a Runge- Kutta Finite Difference Beam Propagation Method (RK-FDBPM) are obtained. These expressions give immediate insight about the discretization errors introduced by the numerical method in the plane-wave spectrum domain. From these expressions a novel strategy to adequately set the mesh steps sizes of the RK-FDBPM is presented. Assessment of the method is performed by studying the propagation in several linear and nonlinear photonic devices for different spatial discretizations.

  20. Flux vector splitting of the inviscid equations with application to finite difference methods

    Science.gov (United States)

    Steger, J. L.; Warming, R. F.

    1979-01-01

    The conservation-law form of the inviscid gasdynamic equations has the remarkable property that the nonlinear flux vectors are homogeneous functions of degree one. This property readily permits the splitting of flux vectors into subvectors by similarity transformations so that each subvector has associated with it a specified eigenvalue spectrum. As a consequence of flux vector splitting, new explicit and implicit dissipative finite-difference schemes are developed for first-order hyperbolic systems of equations. Appropriate one-sided spatial differences for each split flux vector are used throughout the computational field even if the flow is locally subsonic. The results of some preliminary numerical computations are included.

  1. Flux vector splitting of the inviscid gasdynamic equations with application to finite-difference methods

    Science.gov (United States)

    Steger, J. L.; Warming, R. F.

    1981-01-01

    The conservation-law form of the inviscid gasdynamic equations has the remarkable property that the nonlinear flux vectors are homogeneous functions of degree one. This property readily permits the splitting of flux vectors into subvectors by similarity transformations so that each subvector has associated with it a specified eigenvalue spectrum. As a consequence of flux vector splitting, new explicit and implicit dissipative finite-difference schemes are developed for first-order hyperbolic systems of equations. Appropriate one-sided spatial differences for each split flux vector are used throughout the computational field even if the flow is locally subsonic. The results of some preliminary numerical computations are included.

  2. An overlapped grid method for multigrid, finite volume/difference flow solvers: MaGGiE

    Science.gov (United States)

    Baysal, Oktay; Lessard, Victor R.

    1990-01-01

    The objective is to develop a domain decomposition method via overlapping/embedding the component grids, which is to be used by upwind, multi-grid, finite volume solution algorithms. A computer code, given the name MaGGiE (Multi-Geometry Grid Embedder) is developed to meet this objective. MaGGiE takes independently generated component grids as input, and automatically constructs the composite mesh and interpolation data, which can be used by the finite volume solution methods with or without multigrid convergence acceleration. Six demonstrative examples showing various aspects of the overlap technique are presented and discussed. These cases are used for developing the procedure for overlapping grids of different topologies, and to evaluate the grid connection and interpolation data for finite volume calculations on a composite mesh. Time fluxes are transferred between mesh interfaces using a trilinear interpolation procedure. Conservation losses are minimal at the interfaces using this method. The multi-grid solution algorithm, using the coaser grid connections, improves the convergence time history as compared to the solution on composite mesh without multi-gridding.

  3. A multi-dimensional finite volume cell-centered direct ALE solver for hydrodynamics

    Science.gov (United States)

    Clair, G.; Ghidaglia, J.-M.; Perlat, J.-P.

    2016-12-01

    In this paper we describe a second order multi-dimensional scheme, belonging to the class of direct Arbitrary Lagrangian-Eulerian (ALE) methods, for the solution of non-linear hyperbolic systems of conservation law. The scheme is constructed upon a cell-centered explicit Lagrangian solver completed with an edge-based upwinded formulation of the numerical fluxes, computed from the MUSCL-Hancock method, to obtain a full ALE formulation. Numerical fluxes depend on nodal grid velocities which are either set or computed to avoid most of the mesh problems typically encountered in purely Lagrangian simulations. In order to assess the robustness of the scheme, most results proposed in this paper have been obtained by computing the grid velocities as a fraction of the Lagrangian nodal velocities, the ratio being set before running the test case. The last part of the paper describes preliminary results about the triple point test case run in the ALE framework by computing the grid velocities with the fully adaptive Large Eddy Limitation (L.E.L.) method proposed in [1]. Such a method automatically computes the grid velocities at each node defining the mesh from the local characteristics of the flow. We eventually discuss the advantages and the drawback of the coupling.

  4. Numerical solution of the one-dimensional Burgers’ equation: Implicit and fully implicit exponential finite difference methods

    Indian Academy of Sciences (India)

    Bilge Inan; Ahmet Refik Bahadir

    2013-10-01

    This paper describes two new techniques which give improved exponential finite difference solutions of Burgers’ equation. These techniques are called implicit exponential finite difference method and fully implicit exponential finite difference method for solving Burgers’ equation. As the Burgers’ equation is nonlinear, the scheme leads to a system of nonlinear equations. At each time-step, Newton’s method is used to solve this nonlinear system. The results are compared with exact values and it is clearly shown that results obtained using both the methods are precise and reliable.

  5. A spectral Finite Difference Analysis of Natural Convection in a Rectangular Equilateral Triangle Cavity

    Institute of Scientific and Technical Information of China (English)

    Yoshihiromochimaru

    2000-01-01

    A steady-state two-dimensional natural convection in a rectangular equlateral triangle cavity is analyzed numercally,using a spectral finite difference scheme,where a conformal mapping coordinate system is adopted with a unit circle for the boundary.Vorticity-stream function formulation is used in conjunction with an energy equation.Time marching algorithm in a diagonal dominant form under a Fourier series decomposition is used to give a steady-state field for a mixed(Neumann and Dirichlet) thermal boundary condition even at a Grashof number of 106.

  6. Accuracy of spectral and finite difference schemes in 2D advection problems

    DEFF Research Database (Denmark)

    Naulin, V.; Nielsen, A.H.

    2003-01-01

    In this paper we investigate the accuracy of two numerical procedures commonly used to solve 2D advection problems: spectral and finite difference (FD) schemes. These schemes are widely used, simulating, e.g., neutral and plasma flows. FD schemes have long been considered fast, relatively easy...... that the accuracy of FD schemes can be significantly improved if one is careful in choosing an appropriate FD scheme that reflects conservation properties of the nonlinear terms and in setting up the grid in accordance with the problem....

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

    DEFF Research Database (Denmark)

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

    2012-01-01

    The incompressible Euler equations are solved with a free surface, the position of which is captured by applying an Eulerian kinematic boundary condition. The solution strategy follows that of [1, 2], applying a coordinate-transformation to obtain a time-constant spatial computational domain which...... with a two-dimensional implementation of the model are compared with highly accurate stream function solutions to the nonlinear wave problem, which show the approximately expected convergence rates and a clear advantage of using high-order finite difference schemes in combination with the Euler equations....

  8. Stability analysis of finite difference schemes for quantum mechanical equations of motion

    Science.gov (United States)

    Chattaraj, P. K.; Deb, B. M.; Koneru, S. Rao

    1987-10-01

    For a pdf involving both space and time variables, stability criteria are presently shown to change drastically when the equation contains i, as in the quantum-mechanical equations of motion. It is further noted that the stability of finite difference schemes for quantum-mechanical equations of motion depends on both spatial and temporal zoning. It is possible to compare a free particle Green's function to the solution of a simple diffusion equation, and the quantum-mechanical motion of a free particle to Fresnel diffraction in optics.

  9. Slat Noise Predictions Using Higher-Order Finite-Difference Methods on Overset Grids

    Science.gov (United States)

    Housman, Jeffrey A.; Kiris, Cetin

    2016-01-01

    Computational aeroacoustic simulations using the structured overset grid approach and higher-order finite difference methods within the Launch Ascent and Vehicle Aerodynamics (LAVA) solver framework are presented for slat noise predictions. The simulations are part of a collaborative study comparing noise generation mechanisms between a conventional slat and a Krueger leading edge flap. Simulation results are compared with experimental data acquired during an aeroacoustic test in the NASA Langley Quiet Flow Facility. Details of the structured overset grid, numerical discretization, and turbulence model are provided.

  10. Effective optical response of silicon to sunlight in the finite-difference time-domain method.

    Science.gov (United States)

    Deinega, Alexei; John, Sajeev

    2012-01-01

    The frequency dependent dielectric permittivity of dispersive materials is commonly modeled as a rational polynomial based on multiple Debye, Drude, or Lorentz terms in the finite-difference time-domain (FDTD) method. We identify a simple effective model in which dielectric polarization depends both on the electric field and its first time derivative. This enables nearly exact FDTD simulation of light propagation and absorption in silicon in the spectral range of 300-1000 nm. Numerical precision of our model is demonstrated for Mie scattering from a silicon sphere and solar absorption in a silicon nanowire photonic crystal.

  11. Memory cost of absorbing conditions for the finite-difference time-domain method.

    Science.gov (United States)

    Chobeau, Pierre; Savioja, Lauri

    2016-07-01

    Three absorbing layers are investigated using standard rectilinear finite-difference schemes. The perfectly matched layer (PML) is compared with basic lossy layers terminated by two types of absorbing boundary conditions, all simulated using equivalent memory consumption. Lossy layers present the advantage of being scalar schemes, whereas the PML relies on a staggered scheme where both velocity and pressure are split. Although the PML gives the lowest reflection magnitudes over all frequencies and incidence angles, the most efficient lossy layer gives reflection magnitudes of the same order as the PML from mid- to high-frequency and for restricted incidence angles.

  12. A finite difference method for estimating second order parameter sensitivities of discrete stochastic chemical reaction networks.

    Science.gov (United States)

    Wolf, Elizabeth Skubak; Anderson, David F

    2012-12-14

    We present an efficient finite difference method for the approximation of second derivatives, with respect to system parameters, of expectations for a class of discrete stochastic chemical reaction networks. The method uses a coupling of the perturbed processes that yields a much lower variance than existing methods, thereby drastically lowering the computational complexity required to solve a given problem. Further, the method is simple to implement and will also prove useful in any setting in which continuous time Markov chains are used to model dynamics, such as population processes. We expect the new method to be useful in the context of optimization algorithms that require knowledge of the Hessian.

  13. Analysis of oscillational instabilities in acoustic levitation using the finite-difference time-domain method

    DEFF Research Database (Denmark)

    Santillan, Arturo Orozco

    2011-01-01

    The aim of the work described in this paper has been to investigate the use of the finite-difference time-domain method to describe the interactions between a moving object and a sound field. The main objective was to simulate oscillational instabilities that appear in single-axis acoustic...... levitation devices and to describe their evolution in time to further understand the physical mechanism involved. The study shows that the method gives accurate results for steady state conditions, and that it is a promising tool for simulations with a moving object....

  14. A 3-dimensional finite-difference method for calculating the dynamic coefficients of seals

    Science.gov (United States)

    Dietzen, F. J.; Nordmann, R.

    1989-01-01

    A method to calculate the dynamic coefficients of seals with arbitrary geometry is presented. The Navier-Stokes equations are used in conjunction with the k-e turbulence model to describe the turbulent flow. These equations are solved by a full 3-dimensional finite-difference procedure instead of the normally used perturbation analysis. The time dependence of the equations is introduced by working with a coordinate system rotating with the precession frequency of the shaft. The results of this theory are compared with coefficients calculated by a perturbation analysis and with experimental results.

  15. 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 THz...... probe pulse and can be determined solely by the pump pulse duration. Our method is found to reproduce complicated two-dimensional transient conductivity maps exceedingly well, demonstrating the power of the time-domain numerical method for extracting ultrafast and dynamic transport parameters from time...

  16. 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...... OceanWave3D presented in [1, 2]. A nonlinear decomposition of the solution into incident and scattered fields is used to increase the efficiency of the wave-structure interaction problem resolution. Application of the method to the diffraction of nonlinear waves around a fixed, bottom mounted circular...

  17. Finite Differences and Collocation Methods for the Solution of the Two Dimensional Heat Equation

    Science.gov (United States)

    Kouatchou, Jules

    1999-01-01

    In this paper we combine finite difference approximations (for spatial derivatives) and collocation techniques (for the time component) to numerically solve the two dimensional heat equation. We employ respectively a second-order and a fourth-order schemes for the spatial derivatives and the discretization method gives rise to a linear system of equations. We show that the matrix of the system is non-singular. Numerical experiments carried out on serial computers, show the unconditional stability of the proposed method and the high accuracy achieved by the fourth-order scheme.

  18. High order finite difference and multigrid methods for spatially evolving instability in a planar channel

    Science.gov (United States)

    Liu, C.; Liu, Z.

    1993-01-01

    The fourth-order finite-difference scheme with fully implicit time-marching presently used to computationally study the spatial instability of planar Poiseuille flow incorporates a novel treatment for outflow boundary conditions that renders the buffer area as short as one wavelength. A semicoarsening multigrid method accelerates convergence for the implicit scheme at each time step; a line-distributive relaxation is developed as a robust fast solver that is efficient for anisotropic grids. Computational cost is no greater than that of explicit schemes, and excellent agreement with linear theory is obtained.

  19. Numerical Effectiveness of Different Formulations of the Rigid Finite Element Method

    Directory of Open Access Journals (Sweden)

    Adamiec-Wójcik I.

    2014-08-01

    Full Text Available The paper presents an application of different formulations of the rigid finite element method (RFEM to dynamic analysis of flexible beams. We discuss numerical effectiveness of the classical RFEM and an alternative approach in which continuity of displacements is preserved by means of constraint equations. The analysis is carried out for a benchmark problem of the spin-up motion in planar and spatial cases. Torsion is omitted for numerical simulations and two cases of the new approach are considered. The results obtained by means of these methods are compared with the results obtained using a nonlinear two-node superelement

  20. ANTI-DIFFUSIVE FINITE DIFFERENCE WENO METHODS FOR SHALLOW WATER WITH TRANSPORT OF POLLUTANT

    Institute of Scientific and Technical Information of China (English)

    Zhengfu Xu; Chi-Wang Shu

    2006-01-01

    In this paper we further explore and apply our recent anti-diffusive flux corrected high order finite difference WENO schemes for conservation laws [18]to compute the Saint-Venant system of shallow water equations with pollutant propagation, which is described by a transport equation. The motivation is that the high order anti-diffusive WENOscheme for conservation laws produces sharp resolution of contact discontinuities while keeping high order accuracy for the approximation in the smooth region of the solution.The application of the anti-diffusive high order WENO scheme to the Saint-Venant system of shallow water equations with transport of pollutant achieves high resolution

  1. WONDY V: a one-dimensional finite-difference wave-propagation code

    Energy Technology Data Exchange (ETDEWEB)

    Kipp, M.E.; Lawrence, R.J.

    1982-06-01

    WONDY V solves the finite difference analogs to the Lagrangian equations of motion in one spatial dimension (planar, cylindrical, or spherical). Simulations of explosive detonation, energy deposition, plate impact, and dynamic fracture are possible, using a variety of existing material models. In addition, WONDY has proven to be a powerful tool in the evaluation of new constitutive models. A preprocessor is available to allocate storage arrays commensurate with problem size, and automatic rezoning may be employed to improve resolution. This document provides a description of the equations solved, available material models, operating instructions, and sample problems.

  2. Arbitrary Order Mixed Mimetic Finite Differences Method with Nodal Degrees of Freedom

    Energy Technology Data Exchange (ETDEWEB)

    Iaroshenko, Oleksandr [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Gyrya, Vitaliy [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Manzini, Gianmarco [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2016-09-01

    In this work we consider a modification to an arbitrary order mixed mimetic finite difference method (MFD) for a diffusion equation on general polygonal meshes [1]. The modification is based on moving some degrees of freedom (DoF) for a flux variable from edges to vertices. We showed that for a non-degenerate element this transformation is locally equivalent, i.e. there is a one-to-one map between the new and the old DoF. Globally, on the other hand, this transformation leads to a reduction of the total number of degrees of freedom (by up to 40%) and additional continuity of the discrete flux.

  3. Finite-difference time-domain analysis of light propagation in cholesteric liquid crystalline droplet array

    Science.gov (United States)

    Yamamoto, Kaho; Iwai, Yosuke; Uchida, Yoshiaki; Nishiyama, Norikazu

    2016-08-01

    We numerically analyzed the light propagation in cholesteric liquid crystalline (CLC) droplet array by the finite-difference time-domain (FDTD) method. The FDTD method successfully reproduced the experimental light path observed in the complicated photonic structure of the CLC droplet array more accurately than the analysis of CLC droplets by geometric optics with Bragg condition, and this method help us understand the polarization of the propagating light waves. The FDTD method holds great promise for the design of various photonic devices composed of curved photonic materials like CLC droplets and microcapsules.

  4. Morse taper implants at different bone levels: a finite element analysis of stress distribution

    OpenAIRE

    Toniollo, Marcelo Bighetti; Macedo, Ana Paula; Palhares, Daniel; Calefi, Paulo Linares; Sorgini, Danilo Balero; Mattos, Maria da Gloria Chiarello de

    2012-01-01

    AIM: To explore the biomechanical effects of the different implantation bone levels of Morse taper implants, employing a finite element analysis (FEA). METHODS: Dental implants (TitamaxCM) with 4x13 mm and 4x11 mm, and their respective abutments with 3.5 mm height, simulating a screwed premolar metal-ceramic crown, had their design performed using the software AnsysWorkbench 10.0. They were positioned in bone blocks, covered by 2.5 mm thickness of mucosa. The cortical bone was designed with 1...

  5. Calculating modes of quantum wire systems using a finite difference technique

    Directory of Open Access Journals (Sweden)

    T Mardani

    2013-03-01

    Full Text Available  In this paper, the Schrodinger equation for a quantum wire is solved using a finite difference approach. A new aspect in this work is plotting wave function on cross section of rectangular cross-sectional wire in two dimensions, periodically. It is found that the correct eigen energies occur when wave functions have a complete symmetry. If the value of eigen energy has a small increase or decrease in neighborhood of the correct energy the symmetry will be destroyed and aperturbation value at the first of wave function will be observed. In addition, the demand on computer memory varies linearly with the size of the system under investigation.

  6. Performance evaluation of explicit finite difference algorithms with varying amounts of computational and memory intensity

    CERN Document Server

    Jammy, Satya P; Sandham, Neil D

    2016-01-01

    Future architectures designed to deliver exascale performance motivate the need for novel algorithmic changes in order to fully exploit their capabilities. In this paper, the performance of several numerical algorithms, characterised by varying degrees of memory and computational intensity, are evaluated in the context of finite difference methods for fluid dynamics problems. It is shown that, by storing some of the evaluated derivatives as single thread- or process-local variables in memory, or recomputing the derivatives on-the-fly, a speed-up of ~2 can be obtained compared to traditional algorithms that store all derivatives in global arrays.

  7. Scattering analysis of periodic structures using finite-difference time-domain

    CERN Document Server

    ElMahgoub, Khaled; Elsherbeni, Atef Z

    2012-01-01

    Periodic structures are of great importance in electromagnetics due to their wide range of applications such as frequency selective surfaces (FSS), electromagnetic band gap (EBG) structures, periodic absorbers, meta-materials, and many others. The aim of this book is to develop efficient computational algorithms to analyze the scattering properties of various electromagnetic periodic structures using the finite-difference time-domain periodic boundary condition (FDTD/PBC) method. A new FDTD/PBC-based algorithm is introduced to analyze general skewed grid periodic structures while another algor

  8. Finite difference schemes for a nonlinear black-scholes model with transaction cost and volatility risk

    DEFF Research Database (Denmark)

    Mashayekhi, Sima; Hugger, Jens

    2015-01-01

    Several nonlinear Black-Scholes models have been proposed to take transaction cost, large investor performance and illiquid markets into account. One of the most comprehensive models introduced by Barles and Soner in [4] considers transaction cost in the hedging strategy and risk from an illiquid...... market. In this paper, we compare several finite difference methods for the solution of this model with respect to precision and order of convergence within a computationally feasible domain allowing at most 200 space steps and 10000 time steps. We conclude that standard explicit Euler comes out...

  9. Characteristic finite difference method and application for moving boundary value problem of coupled system

    Institute of Scientific and Technical Information of China (English)

    YUAN Yi-rang; LI Chang-feng; YANG Cheng-shun; HAN Yu-ji

    2008-01-01

    The coupled system of multilayer dynamics of fluids in porous media is to describe the history of oil-gas transport and accumulation in basin evolution. It is of great value in rational evaluation of prospecting and exploiting oil-gas resources. The mathematical model can be described as a coupled system of nonlinear partial differential equations with moving boundary values. A kind of characteristic finite difference schemes is put forward, from which optimal order estimates in l2 norm are derived for the error in the approximate solutions. The research is important both theoretically and practically for the model analysis in the field, the model numerical method and software development.

  10. A novel incompressible finite-difference lattice Boltzmann equation for particle-laden flow

    Institute of Scientific and Technical Information of China (English)

    Sheng Chen; Zhaohui Liu; Baochang Shi; Zhu He; Chuguang Zheng

    2005-01-01

    In this paper, we propose a novel incompressible finite-difference lattice Boltzmann Equation (FDLBE). Because source terms that reflect the interaction between phases can be accurately described, the new model is suitable for simulating two-way coupling incompressible multiphase flow.The 2-D particle-laden flow over a backward-facing step is chosen as a test case to validate the present method. Favorable results are obtained and the present scheme is shown to have good prospects in practical applications.

  11. Finite element simulation for mechanical response of surface mounted solder joints under different temperature cycling

    Institute of Scientific and Technical Information of China (English)

    马鑫; 钱乙余

    2001-01-01

    Nonlinear finite element simulation for mechanical response of surface mounted solder joint under different temperature cycling was carried out. Seven sets of parameters were used in order to evaluate the influence of temperature cycling profile parameters. The results show that temperature cycling history has significant effect on the stress response of the solder joint. Based on the concept of relative damage stress proposed by the authors, it is found that enough high temperature holding time is necessary for designing the temperature cycling profile in accelerated thermal fatigue test.

  12. Total Field and Scattered Field Technique for Fourth-Order Symplectic Finite Difference Time Domain Method

    Institute of Scientific and Technical Information of China (English)

    SHA Wei; HUANG Zhi-Xiang; WU Xian-Liang; CHEN Ming-Sheng

    2006-01-01

    Using symplectic integrator propagator, a three-dimensional fourth-order symplectic finite difference time domain (SFDTD) method is studied, which is of the fourth order in both the time and space domains. The method is nondissipative and can save more memory compared with the traditional FDTD method. The total field and scattered field (TF-SF) technique is derived for the SFDTD method to provide the incident wave source conditions. The bistatic radar cross section (RCS) of a dielectric sphere is computed by using the SFDTD method for the first time. Numerical results suggest that the SFDTD algorithm acquires better stability and accuracy compared with the traditional FDTD method.

  13. An efficient finite-difference strategy for sensitivity analysis of stochastic models of biochemical systems.

    Science.gov (United States)

    Morshed, Monjur; Ingalls, Brian; Ilie, Silvana

    2017-01-01

    Sensitivity analysis characterizes the dependence of a model's behaviour on system parameters. It is a critical tool in the formulation, characterization, and verification of models of biochemical reaction networks, for which confident estimates of parameter values are often lacking. In this paper, we propose a novel method for sensitivity analysis of discrete stochastic models of biochemical reaction systems whose dynamics occur over a range of timescales. This method combines finite-difference approximations and adaptive tau-leaping strategies to efficiently estimate parametric sensitivities for stiff stochastic biochemical kinetics models, with negligible loss in accuracy compared with previously published approaches. We analyze several models of interest to illustrate the advantages of our method.

  14. Characteristic Finite Difference Methods for Moving Boundary Value Problem of Numerical Simulation of Oil Deposit

    Institute of Scientific and Technical Information of China (English)

    袁益让

    1994-01-01

    The software for oil-gas transport and accumulation is to describe the history of oil-gas transport and accumulation in basin evolution. It is of great value in rational evaluation of prospecting and exploiting oil-gas resources. The mathematical model can be described as a coupled system of nonlinear partial differential equations with moving boundary value problem. This paper puts forward a kind of characteristic finite difference schemes, and derives from them optimal order estimates in l~2 norm for the error in the approximate solutions. The research is important both theoretically and practically for the model analysis in the field, for model numerical method and for software development.

  15. A Finite Difference Method for Determining Interdiffusivity of Aluminide Coating Formed on Superalloy

    Institute of Scientific and Technical Information of China (English)

    Hua WEI; Xiaofeng SUN; Qi ZHENG; Guichen HOU; Hengrong GUAN; Zhuangqi HU

    2004-01-01

    A numerical method has been developed to extract the composition-dependent interdiffusivity from the concentration profiles in the aluminide coating prepared by pack cementation. The procedure is based on the classic finite difference method (FDM). In order to simplify the model, effect of some alloying elements on interdiffusivity can be negligible.Calculated results indicate the interdiffusivity in aluminide coating strongly depends on the composition and give the formulas used to calculate interdiffusivity at 850, 950 and 1050℃. The effect on interdiffusivity is briefly discussed.

  16. A comparison of finite difference methods for solving Laplace's equation on curvilinear coordinate systems. M.S. Thesis

    Science.gov (United States)

    Mccoy, M. J.

    1980-01-01

    Various finite difference techniques used to solve Laplace's equation are compared. Curvilinear coordinate systems are used on two dimensional regions with irregular boundaries, specifically, regions around circles and airfoils. Truncation errors are analyzed for three different finite difference methods. The false boundary method and two point and three point extrapolation schemes, used when having the Neumann boundary condition are considered and the effects of spacing and nonorthogonality in the coordinate systems are studied.

  17. Evolution of initial distributions with one and two centers in a two-dimensional model of the reaction-diffusion type with a nonlocal interaction of finite radius

    Science.gov (United States)

    Borisov, A. V.; Trifonov, A. Yu.; Shapovalov, A. V.

    2011-06-01

    Solutions of a generalized Fisher-Kolmogorov-Petrovskii-Piskunov equation for a nonlocal interaction of finite radius have been constructed for initial conditions with one and two localization centers by using numerical methods. The dynamics depends on the choice of the equation parameters and initial conditions. The processes of formation and interaction of the rings expanding from each of the two localization centers and the formation of dissipative structures are considered.

  18. Center of pressure trajectory differences between shod and barefoot running.

    Science.gov (United States)

    Becker, James; Pisciotta, Eric; James, Stan; Osternig, Louis R; Chou, Li-Shan

    2014-09-01

    This study examined differences in center of pressure (COP) trajectories between shod and barefoot running. Ten habitually shod runners ran continuous laps under both shod and barefoot conditions. The COP trajectory was calculated in the global coordinate system but then transformed to the anatomic coordinate system of the foot. The anterior-posterior and medio-lateral positions and excursions of the COP, as well as the most medial location and percent stand at which it occurred were examined. Additionally, external eversion moments and ground reaction forces were assessed. Compared to the shod condition, in the barefoot condition the COP was located more anteriorly early in stance and the COP was located significantly more medially at most time points across stance. There were no differences in external eversion moments during early stance or peak ground reaction forces between conditions. Future studies on mechanical or epidemiological differences between shod and barefoot running may find the COP trajectory an informative parameter to examine.

  19. Enhancing finite differences with radial basis functions: Experiments on the Navier-Stokes equations

    Science.gov (United States)

    Flyer, Natasha; Barnett, Gregory A.; Wicker, Louis J.

    2016-07-01

    Polynomials are used together with polyharmonic spline (PHS) radial basis functions (RBFs) to create local RBF-finite-difference (RBF-FD) weights on different node layouts for spatial discretizations that can be viewed as enhancements of the classical finite differences (FD). The presented method replicates the convergence properties of FD but for arbitrary node layouts. It is tested on the 2D compressible Navier-Stokes equations at low Mach number, relevant to atmospheric flows. Test cases are taken from the numerical weather prediction community and solved on bounded domains. Thus, attention is given on how to handle boundaries with the RBF-FD method, as well as a novel implementation for hyperviscosity. Comparisons are done on Cartesian, hexagonal, and quasi-uniform node layouts. Consideration and guidelines are given on PHS order, polynomial degree and stencil size. The main advantages of the present method are: 1) capturing the basic physics of the problem surprisingly well, even at very coarse resolutions, 2) high-order accuracy without the need of tuning a shape parameter, and 3) the inclusion of polynomials eliminates stagnation (saturation) errors. A MATLAB code is given to calculate the differentiation weights for this novel approach.

  20. Evaluation on mass sensitivity of SAW sensors for different piezoelectric materials using finite-element analysis.

    Science.gov (United States)

    Abdollahi, Amir; Jiang, Zhongwei; Arabshahi, Sayyed Alireza

    2007-12-01

    The mass sensitivity of the piezoelectric surface acoustic wave (SAW) sensors is an important factor in the selection of the best gravimetric sensors for different applications. To determine this value without facing the practical problems and the long theoretical calculation time, we have shown that the mass sensitivity of SAW sensors can be calculated by a simple three-dimensional (3-D) finite-element analysis (FEA) using a commercial finite-element platform. The FEA data are used to calculate the wave propagation speed, surface particle displacements, and wave energy distribution on different cuts of various piezoelectric materials. The results are used to provide a simple method for evaluation of their mass sensitivities. Meanwhile, to calculate more accurate results from FEA data, surface and bulk wave reflection problems are considered in the analyses. In this research, different cuts of lithium niobate, quartz, lithium tantalate, and langasite piezoelectric materials are applied to investigate their acoustic wave properties. Our analyses results for these materials have a good agreement with other researchers' results. Also, the mass sensitivity value for the novel cut of langasite was calculated through these analyses. It was found that its mass sensitivity is higher than that of the conventional Rayleigh mode quartz sensor.

  1. Phase-field-based lattice Boltzmann finite-difference model for simulating thermocapillary flows.

    Science.gov (United States)

    Liu, Haihu; Valocchi, Albert J; Zhang, Yonghao; Kang, Qinjun

    2013-01-01

    A phase-field-based hybrid model that combines the lattice Boltzmann method with the finite difference method is proposed for simulating immiscible thermocapillary flows with variable fluid-property ratios. Using a phase field methodology, an interfacial force formula is analytically derived to model the interfacial tension force and the Marangoni stress. We present an improved lattice Boltzmann equation (LBE) method to capture the interface between different phases and solve the pressure and velocity fields, which can recover the correct Cahn-Hilliard equation (CHE) and Navier-Stokes equations. The LBE method allows not only use of variable mobility in the CHE, but also simulation of multiphase flows with high density ratio because a stable discretization scheme is used for calculating the derivative terms in forcing terms. An additional convection-diffusion equation is solved by the finite difference method for spatial discretization and the Runge-Kutta method for time marching to obtain the temperature field, which is coupled to the interfacial tension through an equation of state. The model is first validated against analytical solutions for the thermocapillary driven convection in two superimposed fluids at negligibly small Reynolds and Marangoni numbers. It is then used to simulate thermocapillary migration of a three-dimensional deformable droplet and bubble at various Marangoni numbers and density ratios, and satisfactory agreement is obtained between numerical results and theoretical predictions.

  2. Bayesian methods to determine performance differences and to quantify variability among centers in multi-center trials: the IHAST trial.

    Science.gov (United States)

    Bayman, Emine O; Chaloner, Kathryn M; Hindman, Bradley J; Todd, Michael M

    2013-01-16

    To quantify the variability among centers and to identify centers whose performance are potentially outside of normal variability in the primary outcome and to propose a guideline that they are outliers. Novel statistical methodology using a Bayesian hierarchical model is used. Bayesian methods for estimation and outlier detection are applied assuming an additive random center effect on the log odds of response: centers are similar but different (exchangeable). The Intraoperative Hypothermia for Aneurysm Surgery Trial (IHAST) is used as an example. Analyses were adjusted for treatment, age, gender, aneurysm location, World Federation of Neurological Surgeons scale, Fisher score and baseline NIH stroke scale scores. Adjustments for differences in center characteristics were also examined. Graphical and numerical summaries of the between-center standard deviation (sd) and variability, as well as the identification of potential outliers are implemented. In the IHAST, the center-to-center variation in the log odds of favorable outcome at each center is consistent with a normal distribution with posterior sd of 0.538 (95% credible interval: 0.397 to 0.726) after adjusting for the effects of important covariates. Outcome differences among centers show no outlying centers. Four potential outlying centers were identified but did not meet the proposed guideline for declaring them as outlying. Center characteristics (number of subjects enrolled from the center, geographical location, learning over time, nitrous oxide, and temporary clipping use) did not predict outcome, but subject and disease characteristics did. Bayesian hierarchical methods allow for determination of whether outcomes from a specific center differ from others and whether specific clinical practices predict outcome, even when some centers/subgroups have relatively small sample sizes. In the IHAST no outlying centers were found. The estimated variability between centers was moderately large.

  3. Biomechanical Evaluation of Different Fixation Methods for Mandibular Anterior Segmental Osteotomy Using Finite Element Analysis, Part One: Superior Repositioning Surgery.

    Science.gov (United States)

    Kilinç, Yeliz; Erkmen, Erkan; Kurt, Ahmet

    2016-01-01

    The aim of the current study was to comparatively evaluate the mechanical behavior of 3 different fixation methods following various amounts of superior repositioning of mandibular anterior segment. In this study, 3 different rigid fixation configurations comprising double right L, double left L, or double I miniplates with monocortical screws were compared under vertical, horizontal, and oblique load conditions by means of finite element analysis. A three-dimensional finite element model of a fully dentate mandible was generated. A 3 and 5 mm superior repositioning of mandibular anterior segmental osteotomy were simulated. Three different finite element models corresponding to different fixation configurations were created for each superior repositioning. The von Mises stress values on fixation appliances and principal maximum stresses (Pmax) on bony structures were predicted by finite element analysis. The results have demonstrated that double right L configuration provides better stability with less stress fields in comparison with other fixation configurations used in this study.

  4. Finite element analysis of stress distribution in four different endodontic post systems in a model canine.

    Science.gov (United States)

    Chen, Aijie; Feng, Xiaoli; Zhang, Yanli; Liu, Ruoyu; Shao, Longquan

    2015-01-01

    To investigate the stress distribution in a maxillary canine restored with each of four different post systems at different levels of alveolar bone loss. Two-dimensional finite element analysis (FEA) was performed by modeling a severely damaged canine with four different post systems: CAD/CAM zirconia, CAD/CAM glass fiber, cast titanium, and cast gold. A force of 100 N was applied to the crown, and the von Mises stresses were obtained. FEA revealed that the CAD/CAM zirconia post system produced the lowest maximum von Mises stress in the dentin layer at 115.8 MPa, while the CAD/CAM glass fiber post produced the highest stress in the dentin at 518.2 MPa. For a severely damaged anterior tooth, a zirconia post system is the best choice while a cast gold post ranks second. The CAD/CAM glass fiber post is least recommended in terms of stress level in the dentin.

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

    Energy Technology Data Exchange (ETDEWEB)

    Joo, H.; Nichols, W.R.

    1994-05-01

    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.

  6. SHALLOW WATER EQUATION SOLUTION IN 2D USING FINITE DIFFERENCE METHOD WITH EXPLICIT SCHEME

    Directory of Open Access Journals (Sweden)

    Nuraini Nuraini

    2017-09-01

    Full Text Available Abstract. Modeling the dynamics of seawater typically uses a shallow water model. The shallow water model is derived from the mass conservation equation and the momentum set into shallow water equations. A two-dimensional shallow water equation alongside the model that is integrated with depth is described in numerical form. This equation can be solved by finite different methods either explicitly or implicitly. In this modeling, the two dimensional shallow water equations are described in discrete form using explicit schemes. Keyword: shallow water equation, finite difference and schema explisit. REFERENSI  1. Bunya, S., Westerink, J. J. dan Yoshimura. 2005. Discontinuous Boundary Implementation for the Shallow Water Equations. Int. J. Numer. Meth. Fluids. 47: 1451-1468. 2. Kampf Jochen. 2009. Ocean Modelling For Beginners. Springer Heidelberg Dordrecht. London New York. 3. Rezolla, L 2011. Numerical Methods for the Solution of Partial Diferential Equations. Trieste. International Schoolfor Advanced Studies. 4. Natakussumah, K. D., Kusuma, S. B. M., Darmawan, H., Adityawan, B. M. Dan  Farid, M. 2007. Pemodelan Hubungan Hujan dan Aliran Permukaan pada Suatu DAS  dengan Metode Beda Hingga. ITB Sain dan Tek. 39: 97-123. 5. Casulli, V. dan Walters, A. R. 2000. An unstructured grid, three-dimensional model based on the shallow water equations. Int. J. Numer. Meth. Fluids. 32: 331-348. 6. Triatmodjo, B. 2002. Metode Numerik  Beta Offset. Yogyakarta.

  7. Comparison of finite difference based methods to obtain sensitivities of stochastic chemical kinetic models.

    Science.gov (United States)

    Srivastava, Rishi; Anderson, David F; Rawlings, James B

    2013-02-21

    Sensitivity analysis is a powerful tool in determining parameters to which the system output is most responsive, in assessing robustness of the system to extreme circumstances or unusual environmental conditions, in identifying rate limiting pathways as a candidate for drug delivery, and in parameter estimation for calculating the Hessian of the objective function. Anderson [SIAM J. Numer. Anal. 50, 2237 (2012)] shows the advantages of the newly developed coupled finite difference (CFD) estimator over the common reaction path (CRP) [M. Rathinam, P. W. Sheppard, and M. Khammash, J. Chem. Phys. 132, 034103 (2010)] estimator. In this paper, we demonstrate the superiority of the CFD estimator over the common random number (CRN) estimator in a number of scenarios not considered previously in the literature, including the sensitivity of a negative log likelihood function for parameter estimation, the sensitivity of being in a rare state, and a sensitivity with fast fluctuating species. In all examples considered, the superiority of CFD over CRN is demonstrated. We also provide an example in which the CRN method is superior to the CRP method, something not previously observed in the literature. These examples, along with Anderson's results, lead to the conclusion that CFD is currently the best estimator in the class of finite difference estimators of stochastic chemical kinetic models.

  8. Finite difference methods for option pricing under Lévy processes: Wiener-Hopf factorization approach.

    Science.gov (United States)

    Kudryavtsev, Oleg

    2013-01-01

    In the paper, we consider the problem of pricing options in wide classes of Lévy processes. We propose a general approach to the numerical methods based on a finite difference approximation for the generalized Black-Scholes equation. The goal of the paper is to incorporate the Wiener-Hopf factorization into finite difference methods for pricing options in Lévy models with jumps. The method is applicable for pricing barrier and American options. The pricing problem is reduced to the sequence of linear algebraic systems with a dense Toeplitz matrix; then the Wiener-Hopf factorization method is applied. We give an important probabilistic interpretation based on the infinitely divisible distributions theory to the Laurent operators in the correspondent factorization identity. Notice that our algorithm has the same complexity as the ones which use the explicit-implicit scheme, with a tridiagonal matrix. However, our method is more accurate. We support the advantage of the new method in terms of accuracy and convergence by using numerical experiments.

  9. DNS of Sheared Particulate Flows with a 3D Explicit Finite-Difference Scheme

    Science.gov (United States)

    Perrin, Andrew; Hu, Howard

    2007-11-01

    A 3D explicit finite-difference code for direct simulation of the motion of solid particulates in fluids has been developed, and a periodic boundary condition implemented to study the effective viscosity of suspensions in shear. The code enforces the no-slip condition on the surface of spherical particles in a uniform Cartesian grid with a special particle boundary condition based on matching the Stokes flow solutions next to the particle surface with a numerical solution away from it. The method proceeds by approximating the flow next to the particle surface as a Stokes flow in the particle's local coordinates, which is then matched to the finite difference update in the bulk fluid on a ``cage'' of grid points near the particle surface. (The boundary condition is related to the PHYSALIS method (2003), but modified for explicit schemes and with an iterative process removed.) Advantages of the method include superior accuracy of the scheme on a relatively coarse grid for intermediate particle Reynolds numbers, ease of implementation, and the elimination of the need to track the particle surface. For the sheared suspension, the effects of fluid and solid inertia and solid volume fraction on effective viscosity at moderate particle Reynolds numbers and concentrated suspensions will be discussed.

  10. Two-dimensional time-domain finite-difference modeling for viscoelastic seismic wave propagation

    Science.gov (United States)

    Fan, Na; Zhao, Lian-Feng; Xie, Xiao-Bi; Ge, Zengxi; Yao, Zhen-Xing

    2016-09-01

    Real Earth media are not perfectly elastic. Instead, they attenuate propagating mechanical waves. This anelastic phenomenon in wave propagation can be modeled by a viscoelastic mechanical model consisting of several standard linear solids. Using this viscoelastic model, we approximate a constant Q over a frequency band of interest. We use a four-element viscoelastic model with a trade-off between accuracy and computational costs to incorporate Q into 2-D time-domain first-order velocity-stress wave equations. To improve the computational efficiency, we limit the Q in the model to a list of discrete values between 2 and 1000. The related stress and strain relaxation times that characterize the viscoelastic model are pre-calculated and stored in a database for use by the finite-difference calculation. A viscoelastic finite-difference scheme that is second order in time and fourth order in space is developed based on the MacCormack algorithm. The new method is validated by comparing the numerical result with analytical solutions that are calculated using the generalized reflection/transmission coefficient method. The synthetic seismograms exhibit greater than 95 per cent consistency in a two-layer viscoelastic model. The dispersion generated from the simulation is consistent with the Kolsky-Futterman dispersion relationship.

  11. SEISMIC PROPAGATION SIMULATION IN COMPLEX MEDIA WITH NON-RECTANGULAR IRREGULAR-GRID FINITE-DIFFERENCE

    Institute of Scientific and Technical Information of China (English)

    SUN Weitao; YANG Huizhu

    2004-01-01

    This paper presents a finite-difference (FD) method with spatially non-rectangular irregular grids to simulate the elastic wave propagation. Staggered irregular grid finite difference operators with a second-order time and spatial accuracy are used to approximate the velocity-stress elastic wave equations. This method is very simple and the cost of computing time is not much. Complicated geometries like curved thin layers, cased borehole and nonplanar interfaces may be treated with nonrectangular irregular grids in a more flexible way. Unlike the multi-grid scheme, this method requires no interpolation between the fine and coarse grids and all grids are computed at the same spatial iteration. Compared with the rectangular irregular grid FD, the spurious diffractions from "staircase"interfaces can easily be eliminated without using finer grids. Dispersion and stability conditions of the proposed method can be established in a similar form as for the rectangular irregular grid scheme. The Higdon's absorbing boundary condition is adopted to eliminate boundary reflections. Numerical simulations show that this method has satisfactory stability and accuracy in simulating wave propagation near rough solid-fluid interfaces. The computation costs are less than those using a regular grid and rectangular grid FD method.

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

    Energy Technology Data Exchange (ETDEWEB)

    Potemki, Valeri G. [Moscow State Engineering Physics Institute (Technical University), Moscow (Russian Federation). Dept. of Automatics and Electronics; Borisevich, Valentine D.; Yupatov, Sergei V. [Moscow State Enineering Physics Institute (Technical University), Moscow (Russian Federation). Dept. of Technical Physics

    1996-12-31

    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) 7 refs., 10 figs.

  13. Rasterizing geological models for parallel finite difference simulation using seismic simulation as an example

    Science.gov (United States)

    Zehner, Björn; Hellwig, Olaf; Linke, Maik; Görz, Ines; Buske, Stefan

    2016-01-01

    3D geological underground models are often presented by vector data, such as triangulated networks representing boundaries of geological bodies and geological structures. Since models are to be used for numerical simulations based on the finite difference method, they have to be converted into a representation discretizing the full volume of the model into hexahedral cells. Often the simulations require a high grid resolution and are done using parallel computing. The storage of such a high-resolution raster model would require a large amount of storage space and it is difficult to create such a model using the standard geomodelling packages. Since the raster representation is only required for the calculation, but not for the geometry description, we present an algorithm and concept for rasterizing geological models on the fly for the use in finite difference codes that are parallelized by domain decomposition. As a proof of concept we implemented a rasterizer library and integrated it into seismic simulation software that is run as parallel code on a UNIX cluster using the Message Passing Interface. We can thus run the simulation with realistic and complicated surface-based geological models that are created using 3D geomodelling software, instead of using a simplified representation of the geological subsurface using mathematical functions or geometric primitives. We tested this set-up using an example model that we provide along with the implemented library.

  14. Biomechanical changes of spinous process osteotomy with different amounts of facetectomy using finite element model

    Science.gov (United States)

    Kang, K.-T.; Kim, K.-Y.; Jung, H.-J.; Lee, H.-Y.; Chun, H.-J.; Lee, H.-M.; Moon, S.-H.; Kim, H.-J.

    2010-03-01

    The aim of this study is to evaluate the biomechanical changes after Spinous Process Osteotomy (SPO) with different amounts of facetectomy of the lumbar spine and to compare the models with SPO and intact models using finite element models. Intact spine models and one decompression models (L3-4) with SPO were developed. SPO models included three different amounts of facetectomy (25%, 50%, and 75%). After validation of the models, finite element analyses were performed to investigate the ranges of motion and disc stresses at each corresponding level among three SPO models and intact lumbar spine models. The ranges of motion in the SPO models were increased more than the intact models. According to increase of amounts of facetectomy, ranges of motion were also increased. Similar to range of motion, the von Mises stress of disc in the SPO models was higher than that of intact models. Moreover, with the increase of amount of facetectomy, the disc stress increased at each segments under various moments. The decompression procedures using spinous process osteotomy has been reported to provide better postoperative stability compared to the conventional laminectomy. However, facetectomy over 50 % is likely to attenuate this advantage.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-10-01

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

  16. ATLAS: A Real-Space Finite-Difference Implementation of Orbital-Free Density Functional Theory

    CERN Document Server

    Mi, Wenhui; Sua, Chuanxun; Zhoua, Yuanyuan; Zhanga, Shoutao; Lia, Quan; Wanga, Hui; Zhang, Lijun; Miao, Maosheng; Wanga, Yanchao; Ma, Yanming

    2015-01-01

    Orbital-free density functional theory (OF-DFT) is a promising method for large-scale quantum mechanics simulation as it provides a good balance of accuracy and computational cost. Its applicability to large-scale simulations has been aided by progress in constructing kinetic energy functionals and local pseudopotentials. However, the widespread adoption of OF-DFT requires further improvement in its efficiency and robustly implemented software. Here we develop a real-space finite-difference method for the numerical solution of OF-DFT in periodic systems. Instead of the traditional self-consistent method, a powerful scheme for energy minimization is introduced to solve the Euler--Lagrange equation. Our approach engages both the real-space finite-difference method and a direct energy-minimization scheme for the OF-DFT calculations. The method is coded into the ATLAS software package and benchmarked using periodic systems of solid Mg, Al, and Al$_{3}$Mg. The test results show that our implementation can achieve ...

  17. 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.

  18. Boundary and Interface Conditions for High Order Finite Difference Methods Applied to the Euler and Navier-Strokes Equations

    Science.gov (United States)

    Nordstrom, Jan; Carpenter, Mark H.

    1998-01-01

    Boundary and interface conditions for high order finite difference methods applied to the constant coefficient Euler and Navier-Stokes equations are derived. The boundary conditions lead to strict and strong stability. The interface conditions are stable and conservative even if the finite difference operators and mesh sizes vary from domain to domain. Numerical experiments show that the new conditions also lead to good results for the corresponding nonlinear problems.

  19. Computationally efficient finite-difference modal method for the solution of Maxwell's equations.

    Science.gov (United States)

    Semenikhin, Igor; Zanuccoli, Mauro

    2013-12-01

    In this work, a new implementation of the finite-difference (FD) modal method (FDMM) based on an iterative approach to calculate the eigenvalues and corresponding eigenfunctions of the Helmholtz equation is presented. Two relevant enhancements that significantly increase the speed and accuracy of the method are introduced. First of all, the solution of the complete eigenvalue problem is avoided in favor of finding only the meaningful part of eigenmodes by using iterative methods. Second, a multigrid algorithm and Richardson extrapolation are implemented. Simultaneous use of these techniques leads to an enhancement in terms of accuracy, which allows a simple method such as the FDMM with a typical three-point difference scheme to be significantly competitive with an analytical modal method.

  20. A finite difference method for the solution of the transonic flow around harmonically oscillating wings

    Science.gov (United States)

    Ehlers, E. F.

    1974-01-01

    A finite difference method for the solution of the transonic flow about a harmonically oscillating wing is presented. The partial differential equation for the unsteady transonic flow was linearized by dividing the flow into separate steady and unsteady perturbation velocity potentials and by assuming small amplitudes of harmonic oscillation. The resulting linear differential equation is of mixed type, being elliptic or hyperbolic whereever the steady flow equation is elliptic or hyperbolic. Central differences were used for all derivatives except at supersonic points where backward differencing was used for the streamwise direction. Detailed formulas and procedures are described in sufficient detail for programming on high speed computers. To test the method, the problem of the oscillating flap on a NACA 64A006 airfoil was programmed. The numerical procedure was found to be stable and convergent even in regions of local supersonic flow with shocks.

  1. Single Alternating Group Explicit (SAGE) Method for Electrochemical Finite Difference Digital Simulation

    Institute of Scientific and Technical Information of China (English)

    DENG,Zhao-Xiang(邓兆祥); LIN,Xiang-Qin(林祥钦); TONG,Zhong-Hua(童中华)

    2002-01-01

    The four different schemes of Group Explicit Method (GEM): GER, GEL, SAGE and DAGE have been claimed to be unstable when employed for electrochemical digital simulations with large model diffusion coefficient DM@ However, in this investigation, in spite of the conditional stability of GER and GEL, the SAGE scheme, which is a combination of GEL and GER, was found to be unconditionally stable when used for simulations of electrochemical reaction-diffusions and had a performance comparable with or even better than the Fast Quasi Explicit Finite Difference Method (FQEFD) in srme aspects. Corresponding differential equations of SAGE scheme for digital simulations of various electrochemical mechanisms with both uniform and exponentially expanded space units were established. The effectiveness of the SAGE method was further demonstrated by the simulations of an EC and a catalytic mechanism with very large homogoneous rate constants.

  2. Single-cone real-space finite difference schemes for the Dirac von Neumann equation

    CERN Document Server

    Schreilechner, Magdalena

    2015-01-01

    Two finite difference schemes for the numerical treatment of the von Neumann equation for the (2+1)D Dirac Hamiltonian are presented. Both utilize a single-cone staggered space-time grid which ensures a single-cone energy dispersion to formulate a numerical treatment of the mixed-state dynamics within the von Neumann equation. The first scheme executes the time-derivative according to the product rule for "bra" and "ket" indices of the density operator. It therefore directly inherits all the favorable properties of the difference scheme for the pure-state Dirac equation and conserves positivity. The second scheme proposed here performs the time-derivative in one sweep. This direct scheme is investigated regarding stability and convergence. Both schemes are tested numerically for elementary simulations using parameters which pertain to topological insulator surface states. Application of the schemes to a Dirac Lindblad equation and real-space-time Green's function formulations are discussed.

  3. Weighted Average Finite Difference Methods for Fractional Reaction-Subdiffusion Equation

    Directory of Open Access Journals (Sweden)

    Nasser Hassen SWEILAM

    2014-04-01

    Full Text Available In this article, a numerical study for fractional reaction-subdiffusion equations is introduced using a class of finite difference methods. These methods are extensions of the weighted average methods for ordinary (non-fractional reaction-subdiffusion equations. A stability analysis of the proposed methods is given by a recently proposed procedure similar to the standard John von Neumann stability analysis. Simple and accurate stability criterion valid for different discretization schemes of the fractional derivative, arbitrary weight factor, and arbitrary order of the fractional derivative, are given and checked numerically. Numerical test examples, figures, and comparisons have been presented for clarity.doi:10.14456/WJST.2014.50

  4. Exact finite-size corrections for the spanning-tree model under different boundary conditions

    Science.gov (United States)

    Izmailian, N. Sh.; Kenna, R.

    2015-02-01

    We express the partition functions of the spanning tree on finite square lattices under five different sets of boundary conditions in terms of a principal partition function with twisted-boundary conditions. Based on these expressions, we derive the exact asymptotic expansions of the logarithm of the partition function for each case. We have also established several groups of identities relating spanning-tree partition functions for the different boundary conditions. We also explain an apparent discrepancy between logarithmic correction terms in the free energy for a two-dimensional spanning-tree model with periodic and free-boundary conditions and conformal field theory predictions. We have obtained corner free energy for the spanning tree under free-boundary conditions in full agreement with conformal field theory predictions.

  5. Incompressible turbulent flow calculation in body-fitted coordinates using block-implicit finite difference method

    Science.gov (United States)

    Hu, Zeming; Chen, Xuechun; Wu, Yulin

    The block-implicit finite-difference method is used to calculate 3D incompressible turbulent flows in the body-fitted coordinate system. In the numerical discretization the hybrid difference scheme is used to treat Reynolds-averaged Navier-Stokes equations. The iterative solution of velocities and pressure on the flow field is obtained by solving simultaneously the Reynolds-averaged N-S equations and continuity equation for each cell. In the iterative process the Gauss-Seidel method is used to solve nonlinear algebraic equations. The turbulent flow is simulated by the k-epsilon turbulence modeling in conjunction with Reynolds equations. The turbulent flow of a curved duct with square cross sections is treated in detail.

  6. THE UPWIND FINITE DIFFERENCE METHOD FOR MOVING BOUNDARY VALUE PROBLEM OF COUPLED SYSTEM

    Institute of Scientific and Technical Information of China (English)

    Yuan Yirang

    2011-01-01

    Coupled system of multilayer dynamics of fluids in porous media is to describe the history of oil-gas transport and accumulation in basin evolution. It is of great value in rational evaluation of prospecting and exploiting oil-gas resources. The mathematical model can be described as a coupled system of nonlinear partial differential equations with moving boundary values. The upwind finite difference schemes applicable to parallel arith- metic are put forward and two-dimensional and three-dimensional schemes are used to form a complete set. Some techniques, such as change of variables, calculus of variations, multiplicative commutation rule of difference operators, decomposition of high order dif- ference operators and prior estimates, are adopted. The estimates in 12 norm are derived to determine the error in the approximate solution. This method was already applied to the numerical simulation of migration-accumulation of oil resources.

  7. Hybrid Spectral Difference/Embedded Finite Volume Method for Conservation Laws

    CERN Document Server

    Choi, Jung J

    2014-01-01

    A novel hybrid spectral difference/embedded finite volume method is introduced in order to apply a discontinuous high-order method for large scale engineering applications involving discontinuities in flows with complex geometries. In the proposed hybrid approach, structured finite volume (FV) cells are embedded in hexahedral SD elements containing discontinuities, and FV based high-order shock-capturing scheme is employed to overcome Gibbs phenomenon. Thus, discontinuities are captured at the resolution of embedded FV cells within an SD element. In smooth flow regions, the SD method is chosen for its low numerical dissipation and computational efficiency preserving spectral-like solutions. The coupling between the SD elements and the elements with embedded FV cells are achieved by the mortar method. In this paper, the 5th-order WENO scheme with characteristic decomposition is employed as the shock-capturing scheme in the embedded FV cells, and the 5th-order SD method is used in the smooth flow field. The ord...

  8. FINITE DIFFERENCE ANALYSIS OF ACOUSTIC REFLECTION AND RADIATION FROM FLUID-LOADED PLATES

    Institute of Scientific and Technical Information of China (English)

    赵汉中

    2003-01-01

    A finite difference/boundary integral procedure to determine the acoustic reflected pressure from a fluid-loaded bi-laminate plate is described. The bi-laminate is composed of a piezoelectric layer and an elastic layer in contact with the fluid. The plate is either of finite length and held at its two ends in an acoustically hard baffle or of infinite length with periodically etched electrodes.In the numerical model, the fluid pressure at fluid/solid interface is replaced by a continuum of point sources weighted by the normal acceleration of the elastic plate, and the governing equation system is solved in the solid domain. It is demonstrated that an appropriate applied voltage potential across the baffled piezoelectric layer has the effect of cancelling the reflected pressure at any chosen field points,and a piecewise constant voltage potential with properly chosen amplitude and phase in the periodic structure has the effect of cancelling the fundamental propagating mode of the reflected waves.

  9. Transfer-matrix approach for finite-difference time-domain simulation of periodic structures.

    Science.gov (United States)

    Deinega, Alexei; Belousov, Sergei; Valuev, Ilya

    2013-11-01

    Optical properties of periodic structures can be calculated using the transfer-matrix approach, which establishes a relation between amplitudes of the wave incident on a structure with transmitted or reflected waves. The transfer matrix can be used to obtain transmittance and reflectance spectra of finite periodic structures as well as eigenmodes of infinite structures. Traditionally, calculation of the transfer matrix is performed in the frequency domain and involves linear algebra. In this work, we present a technique for calculation of the transfer matrix using the finite-difference time-domain (FDTD) method and show the way of its implementation in FDTD code. To illustrate the performance of our technique we calculate the transmittance spectra for opal photonic crystal slabs consisting of multiple layers of spherical scatterers. Our technique can be used for photonic band structure calculations. It can also be combined with existing FDTD methods for the analysis of periodic structures at an oblique incidence, as well as for modeling point sources in a periodic environment.

  10. Contact Stress Analysis for Gears of Different Helix Angle Using Finite Element Method

    Directory of Open Access Journals (Sweden)

    Patil Santosh

    2014-07-01

    Full Text Available The gear contact stress problem has been a great point of interest for many years, but still an extensive research is required to understand the various parameters affecting this stress. Among such parameters, helix angle is one which has played a crucial role in variation of contact stress. Numerous studies have been carried out on spur gear for contact stress variation. Hence, the present work is an attempt to study the contact stresses among the helical gear pairs, under static conditions, by using a 3D finite element method. The helical gear pairs on which the analysis is carried are 0, 5, 15, 25 degree helical gear sets. The Lagrange multiplier algorithm has been used between the contacting pairs to determine the stresses. The helical gear contact stress is evaluated using FE model and results have also been found at different coefficient of friction, varying from 0.0 to 0.3. The FE results have been further compared with the analytical calculations. The analytical calculations are based upon Hertz and AGMA equations, which are modified to include helix angle. The commercial finite element software was used in the study and it was shown that this approach can be applied to gear design efficiently. The contact stress results have shown a decreasing trend, with increase in helix angle.

  11. On-the-fly Numerical Surface Integration for Finite-Difference Poisson-Boltzmann Methods.

    Science.gov (United States)

    Cai, Qin; Ye, Xiang; Wang, Jun; Luo, Ray

    2011-11-01

    Most implicit solvation models require the definition of a molecular surface as the interface that separates the solute in atomic detail from the solvent approximated as a continuous medium. Commonly used surface definitions include the solvent accessible surface (SAS), the solvent excluded surface (SES), and the van der Waals surface. In this study, we present an efficient numerical algorithm to compute the SES and SAS areas to facilitate the applications of finite-difference Poisson-Boltzmann methods in biomolecular simulations. Different from previous numerical approaches, our algorithm is physics-inspired and intimately coupled to the finite-difference Poisson-Boltzmann methods to fully take advantage of its existing data structures. Our analysis shows that the algorithm can achieve very good agreement with the analytical method in the calculation of the SES and SAS areas. Specifically, in our comprehensive test of 1,555 molecules, the average unsigned relative error is 0.27% in the SES area calculations and 1.05% in the SAS area calculations at the grid spacing of 1/2Å. In addition, a systematic correction analysis can be used to improve the accuracy for the coarse-grid SES area calculations, with the average unsigned relative error in the SES areas reduced to 0.13%. These validation studies indicate that the proposed algorithm can be applied to biomolecules over a broad range of sizes and structures. Finally, the numerical algorithm can also be adapted to evaluate the surface integral of either a vector field or a scalar field defined on the molecular surface for additional solvation energetics and force calculations.

  12. GPU-accelerated 3D neutron diffusion code based on finite difference method

    Energy Technology Data Exchange (ETDEWEB)

    Xu, Q.; Yu, G.; Wang, K. [Dept. of Engineering Physics, Tsinghua Univ. (China)

    2012-07-01

    Finite difference method, as a traditional numerical solution to neutron diffusion equation, although considered simpler and more precise than the coarse mesh nodal methods, has a bottle neck to be widely applied caused by the huge memory and unendurable computation time it requires. In recent years, the concept of General-Purpose computation on GPUs has provided us with a powerful computational engine for scientific research. In this study, a GPU-Accelerated multi-group 3D neutron diffusion code based on finite difference method was developed. First, a clean-sheet neutron diffusion code (3DFD-CPU) was written in C++ on the CPU architecture, and later ported to GPUs under NVIDIA's CUDA platform (3DFD-GPU). The IAEA 3D PWR benchmark problem was calculated in the numerical test, where three different codes, including the original CPU-based sequential code, the HYPRE (High Performance Pre-conditioners)-based diffusion code and CITATION, were used as counterpoints to test the efficiency and accuracy of the GPU-based program. The results demonstrate both high efficiency and adequate accuracy of the GPU implementation for neutron diffusion equation. A speedup factor of about 46 times was obtained, using NVIDIA's Geforce GTX470 GPU card against a 2.50 GHz Intel Quad Q9300 CPU processor. Compared with the HYPRE-based code performing in parallel on an 8-core tower server, the speedup of about 2 still could be observed. More encouragingly, without any mathematical acceleration technology, the GPU implementation ran about 5 times faster than CITATION which was speeded up by using the SOR method and Chebyshev extrapolation technique. (authors)

  13. Finite Difference Solution of Response Time Delay of Magneto-rhelological Damper

    Institute of Scientific and Technical Information of China (English)

    ZOU Mingsong; HOU Baolin

    2009-01-01

    Magneto-rhelological(MR) dampers are devices that employ rheological fluids to modify their mechanical properties. Their mechanical simplicity, high dynamic range, lower power requirements, large force capacity, robustness and safe manner of operation in cases of failure have made them attractive devices for semi-active real-time control in civil, aerospace and automotive applications. Time response characteristic is one of the most important technical performances of MR dampers, and response time directly affects the control frequency, application range and the actual effect of MR dampers. In this study, one kind of finite difference solution for predicting the response time of magneto-rheological dampers from "off-state" to "on-state" is put forward. A laminar flow model is used to describe the flow in the MR valve, and a bi-viscous fluid flow model is utilized to describe the relationship of shear stress and shear rate of MR fluid. An explicit difference format is used to discretize the Novior-Stoks equation, and stability condition of this algorithm is built by Von-Neumann stability criterion. The pressure gradient along the flow duct is solved by a dichotomy algorithm with iteration, and the changing curve of the damping force versus time of MR damper is obtained as well. According to the abovementioned numerical algorithm, the damping forces versus time curves from "off-state" to "on-state" of a cylindrical piston type MR damper are computed. Moreover, the MR damper is installed in a material test system(MTS), the magnetic field in the wire circles of the MR damper is "triggered" when the MR damper is imposed to do a constant speed motion, and the damping force curves are recorded. The comparison between numerical results and experimental results indicates that this finite difference algorithm can be used to estimate the response time delay of MR dampers.

  14. 3-D thermal analysis using finite difference technique with finite element model for improved design of components of rocket engine turbomachines for Space Shuttle Main Engine SSME

    Science.gov (United States)

    Sohn, Kiho D.; Ip, Shek-Se P.

    1988-01-01

    Three-dimensional finite element models were generated and transferred into three-dimensional finite difference models to perform transient thermal analyses for the SSME high pressure fuel turbopump's first stage nozzles and rotor blades. STANCOOL was chosen to calculate the heat transfer characteristics (HTCs) around the airfoils, and endwall effects were included at the intersections of the airfoils and platforms for the steady-state boundary conditions. Free and forced convection due to rotation effects were also considered in hollow cores. Transient HTCs were calculated by taking ratios of the steady-state values based on the flow rates and fluid properties calculated at each time slice. Results are presented for both transient plots and three-dimensional color contour isotherm plots; they were also converted into universal files to be used for FEM stress analyses.

  15. 3-D thermal analysis using finite difference technique with finite element model for improved design of components of rocket engine turbomachines for Space Shuttle Main Engine SSME

    Science.gov (United States)

    Sohn, Kiho D.; Ip, Shek-Se P.

    1988-01-01

    Three-dimensional finite element models were generated and transferred into three-dimensional finite difference models to perform transient thermal analyses for the SSME high pressure fuel turbopump's first stage nozzles and rotor blades. STANCOOL was chosen to calculate the heat transfer characteristics (HTCs) around the airfoils, and endwall effects were included at the intersections of the airfoils and platforms for the steady-state boundary conditions. Free and forced convection due to rotation effects were also considered in hollow cores. Transient HTCs were calculated by taking ratios of the steady-state values based on the flow rates and fluid properties calculated at each time slice. Results are presented for both transient plots and three-dimensional color contour isotherm plots; they were also converted into universal files to be used for FEM stress analyses.

  16. The use of the Finite Element method for the earthquakes modelling in different geodynamic environments

    Science.gov (United States)

    Castaldo, Raffaele; Tizzani, Pietro

    2016-04-01

    Many numerical models have been developed to simulate the deformation and stress changes associated to the faulting process. This aspect is an important topic in fracture mechanism. In the proposed study, we investigate the impact of the deep fault geometry and tectonic setting on the co-seismic ground deformation pattern associated to different earthquake phenomena. We exploit the impact of the structural-geological data in Finite Element environment through an optimization procedure. In this framework, we model the failure processes in a physical mechanical scenario to evaluate the kinematics associated to the Mw 6.1 L'Aquila 2009 earthquake (Italy), the Mw 5.9 Ferrara and Mw 5.8 Mirandola 2012 earthquake (Italy) and the Mw 8.3 Gorkha 2015 earthquake (Nepal). These seismic events are representative of different tectonic scenario: the normal, the reverse and thrust faulting processes, respectively. In order to simulate the kinematic of the analyzed natural phenomena, we assume, under the plane stress approximation (is defined to be a state of stress in which the normal stress, sz, and the shear stress sxz and syz, directed perpendicular to x-y plane are assumed to be zero), the linear elastic behavior of the involved media. The performed finite element procedure consist of through two stages: (i) compacting under the weight of the rock successions (gravity loading), the deformation model reaches a stable equilibrium; (ii) the co-seismic stage simulates, through a distributed slip along the active fault, the released stresses. To constrain the models solution, we exploit the DInSAR deformation velocity maps retrieved by satellite data acquired by old and new generation sensors, as ENVISAT, RADARSAT-2 and SENTINEL 1A, encompassing the studied earthquakes. More specifically, we first generate 2D several forward mechanical models, then, we compare these with the recorded ground deformation fields, in order to select the best boundaries setting and parameters. Finally

  17. Finite difference method to find period-one gait cycles of simple passive walkers

    Science.gov (United States)

    Dardel, Morteza; Safartoobi, Masoumeh; Pashaei, Mohammad Hadi; Ghasemi, Mohammad Hassan; Navaei, Mostafa Kazemi

    2015-01-01

    Passive dynamic walking refers to a class of bipedal robots that can walk down an incline with no actuation or control input. These bipeds are sensitive to initial conditions due to their style of walking. According to small basin of attraction of passive limit cycles, it is important to start with an initial condition in the basin of attraction of stable walking (limit cycle). This paper presents a study of the simplest passive walker with point and curved feet. A new approach is proposed to find proper initial conditions for a pair of stable and unstable period-one gait limit cycles. This methodology is based on finite difference method which can solve the nonlinear differential equations of motion on a discrete time. Also, to investigate the physical configurations of the walkers and the environmental influence such as the slope angle, the parameter analysis is applied. Numerical simulations reveal the performance of the presented method in finding two stable and unstable gait patterns.

  18. Finite-Difference Time-Domain Simulation for Three-dimensional Polarized Light Imaging

    CERN Document Server

    Menzel, Miriam; De Raedt, Hans; Michielsen, Kristel

    2016-01-01

    Three-dimensional Polarized Light Imaging (3D-PLI) is a promising technique to reconstruct the nerve fiber architecture of human post-mortem brains from birefringence measurements of histological brain sections with micrometer resolution. To better understand how the reconstructed fiber orientations are related to the underlying fiber structure, numerical simulations are employed. Here, we present two complementary simulation approaches that reproduce the entire 3D-PLI analysis: First, we give a short review on a simulation approach that uses the Jones matrix calculus to model the birefringent myelin sheaths. Afterwards, we introduce a more sophisticated simulation tool: a 3D Maxwell solver based on a Finite-Difference Time-Domain algorithm that simulates the propagation of the electromagnetic light wave through the brain tissue. We demonstrate that the Maxwell solver is a valuable tool to better understand the interaction of polarized light with brain tissue and to enhance the accuracy of the fiber orientati...

  19. Multi-Dimensional High Order Essentially Non-Oscillatory Finite Difference Methods in Generalized Coordinates

    Science.gov (United States)

    Shu, Chi-Wang

    1998-01-01

    This project is about the development of high order, non-oscillatory type schemes for computational fluid dynamics. Algorithm analysis, implementation, and applications are performed. Collaborations with NASA scientists have been carried out to ensure that the research is relevant to NASA objectives. The combination of ENO finite difference method with spectral method in two space dimension is considered, jointly with Cai [3]. The resulting scheme behaves nicely for the two dimensional test problems with or without shocks. Jointly with Cai and Gottlieb, we have also considered one-sided filters for spectral approximations to discontinuous functions [2]. We proved theoretically the existence of filters to recover spectral accuracy up to the discontinuity. We also constructed such filters for practical calculations.

  20. Numerical modeling of skin tissue heating using the interval finite difference method.

    Science.gov (United States)

    Mochnacki, B; Belkhayat, Alicja Piasecka

    2013-09-01

    Numerical analysis of heat transfer processes proceeding in a nonhomogeneous biological tissue domain is presented. In particular, the skin tissue domain subjected to an external heat source is considered. The problem is treated as an axially-symmetrical one (it results from the mathematical form of the function describing the external heat source). Thermophysical parameters of sub-domains (volumetric specific heat, thermal conductivity, perfusion coefficient etc.) are given as interval numbers. The problem discussed is solved using the interval finite difference method basing on the rules of directed interval arithmetic, this means that at the stage of FDM algorithm construction the mathematical manipulations are realized using the interval numbers. In the final part of the paper the results of numerical computations are shown, in particular the problem of admissible thermal dose is analyzed.

  1. A finite difference method for the design of gradient coils in MRI--an initial framework.

    Science.gov (United States)

    Zhu, Minhua; Xia, Ling; Liu, Feng; Zhu, Jianfeng; Kang, Liyi; Crozier, Stuart

    2012-09-01

    This paper proposes a finite-difference (FD)-based method for the design of gradient coils in MRI. The design method first uses the FD approximation to describe the continuous current density of the coil space and then employs the stream function method to extract the coil patterns. During the numerical implementation, a linear equation is constructed and solved using a regularization scheme. The algorithm details have been exemplified through biplanar and cylindrical gradient coil design examples. The design method can be applied to unusual coil designs such as ultrashort or dedicated gradient coils. The proposed gradient coil design scheme can be integrated into a FD-based electromagnetic framework, which can then provide a unified computational framework for gradient and RF design and patient-field interactions.

  2. Computation of the acoustic radiation force using the finite-difference time-domain method.

    Science.gov (United States)

    Cai, Feiyan; Meng, Long; Jiang, Chunxiang; Pan, Yu; Zheng, Hairong

    2010-10-01

    The computational details related to calculating the acoustic radiation force on an object using a 2-D grid finite-difference time-domain method (FDTD) are presented. The method is based on propagating the stress and velocity fields through the grid and determining the energy flow with and without the object. The axial and radial acoustic radiation forces predicted by FDTD method are in excellent agreement with the results obtained by analytical evaluation of the scattering method. In particular, the results indicate that it is possible to trap the steel cylinder in the radial direction by optimizing the width of Gaussian source and the operation frequency. As the sizes of the relating objects are smaller than or comparable to wavelength, the algorithm presented here can be easily extended to 3-D and include torque computation algorithms, thus providing a highly flexible and universally usable computation engine.

  3. Low-dispersion finite difference methods for acoustic waves in a pipe

    Science.gov (United States)

    Davis, Sanford

    1991-01-01

    A new algorithm for computing one-dimensional acoustic waves in a pipe is demonstrated by solving the acoustic equations as an initial-boundary-value problem. Conventional dissipation-free second-order finite difference methods suffer severe phase distortion for grids with less that about ten mesh points per wavelength. Using the signal generation by a piston in a duct as an example, transient acoustic computations are presented using a new compact three-point algorithm which allows about 60 percent fewer mesh points per wavelength. Both pulse and harmonic excitation are considered. Coupling of the acoustic signal with the pipe resonant modes is shown to generate a complex transient wave with rich harmonic content.

  4. Solution of nonlinear finite difference ocean models by optimization methods with sensitivity and observational strategy analysis

    Science.gov (United States)

    Schroeter, Jens; Wunsch, Carl

    1986-01-01

    The paper studies with finite difference nonlinear circulation models the uncertainties in interesting flow properties, such as western boundary current transport, potential and kinetic energy, owing to the uncertainty in the driving surface boundary condition. The procedure is based upon nonlinear optimization methods. The same calculations permit quantitative study of the importance of new information as a function of type, region of measurement and accuracy, providing a method to study various observing strategies. Uncertainty in a model parameter, the bottom friction coefficient, is studied in conjunction with uncertain measurements. The model is free to adjust the bottom friction coefficient such that an objective function is minimized while fitting a set of data to within prescribed bounds. The relative importance of the accuracy of the knowledge about the friction coefficient with respect to various kinds of observations is then quantified, and the possible range of the friction coefficients is calculated.

  5. Full-vectorial analysis of optical waveguides by the finite difference method based on polynomial interpolation

    Institute of Scientific and Technical Information of China (English)

    Xiao Jin-Biao; Zhang Ming-De; Sun Xiao-Han

    2006-01-01

    Based on the polynomial interpolation, a new finite difference (FD) method in solving the full-vectorial guidedmodes for step-index optical waveguides is proposed. The discontinuities of the normal components of the electric field across abrupt dielectric interfaces are considered in the absence of the limitations of scalar and semivectorial approximation, and the present FD scheme can be applied to both uniform and non-uniform mesh grids. The modal propagation constants and field distributions for buried rectangular waveguides and optical rib waveguides are presented. The hybrid nature of the vectorial modes is demonstrated and the singular behaviours of the minor field components in the corners are observed. Moreover, solutions are in good agreement with those published early, which tests the validity of the present approach.

  6. Finite Difference Approach for Estimating the Thermal Conductivity by 6-point Crank-Nicolson Scheme

    Institute of Scientific and Technical Information of China (English)

    SU Ya-xin; YANG Xiang-xiang

    2005-01-01

    Based on inverse heat conduction theory, a theoretical model using 6-point Crank-Nicolson finite difference scheme was used to calculate the thermal conductivity from temperature distribution, which can be measured experimentally. The method is a direct approach of second-order and the key advantage of the present method is that it is not required a priori knowledge of the functional form of the unknown thermal conductivity in the calculation and the thermal parameters are estimated only according to the known temperature distribution. Two cases were numerically calculated and the influence of experimental deviation on the precision of this method was discussed. The comparison of numerical and analytical results showed good agreement.

  7. A FINITE DIFFERENCE METHOD FOR THE ONE-DIMENSIONAL VARIATIONAL BOUSSINESQ EQUATIONS

    Directory of Open Access Journals (Sweden)

    A. Suryanto

    2012-06-01

    Full Text Available The variational Boussinesq equations derived by Klopman et. al. (2005 con-verse mass, momentum and positive-definite energy. Moreover, they were shown to have significantly improved frequency dispersion characteristics, making it suitable for wave simulation from relatively deep to shallow water. In this paper we develop a numerica lcode for the variational Boussinesq equations. This code uses a fourth-order predictor-corrector method for time derivatives and fourth-order finite difference method for the first-order spatial derivatives. The numerical method is validated against experimen-tal data for one-dimensional nonlinear wave transformation problems. Furthermore, the method is used to illustrate the dispersive effects on tsunami-type of wave propagation.

  8. Upwind finite difference method for miscible oil and water displacement problem with moving boundary values

    Institute of Scientific and Technical Information of China (English)

    Yi-rang YUAN; Chang-feng LI; Cheng-shun YANG; Yu-ji HAN

    2009-01-01

    The research of the miscible oil and water displacement problem with moving boundary values is of great value to the history of oil-gas transport and accumulation in the basin evolution as well as to the rational evaluation in prospecting and exploiting oil-gas resources. The mathematical model can be described as a coupled system of nonlinear partial differential equations with moving boundary values. For the two-dimensional bounded region, the upwind finite difference schemes are proposed. Some techniques, such as the calculus of variations, the change of variables, and the theory of a priori estimates, are used. The optimal order l2-norm estimates are derived for the errors in the approximate solutions. The research is important both theoretically and practically for the model analysis in the field, the model numerical method, and the software development.

  9. Linear and nonlinear Stability analysis for finite difference discretizations of higher order Boussinesq equations

    DEFF Research Database (Denmark)

    Fuhrmann, David R.; Bingham, Harry B.; Madsen, Per A.;

    2004-01-01

    This paper considers a method of lines stability analysis for finite difference discretizations of a recently published Boussinesq method for the study of highly nonlinear and extremely dispersive water waves. The analysis demonstrates the near-equivalence of classical linear Fourier (von Neumann......) techniques with matrix-based methods for formulations in both one and two horizontal dimensions. The matrix-based method is also extended to show the local de-stabilizing effects of the nonlinear terms, as well as the stabilizing effects of numerical dissipation. A comparison of the relative stability...... moderately non-normal, suggesting that the eigenvalues are likely suitable for analysis purposes. Numerical experiments demonstrate excellent agreement with the linear analysis, and good qualitative agreement with the local nonlinear analysis. The various methods of analysis combine to provide significant...

  10. An energy conserving finite-difference model of Maxwell's equations for soliton propagation

    CERN Document Server

    Bachiri, H; Vázquez, L

    1997-01-01

    We present an energy conserving leap-frog finite-difference scheme for the nonlinear Maxwell's equations investigated by Hile and Kath [C.V.Hile and W.L.Kath, J.Opt.Soc.Am.B13, 1135 (96)]. The model describes one-dimensional scalar optical soliton propagation in polarization preserving nonlinear dispersive media. The existence of a discrete analog of the underlying continuous energy conservation law plays a central role in the global accuracy of the scheme and a proof of its generalized nonlinear stability using energy methods is given. Numerical simulations of initial fundamental, second and third-order hyperbolic secant soliton pulses of fixed spatial full width at half peak intensity containing as few as 4 and 8 optical carrier wavelengths, confirm the stability, accuracy and efficiency of the algorithm. The effect of a retarded nonlinear response time of the media modeling Raman scattering is under current investigation in this context.

  11. Study Notes on Numerical Solutions of the Wave Equation with the Finite Difference Method

    CERN Document Server

    Adib, A B

    2000-01-01

    In this introductory work I will present the Finite Difference method for hyperbolic equations, focusing on a method which has second order precision both in time and space (the so-called leap-frog method) and applying it to the case of the 1d and 2d wave equation. A brief derivation of the energy and equation of motion of a wave is done before the numerical part in order to make the transition from the continuum to the lattice clearer. To illustrate the extension of the method to more complex equations, I also add dissipative terms of the kind $-\\eta \\dot{u}$ into the equations. The von Neumann numerical stability analysis and the Courant criterion, two of the most popular in the literature, are briefly discussed. In the end I present some numerical results obtained with the leap-frog algorithm, illustrating the importance of the lattice resolution through energy plots.

  12. A 3D staggered-grid finite difference scheme for poroelastic wave equation

    Science.gov (United States)

    Zhang, Yijie; Gao, Jinghuai

    2014-10-01

    Three dimensional numerical modeling has been a viable tool for understanding wave propagation in real media. The poroelastic media can better describe the phenomena of hydrocarbon reservoirs than acoustic and elastic media. However, the numerical modeling in 3D poroelastic media demands significantly more computational capacity, including both computational time and memory. In this paper, we present a 3D poroelastic staggered-grid finite difference (SFD) scheme. During the procedure, parallel computing is implemented to reduce the computational time. Parallelization is based on domain decomposition, and communication between processors is performed using message passing interface (MPI). Parallel analysis shows that the parallelized SFD scheme significantly improves the simulation efficiency and 3D decomposition in domain is the most efficient. We also analyze the numerical dispersion and stability condition of the 3D poroelastic SFD method. Numerical results show that the 3D numerical simulation can provide a real description of wave propagation.

  13. Dispersive finite-difference time-domain (FDTD) analysis of the elliptic cylindrical cloak

    Energy Technology Data Exchange (ETDEWEB)

    Lee, Y. Y.; Ahn, D. [University of Seoul, Seoul (Korea, Republic of)

    2012-05-15

    A dispersive full-wave finite-difference time-domain (FDTD) model is used to calculate the performance of elliptic cylindrical cloaking devices. The permittivity and the permeability tensors for the cloaking structure are derived by using an effective medium approach in general relativity. The elliptic cylindrical invisibility devices are found to show imperfect cloaking, and the cloaking performance is found to depend on the polarization of the incident waves, the direction of the propagation of those waves, the semi-focal distances and the loss tangents of the meta-material. When the semifocal distance of the elliptic cylinder decreases, the performance of the cloaking becomes very good, with neither noticeable scatterings nor field penetrations. For a larger semi-focal distance, only the TM wave with a specific propagation direction shows good cloaking performance. Realistic cloaking materials with loss still show a cloak that is working, but attenuated back-scattering waves exist.

  14. Finite difference time domain method forward simulation of complex geoelectricity ground penetrating radar model

    Institute of Scientific and Technical Information of China (English)

    DAI Qian-wei; FENG De-shan; HE Ji-shan

    2005-01-01

    The ground penetrating radar(GPR) forward simulation all aims at the singular and regular models, such as sandwich model, round cavity, square cavity, and so on, which are comparably simple. But as to the forward of curl interface underground or "v" figure complex model, it is difficult to realize. So it is important to forward the complex geoelectricity model. This paper takes two Maxwell's vorticity equations as departure point, makes use of the principles of Yee's space grid model theory and the basic principle finite difference time domain method, and deduces a GPR forward system of equation of two dimensional spaces. The Mur super absorbed boundary condition is adopted to solve the super strong reflection on the interceptive boundary when there is the forward simulation. And a self-made program is used to process forward simulation to two typical geoelectricity model.

  15. Finite-Difference Simulation of Elastic Wave with Separation in Pure P- and S-Modes

    Directory of Open Access Journals (Sweden)

    Ke-Yang Chen

    2014-01-01

    Full Text Available Elastic wave equation simulation offers a way to study the wave propagation when creating seismic data. We implement an equivalent dual elastic wave separation equation to simulate the velocity, pressure, divergence, and curl fields in pure P- and S-modes, and apply it in full elastic wave numerical simulation. We give the complete derivations of explicit high-order staggered-grid finite-difference operators, stability condition, dispersion relation, and perfectly matched layer (PML absorbing boundary condition, and present the resulting discretized formulas for the proposed elastic wave equation. The final numerical results of pure P- and S-modes are completely separated. Storage and computing time requirements are strongly reduced compared to the previous works. Numerical testing is used further to demonstrate the performance of the presented method.

  16. Mathematical stencil and its application in finite difference approximation to the Poisson equation

    Institute of Scientific and Technical Information of China (English)

    FENG Hui; ZHANG Baolin; LIU Yang

    2005-01-01

    The concept of mathematical stencil and the strategy of stencil elimination for solving the finite difference equation is presented, and then a new type of the iteration algorithm is established for the Poisson equation. The new algorithm has not only the obvious property of parallelism, but also faster convergence rate than that of the classical Jacobi iteration. Numerical experiments show that the time for the new algorithm is less than that of Jacobi and Gauss-Seidel methods to obtain the same precision, and the computational velocity increases obviously when the new iterative method, instead of Jacobi method, is applied to polish operation in multi-grid method, furthermore, the polynomial acceleration method is still applicable to the new iterative method.

  17. Efficient Non-Uniform Orthogonal Mesh Generation Algorithm for Cylindrical Finite Difference Time Domain Applications

    Institute of Scientific and Technical Information of China (English)

    ZHOU Guoxiang; CHEN Yinchao; SHEN Guoqiang

    2001-01-01

    The paper presents an efficient andfast non-uniform, orthogonal mesh generation algo-rithm for the analysis and design of cylindrical mi-crowave devices and integrated circuits using thecylindrical finite-difference time-domain (CFDTD)methods. By using this algorithm, we can easily gen-erate a suitable CFDTD grid fitting for the devel-oped CFDTD Maxwell's solver. In the paper, wewill introduce in detail the algorithm and the graph-ical functions of the corresponding software package,CylinMesh. In addition, we will illustrate the algo-rithm by demonstrating various one, two, and three-dimensional grid patterns for a double-layered cylin-drical microstrip stepped-impedance low pass filter.

  18. The analysis of reactively loaded microstrip antennas by finite difference time domain modelling

    Science.gov (United States)

    Hilton, G. S.; Beach, M. A.; Railton, C. J.

    1990-01-01

    In recent years, much interest has been shown in the use of printed circuit antennas in mobile satellite and communications terminals at microwave frequencies. Although such antennas have many advantages in weight and profile size over more conventional reflector/horn configurations, they do, however, suffer from an inherently narrow bandwidth. A way of optimizing the bandwidth of such antennas by an electronic tuning technique using a loaded probe mounted within the antenna structure is examined, and the resulting far-field radiation patterns are shown. Simulation results from a 2D finite difference time domain (FDTD) model for a rectangular microstrip antenna loaded with shorting pins are given and compared to results obtained with an actual antenna. It is hoped that this work will result in a design package for the analysis of microstrip patch antenna elements.

  19. The mimetic finite difference method for the Landau-Lifshitz equation

    Science.gov (United States)

    Kim, Eugenia; Lipnikov, Konstantin

    2017-01-01

    The Landau-Lifshitz equation describes the dynamics of the magnetization inside ferromagnetic materials. This equation is highly nonlinear and has a non-convex constraint (the magnitude of the magnetization is constant) which poses interesting challenges in developing numerical methods. We develop and analyze explicit and implicit mimetic finite difference schemes for this equation. These schemes work on general polytopal meshes which provide enormous flexibility to model magnetic devices with various shapes. A projection on the unit sphere is used to preserve the magnitude of the magnetization. We also provide a proof that shows the exchange energy is decreasing in certain conditions. The developed schemes are tested on general meshes that include distorted and randomized meshes. The numerical experiments include a test proposed by the National Institute of Standard and Technology and a test showing formation of domain wall structures in a thin film.

  20. Modeling laser-induced periodic surface structures: Finite-difference time-domain feedback simulations

    Energy Technology Data Exchange (ETDEWEB)

    Skolski, J. Z. P., E-mail: j.z.p.skolski@utwente.nl; Vincenc Obona, J. [Materials innovation institute M2i, Faculty of Engineering Technology, Chair of Applied Laser Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Römer, G. R. B. E.; Huis in ' t Veld, A. J. [Faculty of Engineering Technology, Chair of Applied Laser Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands)

    2014-03-14

    A model predicting the formation of laser-induced periodic surface structures (LIPSSs) is presented. That is, the finite-difference time domain method is used to study the interaction of electromagnetic fields with rough surfaces. In this approach, the rough surface is modified by “ablation after each laser pulse,” according to the absorbed energy profile, in order to account for inter-pulse feedback mechanisms. LIPSSs with a periodicity significantly smaller than the laser wavelength are found to “grow” either parallel or orthogonal to the laser polarization. The change in orientation and periodicity follow from the model. LIPSSs with a periodicity larger than the wavelength of the laser radiation and complex superimposed LIPSS patterns are also predicted by the model.

  1. Modeling laser-induced periodic surface structures: Finite-difference time-domain feedback simulations

    Science.gov (United States)

    Skolski, J. Z. P.; Römer, G. R. B. E.; Vincenc Obona, J.; Huis in't Veld, A. J.

    2014-03-01

    A model predicting the formation of laser-induced periodic surface structures (LIPSSs) is presented. That is, the finite-difference time domain method is used to study the interaction of electromagnetic fields with rough surfaces. In this approach, the rough surface is modified by "ablation after each laser pulse," according to the absorbed energy profile, in order to account for inter-pulse feedback mechanisms. LIPSSs with a periodicity significantly smaller than the laser wavelength are found to "grow" either parallel or orthogonal to the laser polarization. The change in orientation and periodicity follow from the model. LIPSSs with a periodicity larger than the wavelength of the laser radiation and complex superimposed LIPSS patterns are also predicted by the model.

  2. An Efficient Finite Difference Method for Parameter Sensitivities of Continuous Time Markov Chains

    CERN Document Server

    Anderson, David F

    2011-01-01

    We present an efficient finite difference method for the computation of parameter sensitivities for a wide class of continuous time Markov chains. The motivating class of models, and the source of our examples, are the stochastic chemical kinetic models commonly used in the biosciences, though other natural application areas include population processes and queuing networks. The method is essentially derived by making effective use of the random time change representation of Kurtz, and is no harder to implement than any standard continuous time Markov chain algorithm, such as "Gillespie's algorithm" or the next reaction method. Further, the method is analytically tractable, and, for a given number of realizations of the stochastic process, produces an estimator with substantially lower variance than that obtained using other common methods. Therefore, the computational complexity required to solve a given problem is lowered greatly. In this work, we present the method together with the theoretical analysis de...

  3. GPU-acceleration of parallel unconditionally stable group explicit finite difference method

    CERN Document Server

    Parand, K; Hossayni, Sayyed A

    2013-01-01

    Graphics Processing Units (GPUs) are high performance co-processors originally intended to improve the use and quality of computer graphics applications. Since researchers and practitioners realized the potential of using GPU for general purpose, their application has been extended to other fields out of computer graphics scope. The main objective of this paper is to evaluate the impact of using GPU in solution of the transient diffusion type equation by parallel and stable group explicit finite difference method. To accomplish that, GPU and CPU-based (multi-core) approaches were developed. Moreover, we proposed an optimal synchronization arrangement for its implementation pseudo-code. Also, the interrelation of GPU parallel programming and initializing the algorithm variables was discussed, using numerical experiences. The GPU-approach results are faster than a much expensive parallel 8-thread CPU-based approach results. The GPU, used in this paper, is an ordinary laptop GPU (GT 335M) and is accessible for e...

  4. Finite difference method and analysis for three-dimensional semiconductor device of heat conduction

    Institute of Scientific and Technical Information of China (English)

    袁益让

    1996-01-01

    The mathematical model of the three-dimensional semiconductor devices of heat conduction is described by a system of four quasilinear partial differential equations for initial boundary value problem. One equation in elliptic form is for the electric potential; two equations of convection-dominated diffusion type are for the electron and hole concentration; and one heat conduction equation is for temperature. Characteristic finite difference schemes for two kinds of boundary value problems are put forward. By using the thick and thin grids to form a complete set and treating the product threefold-quadratic interpolation, variable time step method with the boundary condition, calculus of variations and the theory of prior estimates and techniques, the optimal error estimates in L2 norm are derived in the approximate solutions.

  5. Simulation of acoustic streaming by means of the finite-difference time-domain method

    DEFF Research Database (Denmark)

    Santillan, Arturo Orozco

    2012-01-01

    Numerical simulations of acoustic streaming generated by a standing wave in a narrow twodimensional cavity are presented. In this case, acoustic streaming arises from the viscous boundary layers set up at the surfaces of the walls. It is known that streaming vortices inside the boundary layer have...... directions of rotation that are opposite to those of the outer streaming vortices (Rayleigh streaming). The general objective of the work described in this paper has been to study the extent to which it is possible to simulate both the outer streaming vortices and the inner boundary layer vortices using...... the finite-difference time-domain method. To simplify the problem, thermal effects are not considered. The motivation of the described investigation has been the possibility of using the numerical method to study acoustic streaming, particularly under non-steady conditions. Results are discussed for channels...

  6. Full-wave finite-difference time-domain simulation of electromagnetic cloaking structures.

    Science.gov (United States)

    Zhao, Yan; Argyropoulos, Christos; Hao, Yang

    2008-04-28

    This paper proposes a radial dependent dispersive finite-difference time-domain method for the modeling of electromagnetic cloaking structures. The permittivity and permeability of the cloak are mapped to the Drude dispersion model and taken into account in dispersive FDTD simulations. Numerical simulations demonstrate that under ideal conditions, objects placed inside the cloak are 'invisible' to external electromagnetic fields. However for the simplified cloak based on linear transformations, the back scattering has a similar level to the case of a PEC cylinder without any cloak, rendering the object still being 'visible'. It is also demonstrated numerically that the simplified cloak based on high-order transformations can indeed improve the cloaking performance.

  7. Finite-difference simulation and visualization of elastodynamics in time-evolving generalized curvilinear coordinates

    Science.gov (United States)

    Kaul, Upender K. (Inventor)

    2009-01-01

    Modeling and simulation of free and forced structural vibrations is essential to an overall structural health monitoring capability. In the various embodiments, a first principles finite-difference approach is adopted in modeling a structural subsystem such as a mechanical gear by solving elastodynamic equations in generalized curvilinear coordinates. Such a capability to generate a dynamic structural response is widely applicable in a variety of structural health monitoring systems. This capability (1) will lead to an understanding of the dynamic behavior of a structural system and hence its improved design, (2) will generate a sufficiently large space of normal and damage solutions that can be used by machine learning algorithms to detect anomalous system behavior and achieve a system design optimization and (3) will lead to an optimal sensor placement strategy, based on the identification of local stress maxima all over the domain.

  8. Application of finite difference method in the study of diffusion with chemical kinetics of first order

    Directory of Open Access Journals (Sweden)

    Beltrán-Prieto Juan Carlos

    2016-01-01

    Full Text Available The mathematical modelling of diffusion of a bleaching agent into a porous material is studied in the present paper. Law of mass conservation was applied to analize the mass transfer of a reactant from the bulk into the external surface of a solid geometrically described as a flat plate. After diffusion of the reactant, surface reaction following kinetics of first order was considered to take place. The solution of the differential equation that described the process leaded to an equation that represents the concentration profile in function of distance, porosity and Thiele modulus. The case of interfacial mass resistance is also discused. In this case, finite difference method was used for the solution of the differential equation taking into account the respective boundary conditions. The profile of concentration can be obtained after numerical especification of Thiele modulus and Biot number.

  9. Analysis and modeling of different topologies for linear switched reluctance motor using finite element method

    Directory of Open Access Journals (Sweden)

    Babak Ganji

    2016-09-01

    Full Text Available In the present paper, an electromagnetic simulation model is introduced for the conventional type of linear switched reluctance motor (LSRM in which the dynamic characteristics of the motor are predicted precisely by carrying out 2D finite element (FE transient analysis using ANSYS FE package. The simulation model is created totally in ANSYS parametric design language (APDL as a parametric model and it can be used easily for different designs of the conventional LSRMs. Introducing linear switched reluctance motor with segmental translator as a new type of LSRM, performance principles and design criteria are presented for two various topologies of this motor. Carrying out 2D FE transient analysis, dynamic characteristics of these two motors are predicted and compared to those obtained for the conventional LSRM.

  10. Numerical simulation of the second-order Stokes theory using finite difference method

    Directory of Open Access Journals (Sweden)

    M.A. Maâtoug

    2016-09-01

    Full Text Available The nonlinear water waves problem is of great importance because, according to the mechanical modeling of this problem, a relationship exists between the potential flow and pressure exerted by water waves. The difficulty of this problem comes not only from the fact that the kinematic and dynamic conditions are nonlinear in relation to the velocity potential, but especially because they are applied at an unknown and variable free surface. To overcome this difficulty, Stokes used an approach consisting of perturbations series around the still water level to develop a nonlinear theory. This paper deals with computation of the second-order Stokes theory in order to simulate the potential flow and the surface elevation and then to deduct the pressure loads. The Crank–Nicholson scheme and the finite difference method are used. The modeling accuracy was proved and is of order two in time and in space. Some computational results are presented and discussed.

  11. Thermal Analysis of Ball screw Systems by Explicit Finite Difference Method

    Energy Technology Data Exchange (ETDEWEB)

    Min, Bog Ki [Hanyang Univ., Seoul (Korea, Republic of); Park, Chun Hong; Chung, Sung Chong [KIMM, Daejeon (Korea, Republic of)

    2016-01-15

    Friction generated from balls and grooves incurs temperature rise in the ball screw system. Thermal deformation due to the heat degrades positioning accuracy of the feed drive system. To compensate for the thermal error, accurate prediction of the temperature distribution is required first. In this paper, to predict the temperature distribution according to the rotational speed, solid and hollow cylinders are applied for analysis of the ball screw shaft and nut, respectively. Boundary conditions such as the convective heat transfer coefficient, friction torque, and thermal contact conductance (TCC) between balls and grooves are formulated according to operating and fabrication conditions of the ball screw. Explicit FDM (finite difference method) is studied for development of a temperature prediction simulator. Its effectiveness is verified through numerical analysis.

  12. ESTIMATING THE PARAMETER DELTA IN THE BLACK MODEL USING THE FINITE DIFFERENCE METHOD FOR FUTURES OPTIONS

    Directory of Open Access Journals (Sweden)

    Lucia Švábová

    2015-09-01

    Full Text Available Financial derivatives are a widely used tool for investors to hedge against the risk caused by changes in asset prices in the financial markets. A usual type of hedging derivative is an asset option. In case of unexpected changes in asset prices, in the investment portfolio, the investor will exercise the option to eliminate losses resulting from these changes. Therefore, it is necessary to include the options in the investor´s portfolio in such a ratio that the losses caused by decreasing of assets prices will be covered by profits from those options. Futures option is a type of call or put option to buy or to sell an option contract at a designated strike price. The change in price of the underlying assets or underlying futures contract causes a change in the prices of options themselves. For investor exercising option as a tool for risk insurance, it is important to quantify these changes. The dependence of option price changes, on the underlying asset or futures option price changes, can be expressed by the parameter delta. The value of delta determines the composition of the portfolio to be risk-neutral. The parameter delta is calculated as a derivation of the option price with respect to the price of the underlying asset, if the option price formula exists. But for some types of more complex options, the analytical formula does not exist, so calculation of delta by derivation is not possible. However, it is possible to estimate the value of delta numerically using the principles of the numerical method called “Finite Difference Method.” In the paper the parameter delta for a Futures call option calculated from the analytical formula and estimated from the Finite difference method are compared.

  13. Implicit predictor-corrector central finite difference scheme for the equations of magnetohydrodynamic simulations

    Science.gov (United States)

    Tsai, T. C.; Yu, H.-S.; Hsieh, M.-S.; Lai, S. H.; Yang, Y.-H.

    2015-11-01

    Nowadays most of supercomputers are based on the frame of PC cluster; therefore, the efficiency of parallel computing is of importance especially with the increasing computing scale. This paper proposes a high-order implicit predictor-corrector central finite difference (iPCCFD) scheme and demonstrates its high efficiency in parallel computing. Of special interests are the large scale numerical studies such as the magnetohydrodynamic (MHD) simulations in the planetary magnetosphere. An iPCCFD scheme is developed based on fifth-order central finite difference method and fourth-order implicit predictor-corrector method in combination with elimination-of-the-round-off-errors (ERE) technique. We examine several numerical studies such as one-dimensional Brio-Wu shock tube problem, two-dimensional Orszag-Tang vortex system, vortex type K-H instability, kink type K-H instability, field loop advection, and blast wave. All the simulation results are consistent with many literatures. iPCCFD can minimize the numerical instabilities and noises along with the additional diffusion terms. All of our studies present relatively small numerical errors without employing any divergence-free reconstruction. In particular, we obtain fairly stable results in the two-dimensional Brio-Wu shock tube problem which well conserves ∇ ṡ B = 0 throughout the simulation. The ERE technique removes the accumulation of roundoff errors in the uniform or non-disturbed system. We have also shown that iPCCFD is characterized by the high order of accuracy and the low numerical dissipation in the circularly polarized Alfvén wave tests. The proposed iPCCFD scheme is a parallel-efficient and high precision numerical scheme for solving the MHD equations in hyperbolic conservation systems.

  14. Field Test of a Hybrid Finite-Difference and Analytic Element Regional Model.

    Science.gov (United States)

    Abrams, D B; Haitjema, H M; Feinstein, D T; Hunt, R J

    2016-01-01

    Regional finite-difference models often have cell sizes that are too large to sufficiently model well-stream interactions. Here, a steady-state hybrid model is applied whereby the upper layer or layers of a coarse MODFLOW model are replaced by the analytic element model GFLOW, which represents surface waters and wells as line and point sinks. The two models are coupled by transferring cell-by-cell leakage obtained from the original MODFLOW model to the bottom of the GFLOW model. A real-world test of the hybrid model approach is applied on a subdomain of an existing model of the Lake Michigan Basin. The original (coarse) MODFLOW model consists of six layers, the top four of which are aggregated into GFLOW as a single layer, while the bottom two layers remain part of MODFLOW in the hybrid model. The hybrid model and a refined "benchmark" MODFLOW model simulate similar baseflows. The hybrid and benchmark models also simulate similar baseflow reductions due to nearby pumping when the well is located within the layers represented by GFLOW. However, the benchmark model requires refinement of the model grid in the local area of interest, while the hybrid approach uses a gridless top layer and is thus unaffected by grid discretization errors. The hybrid approach is well suited to facilitate cost-effective retrofitting of existing coarse grid MODFLOW models commonly used for regional studies because it leverages the strengths of both finite-difference and analytic element methods for predictions in mildly heterogeneous systems that can be simulated with steady-state conditions.

  15. Stress distribution around osseointegrated implants with different internal-cone connections: photoelastic and finite element analysis.

    Science.gov (United States)

    Anami, Lilian Costa; da Costa Lima, Júlia Magalhães; Takahashi, Fernando Eidi; Neisser, Maximiliano Piero; Noritomi, Pedro Yoshito; Bottino, Marco Antonio

    2015-04-01

    The goal of this study was to evaluate the distribution of stresses generated around implants with different internal-cone abutments by photoelastic (PA) and finite element analysis (FEA). For FEA, implant and abutments with different internal-cone connections (H- hexagonal and S- solid) were scanned, 3D meshes were modeled and objects were loaded with computer software. Trabecular and cortical bones and photoelastic resin blocks were simulated. The PA was performed with photoelastic resin blocks where implants were included and different abutments were bolted. Specimens were observed in the circular polariscope with the application device attached, where loads were applied on same conditions as FEA. FEA images showed very similar stress distribution between two models with different abutments. Differences were observed between stress distribution in bone and resin blocks; PA images resembled those obtained on resin block FEA. PA images were also quantitatively analyzed by comparing the values assigned to fringes. It was observed that S abutment distributes loads more evenly to bone adjacent to an implant when compared to H abutment, for both analysis methods used. It was observed that the PA has generated very similar results to those obtained in FEA with the resin block.

  16. Finite element analysis of multi-piece post-crown restoration using different types of adhesives

    Institute of Scientific and Technical Information of China (English)

    Lin-Wei Lu; Guang-Wei Meng; Zhi-Hui Liu

    2013-01-01

    The multi-piece post-crown technique is more effective in restoring residual root than other restoration techniques. Various types of adhesives have different material properties that affect restoration. Therefore, the choice of adhesive is particularly important for patients. However, the effect of different kinds of adhesives was not too precise by experimental methods when concerning about individual differences of teeth. One tooth root can only be restored with one type of adhesive in experiment. After the mechanical test, this tooth root cannot be restored with other adhesives. With the help of medical imaging technology, reverse engineering and finite element analysis, a molar model can be reconstructed precisely and restored using different types of adhesives. The same occlusal and chewing loads were exerted on the same restored residual root models with different types of adhesives separately. Results of von Mises stress analysis showed that the adhesives with low Young’s modulus can protect the root canal effectively. However, a root canal concentration is apparently produced around the root canal orifice when chewing. Adhesives with large Young’s modulus can buffer the stress concentration of the root canal orifice. However, the root canal tissue may be destroyed because the adhesive is too hard to buffer the load.

  17. Numerical simulation of standing wave with 3D predictor-corrector finite difference method for potential flow equations

    Institute of Scientific and Technical Information of China (English)

    罗志强; 陈志敏

    2013-01-01

    A three-dimensional (3D) predictor-corrector finite difference method for standing wave is developed. It is applied to solve the 3D nonlinear potential flow equa-tions with a free surface. The 3D irregular tank is mapped onto a fixed cubic tank through the proper coordinate transform schemes. The cubic tank is distributed by the staggered meshgrid, and the staggered meshgrid is used to denote the variables of the flow field. The predictor-corrector finite difference method is given to develop the difference equa-tions of the dynamic boundary equation and kinematic boundary equation. Experimental results show that, using the finite difference method of the predictor-corrector scheme, the numerical solutions agree well with the published results. The wave profiles of the standing wave with different amplitudes and wave lengths are studied. The numerical solutions are also analyzed and presented graphically.

  18. FINITE DIFFERENCE APPROXIMATE SOLUTIONS FOR THE RLW EQUATION%非线性RLW方程的有限差分逼近

    Institute of Scientific and Technical Information of China (English)

    冯民富; 潘璐; 王殿志

    2003-01-01

    A finite difference scheme is proposed to solve the regularized long wave(RLW)equation for computational simplicity compared to finite element methods. Exis-tence and uniqueness of numerical solutions are shown. A priori bound and the error estimates as well as conservation of energy of the finite difference approximate solutions are discussed with theory and numerical examples.

  19. Modeling and finite difference numerical analysis of reaction-diffusion dynamics in a microreactor.

    Science.gov (United States)

    Plazl, Igor; Lakner, Mitja

    2010-03-01

    A theoretical description with numerical experiments and analysis of the reaction-diffusion processes of homogeneous and non-homogeneous reactions in a microreactor is presented considering the velocity profile for laminar flows of miscible and immiscible fluids in a microchannel at steady-state conditions. A Mathematical model in dimensionless form, containing convection, diffusion, and reaction terms are developed to analyze and to forecast the reactor performance. To examine the performance of different types of reactors, the outlet concentrations for the plug-flow reactor (PFR), and the continuous stirred-tank reactor (CSTR) are also calculated for the case of an irreversible homogeneous reaction of two components. The comparison of efficiency between ideal conventional macroscale reactors and the microreactor is presented for a wide range of operating conditions, expressed as different Pe numbers (0.01 < Pe < 10). The numerical procedure of complex non-linear systems based on an implicit finite-difference method improved by non-equidistant differences is proposed.

  20. High-performance finite-difference time-domain simulations of C-Mod and ITER RF antennas

    Energy Technology Data Exchange (ETDEWEB)

    Jenkins, Thomas G., E-mail: tgjenkins@txcorp.com; Smithe, David N., E-mail: smithe@txcorp.com [Tech-X Corporation, 5621 Arapahoe Avenue Suite A, Boulder, CO 80303 (United States)

    2015-12-10

    Finite-difference time-domain methods have, in recent years, developed powerful capabilities for modeling realistic ICRF behavior in fusion plasmas [1, 2, 3, 4]. When coupled with the power of modern high-performance computing platforms, such techniques allow the behavior of antenna near and far fields, and the flow of RF power, to be studied in realistic experimental scenarios at previously inaccessible levels of resolution. In this talk, we present results and 3D animations from high-performance FDTD simulations on the Titan Cray XK7 supercomputer, modeling both Alcator C-Mod’s field-aligned ICRF antenna and the ITER antenna module. Much of this work focuses on scans over edge density, and tailored edge density profiles, to study dispersion and the physics of slow wave excitation in the immediate vicinity of the antenna hardware and SOL. An understanding of the role of the lower-hybrid resonance in low-density scenarios is emerging, and possible implications of this for the NSTX launcher and power balance are also discussed. In addition, we discuss ongoing work centered on using these simulations to estimate sputtering and impurity production, as driven by the self-consistent sheath potentials at antenna surfaces.

  1. A rotated staggered grid finite-difference with the absorbing boundary condition of a perfectly matched layer

    Institute of Scientific and Technical Information of China (English)

    CHEN Hao; WANG Xiuming; ZHAO Haibo

    2006-01-01

    A rotated staggered grid finite-difference (FD) method with a perfectly matched layer (PML) method is proposed for numerically solving elastic wave equations in inhomogeneous elastic and poroe- lastic media. Compared with a standard staggered- grid FD, the former has the advantage over the latter in that its physical variables need only to be defined at two locations. In the rotated staggered grid, stress and strain components (or particle velocity and displacement components) are defined at elementary cell centers, and the velocity or displacement components (or the stress and strain components) are defined at vertexes. In this way, no elastic moduli need to be interpolated or averaged. Numerical results from the proposed method have been compared with the standard staggered FD method. The results are in good agreement with each other. Our numerical results show that the proposed algorithm can handle much stronger impedance contrast. This is especially true when simulating fractured medium filled with fluids such as water or gas without giving special treatment. On the other hand, the implemented PML absorbing boundary condition works well in efficiently reducing reflected waves from the artificial interfaces. It generates almost no reflection at artificial interfaces with a boundary of PML thickness of half a wavelength. Our theoretical analysis and numerical tests proved that the PML absorbing algorithm in the rotated staggered grid is almost identical to those in the standard staggered grid. In this paper, we also presented all of the formulations of the PML implementation and modeling examples in elastic, poroelastic, and anisotropic media.

  2. A method of solving the stiffness problem in Biot's poroelastic equations using a staggered high-order finite-difference

    Institute of Scientific and Technical Information of China (English)

    Zhao Hai-Bo; Wang Xiu-Ming; Chen Hao

    2006-01-01

    In modelling elastic wave propagation in a porous medium, when the ratio between the fluid viscosity and the medium permeability is comparatively large, the stiffness problem of Biot's poroelastic equations will be encountered. In the paper, a partition method is developed to solve the stiffness problem with a staggered high-order finite-difference. The method splits the Biot equations into two systems. One is stiff, and solved analytically, the other is nonstiff,and solved numerically by using a high-order staggered-grid finite-difference scheme. The time step is determined by the staggered finite-difference algorithm in solving the nonstiff equations, thus a coarse time step 05 be employed.Therefore, the computation efficiency and computational stability are improved greatly. Also a perfect by matched layer technology is used in the split method as absorbing boundary conditions. The numerical results are compared with the analytical results and those obtained from the conventional staggered-grid finite-difference method in a homogeneous model, respectively. They are in good agreement with each other. Finally, a slightly more complex model is investigated and compared with related equivalent model to illustrate the good performance of the staggered-grid finite-difference scheme in the partition method.

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

    Institute of Scientific and Technical Information of China (English)

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

    2013-01-01

    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(M-PML), 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 d0. The optimal parameter space for the maximum value of the linear frequency-shifted factor (α0) and the scaling factor (β0) depended on the thickness of the PML layer. For typical formations, if the PML thickness is 10 grid points, the global error can be reduced to<1%using

  4. Comparison of SAR calculation algorithms for the finite-difference time-domain method.

    Science.gov (United States)

    Laakso, Ilkka; Uusitupa, Tero; Ilvonen, Sami

    2010-08-07

    Finite-difference time-domain (FDTD) simulations of specific-absorption rate (SAR) have several uncertainty factors. For example, significantly varying SAR values may result from the use of different algorithms for determining the SAR from the FDTD electric field. The objective of this paper is to rigorously study the divergence of SAR values due to different SAR calculation algorithms and to examine if some SAR calculation algorithm should be preferred over others. For this purpose, numerical FDTD results are compared to analytical solutions in a one-dimensional layered model and a three-dimensional spherical object. Additionally, the implications of SAR calculation algorithms for dosimetry of anatomically realistic whole-body models are studied. The results show that the trapezium algorithm-based on the trapezium integration rule-is always conservative compared to the analytic solution, making it a good choice for worst-case exposure assessment. In contrast, the mid-ordinate algorithm-named after the mid-ordinate integration rule-usually underestimates the analytic SAR. The linear algorithm-which is approximately a weighted average of the two-seems to be the most accurate choice overall, typically giving the best fit with the shape of the analytic SAR distribution. For anatomically realistic models, the whole-body SAR difference between different algorithms is relatively independent of the used body model, incident direction and polarization of the plane wave. The main factors affecting the difference are cell size and frequency. The choice of the SAR calculation algorithm is an important simulation parameter in high-frequency FDTD SAR calculations, and it should be explained to allow intercomparison of the results between different studies.

  5. Effects of different abutment connection designs on the stress distribution around five different implants: a 3-dimensional finite element analysis.

    Science.gov (United States)

    Balik, Ali; Karatas, Meltem Ozdemir; Keskin, Haluk

    2012-09-01

    The stability of the bone-implant interface is required for the long-term favorable clinical outcome of implant-supported prosthetic rehabilitation. The implant failures that occur after the functional loading are mainly related to biomechanical factors. Micro movements and vibrations due to occlusal forces can lead to mechanical complications such as loosening of the screw and fractures of the abutment or implants. The aim of this study was to investigate the strain distributions in the connection areas of different implant-abutment connection systems under similar loading conditions. Five different implant-abutment connection designs from 5 different manufacturers were evaluated in this study. The investigation was performed with software using the finite element method. The geometrical modeling of the implant systems was done with CATIA virtual design software. The MSC NASTRAN solver and PATRAN postprocessing program were used to perform the linear static solution. According to the analysis, the implant-abutment connection system with external hexagonal connection showed the highest strain values, and the internal hexagonal implant-abutment connection system showed the lowest strain values. Conical + internal hexagonal and screw-in implant abutment connection interface is more successful than other systems in cases with increased vertical dimension, particularly in the posterior region.

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

    Directory of Open Access Journals (Sweden)

    Tsugio Fukuchi

    2014-06-01

    Full Text Available The finite difference method (FDM based on Cartesian coordinate systems can be applied to numerical analyses over any complex domain. A complex domain is usually taken to mean that the geometry of an immersed body in a fluid is complex; here, it means simply an analytical domain of arbitrary configuration. In such an approach, we do not need to treat the outer and inner boundaries differently in numerical calculations; both are treated in the same way. Using a method that adopts algebraic polynomial interpolations in the calculation around near-wall elements, all the calculations over irregular domains reduce to those over regular domains. Discretization of the space differential in the FDM is usually derived using the Taylor series expansion; however, if we use the polynomial interpolation systematically, exceptional advantages are gained in deriving high-order differences. In using the polynomial interpolations, we can numerically solve the Poisson equation freely over any complex domain. Only a particular type of partial differential equation, Poisson's equations, is treated; however, the arguments put forward have wider generality in numerical calculations using the FDM.

  7. Sound field of thermoacoustic tomography based on a modified finite-difference time-domain method

    Institute of Scientific and Technical Information of China (English)

    ZHANG Chi; WANG Yuanyuan

    2009-01-01

    A modified finite-difference time-domain (FDTD) method is proposed for the sound field simulation of the thermoacoustic tomography (TAT) in the acoustic speed inhomogeneous medium. First, the basic equations of the TAT are discretized to difference ones by the FDTD. Then the electromagnetic pulse, the excitation source of the TAT, is modified twice to eliminate the error introduced by high frequency electromagnetic waves. Computer simulations are carried out to validate this method. It is shown that the FDTD method has a better accuracy than the commonly used time-of-flight (TOF) method in the TAT with the inhomogeneous acoustic speed. The error of the FDTD is ten times smaller than that of the TOF in the simulation for the acoustic speed difference larger than 50%. So this FDTD method is an efficient one for the sound field simulation of the TAT and can provide the theoretical basis for the study of reconstruction algorithms of the TAT in the acoustic heterogeneous medium.

  8. Contour Detection-Based Realistic Finite-Difference-Time- Domain Models for Microwave Breast Cancer Detection

    Institute of Scientific and Technical Information of China (English)

    王梁; 肖夏; 宋航; 路红; 刘佩芳

    2016-01-01

    In this paper, a collection of three-dimensional(3D)numerical breast models are developed based on clinical magnetic resonance images(MRIs). A hybrid contour detection method is used to create the contour, and the internal space is filled with different breast tissues, with each corresponding to a specified interval of MRI pixel intensity. The developed models anatomically describe the complex tissue structure and dielectric properties in breasts. Besides, they are compatible with finite-difference-time-domain(FDTD)grid cells. Convolutional perfect matched layer(CPML)is applied in conjunction with FDTD to simulate the open boundary outside the model. In the test phase, microwave breast cancer detection simulations are performed in four models with varying radio-graphic densities. Then, confocal algorithm is utilized to reconstruct the tumor images. Imaging results show that the tumor voxels can be recognized in every case, with 2 mm location error in two low density cases and 7 mm─8 mm location errors in two high density cases, demonstrating that the MRI-derived models can characterize the indi-vidual difference between patients’ breasts.

  9. Comparison of finite difference and pseudo-spectral methods in forward modelling based on metal ore model of random media

    Institute of Scientific and Technical Information of China (English)

    LIU Dongyu,HAN Liguo,ZHANG Pan; XU Dexin

    2016-01-01

    With more applications of seismic exploration in metal ore exploration,forward modelling of seismic wave has become more important in metal ore.Finite difference method and pseudo-spectral method are two im-portant methods of wave-field simulation.Results of previous studies show that both methods have distinct ad-vantages and disadvantages:Finite difference method has high precision but its dispersion is serious;pseudo-spectral method considers both computational efficiency and precision but has less precision than finite-diffe-rence.The authors consider the complex structural characteristics of the metal ore,furthermore add random media in order to simulate the complex effects produced by metal ore for wave field.First,the study introduced the theories of random media and two forward modelling methods.Second,it compared the simulation results of two methods on fault model.Then the authors established a complex metal ore model,added random media and compared computational efficiency and precision.As a result,it is found that finite difference method is better than pseudo-spectral method in precision and boundary treatment,but the computational efficiency of pseudo-spectral method is slightly higher than the finite difference method.

  10. 2-D Finite Difference Modeling of the D'' Structure Beneath the Eastern Cocos Plate: Part I

    Science.gov (United States)

    Helmberger, D. V.; Song, T. A.; Sun, D.

    2005-12-01

    The discovery of phase transition from Perovskite (Pv) to Post-Perovskite (PPv) at depth nears the lowermost mantle has revealed a new view of the earth's D'' layer (Oganov et al. 2004; Murakami et al. 2004). Hernlund et al. (2004) recently pusposed that, depending on the geotherm at the core-mantle boundary (CMB), a double-crossing of the phase boundary by the geotherm at two different depths may also occur. To explore these new findings, we adopt 2-D finite difference scheme (Helmberger and Vidale, 1988) to model wave propagation in rapidly varying structure. We collect broadband waveform data recorded by several Passcal experiments, such as La Ristra transect and CDROM transect in the southwest US to constrain the lateral variations in D'' structure. These data provide fairly dense sampling (~ 20 km) in the lowermost mantle beneath the eastern Cocos plate. Since the source-receiver paths are mostly in the same azimuth, we make 2-D cross-sections from global tomography model (Grand, 2002) and compute finite difference synthetics. We modify the lowermost mantle below 2500 km with constraints from transverse-component waveform data at epicentral distances of 70-82 degrees in the time window between S and ScS, essentially foward modeling waveforms. Assuming a velocity jump of 3 % at D'', our preferred model shows that the D'' topography deepens from the north to the south by about 120 km over a lateral distance of 300 km. Such large topography jumps have been proposed by Thomas et al. (2004) using data recorded by TriNet. In addition, there is a negative velocity jump (-3 %) 100 km above the CMB in the south. This simple model compare favorably with results from a study by Sun, Song and Helmberger (2005), who follow Sidorin et al. (1999) approach and produce a thermodynamically consistent velocity model with Pv-PPv phase boundary. It appears that much of this complexity exists in Grand's tomographic maps with rapid variation in velocities just above the D''. We also

  11. Development of low-frequency kernel-function aerodynamics for comparison with time-dependent finite-difference methods

    Science.gov (United States)

    Bland, S. R.

    1982-01-01

    Finite difference methods for unsteady transonic flow frequency use simplified equations in which certain of the time dependent terms are omitted from the governing equations. Kernel functions are derived for two dimensional subsonic flow, and provide accurate solutions of the linearized potential equation with the same time dependent terms omitted. These solutions make possible a direct evaluation of the finite difference codes for the linear problem. Calculations with two of these low frequency kernel functions verify the accuracy of the LTRAN2 and HYTRAN2 finite difference codes. Comparisons of the low frequency kernel function results with the Possio kernel function solution of the complete linear equations indicate the adequacy of the HYTRAN approximation for frequencies in the range of interest for flutter calculations.

  12. Finite-difference theory for sound propagation in a lined duct with uniform flow using the wave envelope concept

    Science.gov (United States)

    Baumeister, K. J.

    1977-01-01

    Finite difference equations are derived for sound propagation in a two dimensional, straight, soft wall duct with a uniform flow by using the wave envelope concept. This concept reduces the required number of finite difference grid points by one to two orders of magnitude depending on the length of the duct and the frequency of the sound. The governing acoustic difference equations in complex notation are derived. An exit condition is developed that allows a duct of finite length to simulate the wave propagation in an infinitely long duct. Sample calculations presented for a plane wave incident upon the acoustic liner show the numerical theory to be in good agreement with closed form analytical theory. Complete pressure and velocity printouts are given to some sample problems and can be used to debug and check future computer programs.

  13. Analysis of developing laminar flows in circular pipes using a higher-order finite-difference technique

    Science.gov (United States)

    Gladden, Herbert J.; Ko, Ching L.; Boddy, Douglas E.

    1995-01-01

    A higher-order finite-difference technique is developed to calculate the developing-flow field of steady incompressible laminar flows in the entrance regions of circular pipes. Navier-Stokes equations governing the motion of such a flow field are solved by using this new finite-difference scheme. This new technique can increase the accuracy of the finite-difference approximation, while also providing the option of using unevenly spaced clustered nodes for computation such that relatively fine grids can be adopted for regions with large velocity gradients. The velocity profile at the entrance of the pipe is assumed to be uniform for the computation. The velocity distribution and the surface pressure drop of the developing flow then are calculated and compared to existing experimental measurements reported in the literature. Computational results obtained are found to be in good agreement with existing experimental correlations and therefore, the reliability of the new technique has been successfully tested.

  14. A High Order Finite Difference Scheme with Sharp Shock Resolution for the Euler Equations

    Science.gov (United States)

    Gerritsen, Margot; Olsson, Pelle

    1996-01-01

    We derive a high-order finite difference scheme for the Euler equations that satisfies a semi-discrete energy estimate, and present an efficient strategy for the treatment of discontinuities that leads to sharp shock resolution. The formulation of the semi-discrete energy estimate is based on a symmetrization of the Euler equations that preserves the homogeneity of the flux vector, a canonical splitting of the flux derivative vector, and the use of difference operators that satisfy a discrete analogue to the integration by parts procedure used in the continuous energy estimate. Around discontinuities or sharp gradients, refined grids are created on which the discrete equations are solved after adding a newly constructed artificial viscosity. The positioning of the sub-grids and computation of the viscosity are aided by a detection algorithm which is based on a multi-scale wavelet analysis of the pressure grid function. The wavelet theory provides easy to implement mathematical criteria to detect discontinuities, sharp gradients and spurious oscillations quickly and efficiently.

  15. Finite-difference lattice Boltzmann method with a block-structured adaptive-mesh-refinement technique.

    Science.gov (United States)

    Fakhari, Abbas; Lee, Taehun

    2014-03-01

    An adaptive-mesh-refinement (AMR) algorithm for the finite-difference lattice Boltzmann method (FDLBM) is presented in this study. The idea behind the proposed AMR is to remove the need for a tree-type data structure. Instead, pointer attributes are used to determine the neighbors of a certain block via appropriate adjustment of its children identifications. As a result, the memory and time required for tree traversal are completely eliminated, leaving us with an efficient algorithm that is easier to implement and use on parallel machines. To allow different mesh sizes at separate parts of the computational domain, the Eulerian formulation of the streaming process is invoked. As a result, there is no need for rescaling the distribution functions or using a temporal interpolation at the fine-coarse grid boundaries. The accuracy and efficiency of the proposed FDLBM AMR are extensively assessed by investigating a variety of vorticity-dominated flow fields, including Taylor-Green vortex flow, lid-driven cavity flow, thin shear layer flow, and the flow past a square cylinder.

  16. Energy levels of interacting curved nanomagnets in a frustrated geometry: increasing accuracy when using finite difference methods.

    Science.gov (United States)

    Riahi, H; Montaigne, F; Rougemaille, N; Canals, B; Lacour, D; Hehn, M

    2013-07-24

    The accuracy of finite difference methods is related to the mesh choice and cell size. Concerning the micromagnetism of nano-objects, we show here that discretization issues can drastically affect the symmetry of the problem and therefore the resulting computed properties of lattices of interacting curved nanomagnets. In this paper, we detail these effects for the multi-axis kagome lattice. Using the OOMMF finite difference method, we propose an alternative way of discretizing the nanomagnet shape via a variable moment per cell scheme. This method is shown to be efficient in reducing discretization effects.

  17. Calculation method of reflectance distributions for computer-generated holograms using the finite-difference time-domain method.

    Science.gov (United States)

    Ichikawa, Tsubasa; Sakamoto, Yuji; Subagyo, Agus; Sueoka, Kazuhisa

    2011-12-01

    The research on reflectance distributions in computer-generated holograms (CGHs) is particularly sparse, and the textures of materials are not expressed. Thus, we propose a method for calculating reflectance distributions in CGHs that uses the finite-difference time-domain method. In this method, reflected light from an uneven surface made on a computer is analyzed by finite-difference time-domain simulation, and the reflected light distribution is applied to the CGH as an object light. We report the relations between the surface roughness of the objects and the reflectance distributions, and show that the reflectance distributions are given to CGHs by imaging simulation.

  18. A user's guide for V174, a program using a finite difference method to analyze transonic flow over oscillating wings

    Science.gov (United States)

    Butler, T. D.; Weatherill, W. H.; Sebastian, J. D.; Ehlers, F. E.

    1977-01-01

    The design and usage of a pilot program using a finite difference method for calculating the pressure distributions over harmonically oscillating wings in transonic flow are discussed. The procedure used is based on separating the velocity potential into steady and unsteady parts and linearizing the resulting unsteady differential equation for small disturbances. The steady velocity potential which must be obtained from some other program, is required for input. The unsteady differential equation is linear, complex in form with spatially varying coefficients. Because sinusoidal motion is assumed, time is not a variable. The numerical solution is obtained through a finite difference formulation and a line relaxation solution method.

  19. A wavelet finite-difference method for numerical simulation of wave propagation in fluid-saturated porous media

    Institute of Scientific and Technical Information of China (English)

    HE Ying; HAN Bo

    2008-01-01

    In this paper,we consider numerical simulation of wave propagation in fluidsaturated porous media.A wavelet finite-difference method is proposed to solve the 2-D elastic wave equation.The algorithm combines flexibility and computational efficiency of wavelet multi-resolution method with easy implementation of the finite-difference method.The orthogonal wavelet basis provides a natural framework,which adapt spatial grids to local wavefield properties.Numerical results show usefulness of the approach as an accurate and stable tool for simulation of wave propagation in fluid-saturated porous media.

  20. Aspects of numerical and representational methods related to the finite-difference simulation of advective and dispersive transport of freshwater in a thin brackish aquifer

    Science.gov (United States)

    Merritt, M.L.

    1993-01-01

    The simulation of the transport of injected freshwater in a thin brackish aquifer, overlain and underlain by confining layers containing more saline water, is shown to be influenced by the choice of the finite-difference approximation method, the algorithm for representing vertical advective and dispersive fluxes, and the values assigned to parametric coefficients that specify the degree of vertical dispersion and molecular diffusion that occurs. Computed potable water recovery efficiencies will differ depending upon the choice of algorithm and approximation method, as will dispersion coefficients estimated based on the calibration of simulations to match measured data. A comparison of centered and backward finite-difference approximation methods shows that substantially different transition zones between injected and native waters are depicted by the different methods, and computed recovery efficiencies vary greatly. Standard and experimental algorithms and a variety of values for molecular diffusivity, transverse dispersivity, and vertical scaling factor were compared in simulations of freshwater storage in a thin brackish aquifer. Computed recovery efficiencies vary considerably, and appreciable differences are observed in the distribution of injected freshwater in the various cases tested. The results demonstrate both a qualitatively different description of transport using the experimental algorithms and the interrelated influences of molecular diffusion and transverse dispersion on simulated recovery efficiency. When simulating natural aquifer flow in cross-section, flushing of the aquifer occurred for all tested coefficient choices using both standard and experimental algorithms. ?? 1993.

  1. Finite difference method for inner-layer equations in the resistive MagnetoHydroDynamic stability analysis

    Energy Technology Data Exchange (ETDEWEB)

    Tokuda, Shinji [Japan Atomic Energy Research Inst., Naka, Ibaraki (Japan). Naka Fusion Research Establishment; Watanabe, Tomoko

    1996-08-01

    The matching problem in resistive MagnetoHydroDynamic stability analysis by the asymptotic matching method has been reformulated as an initial-boundary value problem for the inner-layer equations describing the plasma dynamics in the thin layer around a rational surface. The third boundary conditions at boundaries of a finite interval are imposed on the inner layer equations in the formulation instead of asymptotic conditions at infinities. The finite difference method for this problem has been applied to model equations whose solutions are known in a closed form. It has been shown that the initial value problem and the associated eigenvalue problem for the model equations can be solved by the finite difference method with numerical stability. The formulation presented here enables the asymptotic matching method to be a practical method for the resistive MHD stability analysis. (author)

  2. 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.

  3. [Response of a finite element model of the pelvis to different side impact loads].

    Science.gov (United States)

    Ruan, Shijie; Zheng, Huijing; Li, Haiyan; Zhao, Wei

    2013-08-01

    The pelvis is one of the most likely affected areas of the human body in case of side impact, especially while people suffer from motor vehicle crashes. With the investigation of pelvis injury on side impact, the injury biomechanical behavior of pelvis can be found, and the data can help design the vehicle security devices to keep the safety of the occupants. In this study, a finite element (FE) model of an isolated human pelvis was used to study the pelvic dynamic response under different side impact conditions. Fracture threshold was established by applying lateral loads of 1000, 2000, 3000, 4000 and 5000 N, respectively, to the articular surface of the right acetabulum. It was observed that the smaller the lateral loads were, the smaller the von Mises stress and the displacement in the direction of impact were. It was also found that the failure threshold load was near 3000 N, based on the fact that the peak stress would not exceed the average compressive strength of the cortical bone. It could well be concluded that with better design of car-door and hip-pad so that the side impact force was brought down to 3000 N or lower, the pelvis would not be injured.

  4. Optimal implicit 2-D finite differences to model wave propagation in poroelastic media

    Science.gov (United States)

    Itzá, Reymundo; Iturrarán-Viveros, Ursula; Parra, Jorge O.

    2016-08-01

    Numerical modeling of seismic waves in heterogeneous porous reservoir rocks is an important tool for the interpretation of seismic surveys in reservoir engineering. We apply globally optimal implicit staggered-grid finite differences (FD) to model 2-D wave propagation in heterogeneous poroelastic media at a low-frequency range (<10 kHz). We validate the numerical solution by comparing it to an analytical-transient solution obtaining clear seismic wavefields including fast P and slow P and S waves (for a porous media saturated with fluid). The numerical dispersion and stability conditions are derived using von Neumann analysis, showing that over a wide range of porous materials the Courant condition governs the stability and this optimal implicit scheme improves the stability of explicit schemes. High-order explicit FD can be replaced by some lower order optimal implicit FD so computational cost will not be as expensive while maintaining the accuracy. Here, we compute weights for the optimal implicit FD scheme to attain an accuracy of γ = 10-8. The implicit spatial differentiation involves solving tridiagonal linear systems of equations through Thomas' algorithm.

  5. A new fifth order finite difference WENO scheme for solving hyperbolic conservation laws

    Science.gov (United States)

    Zhu, Jun; Qiu, Jianxian

    2016-08-01

    In this paper a new simple fifth order weighted essentially non-oscillatory (WENO) scheme is presented in the finite difference framework for solving the hyperbolic conservation laws. The new WENO scheme is a convex combination of a fourth degree polynomial with two linear polynomials in a traditional WENO fashion. This new fifth order WENO scheme uses the same five-point information as the classical fifth order WENO scheme [14,20], could get less absolute truncation errors in L1 and L∞ norms, and obtain the same accuracy order in smooth region containing complicated numerical solution structures simultaneously escaping nonphysical oscillations adjacent strong shocks or contact discontinuities. The associated linear weights are artificially set to be any random positive numbers with the only requirement that their sum equals one. New nonlinear weights are proposed for the purpose of sustaining the optimal fifth order accuracy. The new WENO scheme has advantages over the classical WENO scheme [14,20] in its simplicity and easy extension to higher dimensions. Some benchmark numerical tests are performed to illustrate the capability of this new fifth order WENO scheme.

  6. On a finite-difference method for solving transient viscous flow problems

    Science.gov (United States)

    Li, C. P.

    1983-01-01

    A method has been developed to solve the unsteady, compressible Navier-Stokes equation with the property of consistency and the ability of minimizing the equation stiffness. It relies on innovative extensions of the state-of-the-art finite-difference techniques and is composed of: (1) the upwind scheme for split-flux and the central scheme for conventional flux terms in the inviscid and viscous regions, respectively; (2) the characteristic treatment of both inviscid and viscous boundaries; (3) an ADI procedure compatible with interior and boundary points; and (4) a scalar matrix coefficient including viscous terms. The performance of this method is assessed with four sample problems; namely, a standing shock in the Laval duct, a shock reflected from the wall, the shock-induced boundary-layer separation, and a transient internal nozzle flow. The results from the present method, an existing hybrid block method, and a well-known two-step explicit method are compared and discussed. It is concluded that this method has an optimal trade-off between the solution accuracy and computational economy, and other desirable properties for analyzing transient viscous flow problems.

  7. New Finite Difference Methods Based on IIM for Inextensible Interfaces in Incompressible Flows.

    Science.gov (United States)

    Li, Zhilin; Lai, Ming-Chih

    2011-01-01

    In this paper, new finite difference methods based on the augmented immersed interface method (IIM) are proposed for simulating an inextensible moving interface in an incompressible two-dimensional flow. The mathematical models arise from studying the deformation of red blood cells in mathematical biology. The governing equations are incompressible Stokes or Navier-Stokes equations with an unknown surface tension, which should be determined in such a way that the surface divergence of the velocity is zero along the interface. Thus, the area enclosed by the interface and the total length of the interface should be conserved during the evolution process. Because of the nonlinear and coupling nature of the problem, direct discretization by applying the immersed boundary or immersed interface method yields complex nonlinear systems to be solved. In our new methods, we treat the unknown surface tension as an augmented variable so that the augmented IIM can be applied. Since finding the unknown surface tension is essentially an inverse problem that is sensitive to perturbations, our regularization strategy is to introduce a controlled tangential force along the interface, which leads to a least squares problem. For Stokes equations, the forward solver at one time level involves solving three Poisson equations with an interface. For Navier-Stokes equations, we propose a modified projection method that can enforce the pressure jump condition corresponding directly to the unknown surface tension. Several numerical experiments show good agreement with other results in the literature and reveal some interesting phenomena.

  8. Applications of a General Finite-Difference Method for Calculating Bending Deformations of Solid Plates

    Science.gov (United States)

    Walton, William C., Jr.

    1960-01-01

    This paper reports the findings of an investigation of a finite - difference method directly applicable to calculating static or simple harmonic flexures of solid plates and potentially useful in other problems of structural analysis. The method, which was proposed in doctoral thesis by John C. Houbolt, is based on linear theory and incorporates the principle of minimum potential energy. Full realization of its advantages requires use of high-speed computing equipment. After a review of Houbolt's method, results of some applications are presented and discussed. The applications consisted of calculations of the natural modes and frequencies of several uniform-thickness cantilever plates and, as a special case of interest, calculations of the modes and frequencies of the uniform free-free beam. Computed frequencies and nodal patterns for the first five or six modes of each plate are compared with existing experiments, and those for one plate are compared with another approximate theory. Beam computations are compared with exact theory. On the basis of the comparisons it is concluded that the method is accurate and general in predicting plate flexures, and additional applications are suggested. An appendix is devoted t o computing procedures which evolved in the progress of the applications and which facilitate use of the method in conjunction with high-speed computing equipment.

  9. Finite difference time domain model of ultrasound propagation in agarose scaffold containing collagen or chondrocytes.

    Science.gov (United States)

    Inkinen, Satu I; Liukkonen, Jukka; Malo, Markus K H; Virén, Tuomas; Jurvelin, Jukka S; Töyräs, Juha

    2016-07-01

    Measurement of ultrasound backscattering is a promising diagnostic technique for arthroscopic evaluation of articular cartilage. However, contribution of collagen and chondrocytes on ultrasound backscattering and speed of sound in cartilage is not fully understood and is experimentally difficult to study. Agarose hydrogels have been used in tissue engineering applications of cartilage. Therefore, the aim of this study was to simulate the propagation of high frequency ultrasound (40 MHz) in agarose scaffolds with varying concentrations of chondrocytes (1 to 32 × 10(6) cells/ml) and collagen (1.56-200 mg/ml) using transversely isotropic two-dimensional finite difference time domain method (FDTD). Backscatter and speed of sound were evaluated from the simulated pulse-echo and through transmission measurements, respectively. Ultrasound backscatter increased with increasing collagen and chondrocyte concentrations. Furthermore, speed of sound increased with increasing collagen concentration. However, this was not observed with increasing chondrocyte concentrations. The present study suggests that the FDTD method may have some applicability in simulations of ultrasound scattering and propagation in constructs containing collagen and chondrocytes. Findings of this study indicate the significant role of collagen and chondrocytes as ultrasound scatterers and can aid in development of modeling approaches for understanding how cartilage architecture affects to the propagation of high frequency ultrasound.

  10. An exploratory study of a finite difference method for calculating unsteady transonic potential flow

    Science.gov (United States)

    Bennett, R. M.; Bland, S. R.

    1979-01-01

    A method for calculating transonic flow over steady and oscillating airfoils was developed by Isogai. The full potential equation is solved with a semi-implicit, time-marching, finite difference technique. Steady flow solutions are obtained from time asymptotic solutions for a steady airfoil. Corresponding oscillatory solutions are obtained by initiating an oscillation and marching in time for several cycles until a converged periodic solution is achieved. The method is described in general terms and results for the case of an airfoil with an oscillating flap are presented for Mach numbers 0.500 and 0.875. Although satisfactory results are obtained for some reduced frequencies, it is found that the numerical technique generates spurious oscillations in the indicial response functions and in the variation of the aerodynamic coefficients with reduced frequency. These oscillations are examined with a dynamic data reduction method to evaluate their effects and trends with reduced frequency and Mach number. Further development of the numerical method is needed to eliminate these oscillations.

  11. Electromagnetic wave propagation in Body Area Networks using the Finite-Difference-Time-Domain method.

    Science.gov (United States)

    Bringuier, Jonathan N; Mittra, Raj

    2012-01-01

    A rigorous full-wave solution, via the Finite-Difference-Time-Domain (FDTD) method, is performed in an attempt to obtain realistic communication channel models for on-body wireless transmission in Body-Area-Networks (BANs), which are local data networks using the human body as a propagation medium. The problem of modeling the coupling between body mounted antennas is often not amenable to attack by hybrid techniques owing to the complex nature of the human body. For instance, the time-domain Green's function approach becomes more involved when the antennas are not conformal. Furthermore, the human body is irregular in shape and has dispersion properties that are unique. One consequence of this is that we must resort to modeling the antenna network mounted on the body in its entirety, and the number of degrees of freedom (DoFs) can be on the order of billions. Even so, this type of problem can still be modeled by employing a parallel version of the FDTD algorithm running on a cluster. Lastly, we note that the results of rigorous simulation of BANs can serve as benchmarks for comparison with the abundance of measurement data.

  12. Conservative high-order-accurate finite-difference methods for curvilinear grids

    Science.gov (United States)

    Rai, Man M.; Chakrvarthy, Sukumar

    1993-01-01

    Two fourth-order-accurate finite-difference methods for numerically solving hyperbolic systems of conservation equations on smooth curvilinear grids are presented. The first method uses the differential form of the conservation equations; the second method uses the integral form of the conservation equations. Modifications to these schemes, which are required near boundaries to maintain overall high-order accuracy, are discussed. An analysis that demonstrates the stability of the modified schemes is also provided. Modifications to one of the schemes to make it total variation diminishing (TVD) are also discussed. Results that demonstrate the high-order accuracy of both schemes are included in the paper. In particular, a Ringleb-flow computation demonstrates the high-order accuracy and the stability of the boundary and near-boundary procedures. A second computation of supersonic flow over a cylinder demonstrates the shock-capturing capability of the TVD methodology. An important contribution of this paper is the dear demonstration that higher order accuracy leads to increased computational efficiency.

  13. 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.

  14. Finite Difference Weighted Essentially Non-Oscillatory Schemes with Constrained Transport for Ideal Magnetohydrodynamics

    CERN Document Server

    Christlieb, Andrew J; Tang, Qi

    2013-01-01

    In this work we develop a class of high-order finite difference weighted essentially non-oscillatory (FD-WENO) schemes for solving the ideal magnetohydrodynamic (MHD) equations in 2D and 3D. The philosophy of this work is to use efficient high-order WENO spatial discretizations with high-order strong stability-preserving Runge-Kutta (SSP-RK) time-stepping schemes. Numerical results have shown that with such methods we are able to resolve solution structures that are only visible at much higher grid resolutions with lower-order schemes. The key challenge in applying such methods to ideal MHD is to control divergence errors in the magnetic field. We achieve this by augmenting the base scheme with a novel high-order constrained transport approach that updates the magnetic vector potential. The predicted magnetic field from the base scheme is replaced by a divergence-free magnetic field that is obtained from the curl of this magnetic potential. The non-conservative weakly hyperbolic system that the magnetic vecto...

  15. Accelerated cardiac cine MRI using locally low rank and finite difference constraints.

    Science.gov (United States)

    Miao, Xin; Lingala, Sajan Goud; Guo, Yi; Jao, Terrence; Usman, Muhammad; Prieto, Claudia; Nayak, Krishna S

    2016-07-01

    To evaluate the potential value of combining multiple constraints for highly accelerated cardiac cine MRI. A locally low rank (LLR) constraint and a temporal finite difference (FD) constraint were combined to reconstruct cardiac cine data from highly undersampled measurements. Retrospectively undersampled 2D Cartesian reconstructions were quantitatively evaluated against fully-sampled data using normalized root mean square error, structural similarity index (SSIM) and high frequency error norm (HFEN). This method was also applied to 2D golden-angle radial real-time imaging to facilitate single breath-hold whole-heart cine (12 short-axis slices, 9-13s single breath hold). Reconstruction was compared against state-of-the-art constrained reconstruction methods: LLR, FD, and k-t SLR. At 10 to 60 spokes/frame, LLR+FD better preserved fine structures and depicted myocardial motion with reduced spatio-temporal blurring in comparison to existing methods. LLR yielded higher SSIM ranking than FD; FD had higher HFEN ranking than LLR. LLR+FD combined the complimentary advantages of the two, and ranked the highest in all metrics for all retrospective undersampled cases. Single breath-hold multi-slice cardiac cine with prospective undersampling was enabled with in-plane spatio-temporal resolutions of 2×2mm(2) and 40ms. Highly accelerated cardiac cine is enabled by the combination of 2D undersampling and the synergistic use of LLR and FD constraints. Copyright © 2016 Elsevier Inc. All rights reserved.

  16. Data assimilation method for fractured reservoirs using mimetic finite differences and ensemble Kalman filter

    KAUST Repository

    Ping, Jing

    2017-05-19

    Optimal management of subsurface processes requires the characterization of the uncertainty in reservoir description and reservoir performance prediction. For fractured reservoirs, the location and orientation of fractures are crucial for predicting production characteristics. With the help of accurate and comprehensive knowledge of fracture distributions, early water/CO 2 breakthrough can be prevented and sweep efficiency can be improved. However, since the rock property fields are highly non-Gaussian in this case, it is a challenge to estimate fracture distributions by conventional history matching approaches. In this work, a method that combines vector-based level-set parameterization technique and ensemble Kalman filter (EnKF) for estimating fracture distributions is presented. Performing the necessary forward modeling is particularly challenging. In addition to the large number of forward models needed, each model is used for sampling of randomly located fractures. Conventional mesh generation for such systems would be time consuming if possible at all. For these reasons, we rely on a novel polyhedral mesh method using the mimetic finite difference (MFD) method. A discrete fracture model is adopted that maintains the full geometry of the fracture network. By using a cut-cell paradigm, a computational mesh for the matrix can be generated quickly and reliably. In this research, we apply this workflow on 2D two-phase fractured reservoirs. The combination of MFD approach, level-set parameterization, and EnKF provides an effective solution to address the challenges in the history matching problem of highly non-Gaussian fractured reservoirs.

  17. Eddy Current Tomography Based on a Finite Difference Forward Model with Additive Regularization

    Science.gov (United States)

    Trillon, A.; Girard, A.; Idier, J.; Goussard, Y.; Sirois, F.; Dubost, S.; Paul, N.

    2010-02-01

    Eddy current tomography is a nondestructive evaluation technique used for characterization of metal components. It is an inverse problem acknowledged as difficult to solve since it is both ill-posed and nonlinear. Our goal is to derive an inversion technique with improved tradeoff between quality of the results, computational requirements and ease of implementation. This is achieved by fully accounting for the nonlinear nature of the forward problem by means of a system of bilinear equations obtained through a finite difference modeling of the problem. The bilinear character of equations with respect to the electric field and the relative conductivity is taken advantage of through a simple contrast source inversion-like scheme. The ill-posedness is dealt with through the addition of regularization terms to the criterion, the form of which is determined according to computational constraints and the piecewise constant nature of the medium. Therefore an edge-preserving functional is selected. The performance of the resulting method is illustrated using 2D synthetic data examples.

  18. A comparison between different finite elements for elastic and aero-elastic analyses.

    Science.gov (United States)

    Mahran, Mohamed; ELsabbagh, Adel; Negm, Hani

    2017-11-01

    In the present paper, a comparison between five different shell finite elements, including the Linear Triangular Element, Linear Quadrilateral Element, Linear Quadrilateral Element based on deformation modes, 8-node Quadrilateral Element, and 9-Node Quadrilateral Element was presented. The shape functions and the element equations related to each element were presented through a detailed mathematical formulation. Additionally, the Jacobian matrix for the second order derivatives was simplified and used to derive each element's strain-displacement matrix in bending. The elements were compared using carefully selected elastic and aero-elastic bench mark problems, regarding the number of elements needed to reach convergence, the resulting accuracy, and the needed computation time. The best suitable element for elastic free vibration analysis was found to be the Linear Quadrilateral Element with deformation-based shape functions, whereas the most suitable element for stress analysis was the 8-Node Quadrilateral Element, and the most suitable element for aero-elastic analysis was the 9-Node Quadrilateral Element. Although the linear triangular element was the last choice for modal and stress analyses, it establishes more accurate results in aero-elastic analyses, however, with much longer computation time. Additionally, the nine-node quadrilateral element was found to be the best choice for laminated composite plates analysis.

  19. Finite-difference modeling of Biot's poroelastic equations across all frequencies

    Energy Technology Data Exchange (ETDEWEB)

    Masson, Y.J.; Pride, S.R.

    2009-10-22

    An explicit time-stepping finite-difference scheme is presented for solving Biot's equations of poroelasticity across the entire band of frequencies. In the general case for which viscous boundary layers in the pores must be accounted for, the time-domain version of Darcy's law contains a convolution integral. It is shown how to efficiently and directly perform the convolution so that the Darcy velocity can be properly updated at each time step. At frequencies that are low enough compared to the onset of viscous boundary layers, no memory terms are required. At higher frequencies, the number of memory terms required is the same as the number of time points it takes to sample accurately the wavelet being used. In practice, we never use more than 20 memory terms and often considerably fewer. Allowing for the convolution makes the scheme even more stable (even larger time steps might be used) than it is when the convolution is entirely neglected. The accuracy of the scheme is confirmed by comparing numerical examples to exact analytic results.

  20. A Comparison of Splitting Techniques for 3D Complex Padé Fourier Finite Difference Migration

    Directory of Open Access Journals (Sweden)

    Jessé C. Costa

    2011-01-01

    Full Text Available Three-dimensional wave-equation migration techniques are still quite expensive because of the huge matrices that need to be inverted. Several techniques have been proposed to reduce this cost by splitting the full 3D problem into a sequence of 2D problems. We compare the performance of splitting techniques for stable 3D Fourier finite-difference (FFD migration techniques in terms of image quality and computational cost. The FFD methods are complex Padé FFD and FFD plus interpolation, and the compared splitting techniques are two- and four-way splitting as well as alternating four-way splitting, that is, splitting into the coordinate directions at one depth and the diagonal directions at the next depth level. From numerical examples in homogeneous and inhomogeneous media, we conclude that, though theoretically less accurate, alternate four-way splitting yields results of comparable quality as full four-way splitting at the cost of two-way splitting.

  1. Finite difference time domain modeling of steady state scattering from jet engines with moving turbine blades

    Science.gov (United States)

    Ryan, Deirdre A.; Langdon, H. Scott; Beggs, John H.; Steich, David J.; Luebbers, Raymond J.; Kunz, Karl S.

    1992-01-01

    The approach chosen to model steady state scattering from jet engines with moving turbine blades is based upon the Finite Difference Time Domain (FDTD) method. The FDTD method is a numerical electromagnetic program based upon the direct solution in the time domain of Maxwell's time dependent curl equations throughout a volume. One of the strengths of this method is the ability to model objects with complicated shape and/or material composition. General time domain functions may be used as source excitations. For example, a plane wave excitation may be specified as a pulse containing many frequencies and at any incidence angle to the scatterer. A best fit to the scatterer is accomplished using cubical cells in the standard cartesian implementation of the FDTD method. The material composition of the scatterer is determined by specifying its electrical properties at each cell on the scatterer. Thus, the FDTD method is a suitable choice for problems with complex geometries evaluated at multiple frequencies. It is assumed that the reader is familiar with the FDTD method.

  2. Finite-difference numerical modelling of gravitoacoustic wave propagation in a windy and attenuating atmosphere

    Science.gov (United States)

    Brissaud, Quentin; Martin, Roland; Garcia, Raphaël F.; Komatitsch, Dimitri

    2016-07-01

    Acoustic and gravity waves propagating in planetary atmospheres have been studied intensively as markers of specific phenomena such as tectonic events or explosions or as contributors to atmosphere dynamics. To get a better understanding of the physics behind these dynamic processes, both acoustic and gravity waves propagation should be modelled in a 3-D attenuating and windy atmosphere extending from the ground to the upper thermosphere. Thus, in order to provide an efficient numerical tool at the regional or global scale, we introduce a finite difference in the time domain (FDTD) approach that relies on the linearized compressible Navier-Stokes equations with a background flow (wind). One significant benefit of such a method is its versatility because it handles both acoustic and gravity waves in the same simulation, which enables one to observe interactions between them. Simulations can be performed for 2-D or 3-D realistic cases such as tsunamis in a full MSISE-00 atmosphere or gravity-wave generation by atmospheric explosions. We validate the computations by comparing them to analytical solutions based on dispersion relations in specific benchmark cases: an atmospheric explosion, and a ground displacement forcing.

  3. Finite Difference Numerical Modeling of Gravito-Acoustic Wave Propagation in a Windy and Attenuating Atmosphere

    Science.gov (United States)

    Brissaud, Q.; Garcia, R.; Martin, R.; Komatitsch, D.

    2015-12-01

    The acoustic and gravity waves propagating in the planetary atmospheres have been studied intensively as markers of specific phenomena (tectonic events, explosions) or as contributors to the atmosphere dynamics. To get a better understanding of the physic behind these dynamic processes, both acoustic and gravity waves propagation should be modeled in an attenuating and windy 3D atmosphere from the ground to the upper thermosphere. Thus, In order to provide an efficient numerical tool at the regional or the global scale a high order finite difference time domain (FDTD) approach is proposed that relies on the linearized compressible Navier-Stokes equations (Landau 1959) with non constant physical parameters (density, viscosities and speed of sound) and background velocities (wind). One significant benefit from this code is its versatility. Indeed, it handles both acoustic and gravity waves in the same simulation that enables one to observe correlations between the two. Simulations will also be performed on 2D/3D realistic cases such as tsunamis in a full MSISE-00 atmosphere and gravity-wave generation through atmospheric explosions. Computations are validated by comparison to well-known analytical solutions based on dispersion relations in specific benchmark cases (atmospheric explosion and bottom displacement forcing).

  4. Electromagnetic Wave Propagation in Body Area Networks Using the Finite-Difference-Time-Domain Method

    Directory of Open Access Journals (Sweden)

    Raj Mittra

    2012-07-01

    Full Text Available A rigorous full-wave solution, via the Finite-Difference-Time-Domain (FDTD method, is performed in an attempt to obtain realistic communication channel models for on-body wireless transmission in Body-Area-Networks (BANs, which are local data networks using the human body as a propagation medium. The problem of modeling the coupling between body mounted antennas is often not amenable to attack by hybrid techniques owing to the complex nature of the human body. For instance, the time-domain Green’s function approach becomes more involved when the antennas are not conformal. Furthermore, the human body is irregular in shape and has dispersion properties that are unique. One consequence of this is that we must resort to modeling the antenna network mounted on the body in its entirety, and the number of degrees of freedom (DoFs can be on the order of billions. Even so, this type of problem can still be modeled by employing a parallel version of the FDTD algorithm running on a cluster. Lastly, we note that the results of rigorous simulation of BANs can serve as benchmarks for comparison with the abundance of measurement data.

  5. Nonstandard finite difference scheme for SIRS epidemic model with disease-related death

    Science.gov (United States)

    Fitriah, Z.; Suryanto, A.

    2016-04-01

    It is well known that SIRS epidemic with disease-related death can be described by a system of nonlinear ordinary differential equations (NL ODEs). This model has two equilibrium points where their existence and stability properties are determined by the basic reproduction number [1]. Besides the qualitative properties, it is also often needed to solve the system of NL ODEs. Euler method and 4th order Runge-Kutta (RK4) method are often used to solve the system of NL ODEs. However, both methods may produce inconsistent qualitative properties of the NL ODEs such as converging to wrong equilibrium point, etc. In this paper we apply non-standard finite difference (NSFD) scheme (see [2,3]) to approximate the solution of SIRS epidemic model with disease-related death. It is shown that the discrete system obtained by NSFD scheme is dynamically consistent with the continuous model. By our numerical simulations, we find that the solutions of NSFD scheme are always positive, bounded and convergent to the correct equilibrium point for any step size of integration (h), while those of Euler or RK4 method have the same properties only for relatively small h.

  6. Analysis of the Causes of Cracks in the Bottom Floor of the Underground Garage of the Hefei Government Affairs Center by using 3D Finite-Element Analysis

    Directory of Open Access Journals (Sweden)

    ZHU Lei

    2015-09-01

    Full Text Available A three-dimensional finite-element software program is used in this study to analyze the causes of cracks in an underground garage. Numerous cracks, serious and regular alike, can be found in the underground garage of the Hefei Government Affairs Center. These cracks are mainly located around the central part of the bottom floor within a 44.6– 57.8 m radius. To explore the causes of the cracks, two attempts are made. On one hand, on-site crack detection and underground water monitoring are conducted. On the other hand, the finite-element software program ANSYS is adopted to establish a finite-element model for the floor–foundation and connecting beam–foundation soil systems of the underground garage. Furthermore, the influences of the underground foundation, underground water level, soil expansion, and Poisson ratio on the bottom floor are calculated and analyzed. On the basis of the calculation and monitoring results, the following conclusion can be made: underground water is the main cause of the bottom floor cracks because underground water exerts a pushing force from the bottom and causes the expansibility of expansive soil. The study aims to provide a theoretical basis for the treatment of cracking in the Hefei Government Affairs Center, and offer a reference for the design, construction, and maintenance of similar projects.

  7. An Adaptive Finite Difference Method for Hyperbolic Systems in OneSpace Dimension

    Energy Technology Data Exchange (ETDEWEB)

    Bolstad, John H.

    1982-06-01

    Many problems of physical interest have solutions which are generally quite smooth in a large portion of the region of interest, but have local phenomena such as shocks, discontinuities or large gradients which require much more accurate approximations or finer grids for reasonable accuracy. Examples are atmospheric fronts, ocean currents, and geological discontinuities. In this thesis we develop and partially analyze an adaptive finite difference mesh refinement algorithm for the initial boundary value problem for hyperbolic systems in one space dimension. The method uses clusters of uniform grids which can ''move'' along with pulses or steep gradients appearing in the calculation, and which are superimposed over a uniform coarse grid. Such refinements are created, destroyed, merged, separated, recursively nested or moved based on estimates of the local truncation error. We use a four-way linked tree and sequentially allocated deques (double-ended queues) to perform these operations efficiently. The local truncation error in the interior of the region is estimated using a three-step Richardson extrapolation procedure, which can also be considered a deferred correction method. At the boundaries we employ differences to estimate the error. Our algorithm was implemented using a portable, extensible Fortran preprocessor, to which we added records and pointers. The method is applied to three model problems: the first order wave equation, the second order wave equation, and the inviscid Burgers equation. For the first two model problems our algorithm is shown to be three to five times more efficient (in computing time) than the use of a uniform coarse mesh, for the same accuracy. Furthermore, to our knowledge, our algorithm is the only one which adaptively treats time-dependent boundary conditions for hyperbolic systems.

  8. An efficient inversion for two-dimensional direct current resistivity surveys based on the hybrid finite difference-finite element method

    Science.gov (United States)

    Vachiratienchai, Chatchai; Siripunvaraporn, Weerachai

    2013-02-01

    For efficient inversion code, the forward modeling routine, the sensitivity calculation, and the inversion algorithm must be efficient. Here, the hybrid finite difference-finite element algorithm, which is fast and accurate even when the slope of the topography is greater than 45°, is used as the forward modeling routine to calculate the responses. The sensitivity calculation is adapted from the most efficient adjoint Green's function technique. Both of these algorithms are then driven with the data space Occam's inversion. This combination of modules makes it possible to obtain an efficient inversion code based on MATLAB for two-dimensional direct current (DC) resistivity data. To demonstrate its efficiency, numerical experiments with our code and with commercial software are performed on synthetic data and real field data collected in the western part of Thailand where limestone and cavities dominate the region. In general, our code takes substantially longer than the commercial code to run but converges to a solution with a lower misfit. The result shows that the efficiency of our code makes it practical for real field surveys.

  9. High-accuracy approximation of high-rank derivatives: isotropic finite differences based on lattice-Boltzmann stencils.

    Science.gov (United States)

    Mattila, Keijo Kalervo; Hegele Júnior, Luiz Adolfo; Philippi, Paulo Cesar

    2014-01-01

    We propose isotropic finite differences for high-accuracy approximation of high-rank derivatives. These finite differences are based on direct application of lattice-Boltzmann stencils. The presented finite-difference expressions are valid in any dimension, particularly in two and three dimensions, and any lattice-Boltzmann stencil isotropic enough can be utilized. A theoretical basis for the proposed utilization of lattice-Boltzmann stencils in the approximation of high-rank derivatives is established. In particular, the isotropy and accuracy properties of the proposed approximations are derived directly from this basis. Furthermore, in this formal development, we extend the theory of Hermite polynomial tensors in the case of discrete spaces and present expressions for the discrete inner products between monomials and Hermite polynomial tensors. In addition, we prove an equivalency between two approaches for constructing lattice-Boltzmann stencils. For the numerical verification of the presented finite differences, we introduce 5th-, 6th-, and 8th-order two-dimensional lattice-Boltzmann stencils.

  10. Low-Frequency Loudspeaker-Room Simulation Using Finite Differences in the Time Domain-Part 1: Analysis

    DEFF Research Database (Denmark)

    Celestinos, Adrian; Nielsen, Sofus Birkedal

    2008-01-01

    Small- and medium-size rectangular rooms have a strong influence on the low-frequency performance of loudspeakers. A simulation program based on the finite-difference time-domain (FDTD) method is introduced to analyze the sound field produced by loudspeakers in rectangular rooms at low frequencies...

  11. Application of the finite-difference contrast-source inversion algorithm to seismic full-waveform data

    NARCIS (Netherlands)

    Abubakar, A.; Hu, W.; Habashy, T.M.; Van den Berg, P.M.

    2009-01-01

    We have applied the finite-difference contrast-source inversion (FDCSI) method to seismic full-waveform inversion problems. The FDCSI method is an iterative nonlinear inversion algorithm. However, unlike the nonlinear conjugate gradient method and the Gauss-Newton method, FDCSI does not solve any fu

  12. Solving the maxwell equations by the Chebyshev method : A one-step finite-difference time-domain algorithm

    NARCIS (Netherlands)

    De Raedt, H; Michielsen, K; Kole, JS; Figge, MT

    2003-01-01

    We present a one-step algorithm that solves the Maxwell equations for systems with spatially varying permittivity and permeability by the Chebyshev method. We demonstrate that this algorithm may be orders of magnitude more efficient than current finite-difference time-domain (FDTD) algorithms.

  13. A Fractional Finite Difference Method for Solving the Fractional Poisson Equation Based on Shifted Grünwald Estimate

    Directory of Open Access Journals (Sweden)

    Abdollah BORHANIFAR

    2013-01-01

    Full Text Available In this study fractional Poisson equation is scrutinized through finite difference using shifted Grünwald estimate. A novel method is proposed numerically. The existence and uniqueness of solution for the fractional Poisson equation are proved. Exact and numerical solution are constructed and compared. Then numerical result shows the efficiency of the proposed method.

  14. A finite difference approach to despiking in-stationary velocity data - tested on a triple-lidar

    DEFF Research Database (Denmark)

    Meyer Forsting, Alexander Raul; Troldborg, Niels

    2016-01-01

    A novel despiking method is presented for in-stationary wind lidar velocity measurements. A finite difference approach yields the upper and lower bounds for a valid velocity reading. The sole input to the algorithm is the velocity series and optionally a far- field reference to the temporal...

  15. Low-Frequency Loudspeaker-Room Simulation Using Finite Differences in the Time Domain-Part 1: Analysis

    DEFF Research Database (Denmark)

    Celestinos, Adrian; Nielsen, Sofus Birkedal

    2008-01-01

    Small- and medium-size rectangular rooms have a strong influence on the low-frequency performance of loudspeakers. A simulation program based on the finite-difference time-domain (FDTD) method is introduced to analyze the sound field produced by loudspeakers in rectangular rooms at low frequencies...

  16. Linear and non-linear stability analysis for finite difference discretizations of high-order Boussinesq equations

    DEFF Research Database (Denmark)

    Fuhrman, David R.; Bingham, Harry B.; Madsen, Per A.

    2004-01-01

    This paper considers a method of lines stability analysis for finite difference discretizations of a recently published Boussinesq method for the study of highly non-linear and extremely dispersive water waves. The analysis demonstrates the near-equivalence of classical linear Fourier (von Neumann...

  17. An efficient realization of frequency dependent boundary conditions in an acoustic finite-difference time-domain model

    DEFF Research Database (Denmark)

    Escolano-Carrasco, José; Jacobsen, Finn; López, J.J.

    2008-01-01

    The finite-difference time-domain (FDTD) method provides a simple and accurate way of solving initial boundary value problems. However, most acoustic problems involve frequency dependent boundary conditions, and it is not easy to include such boundary conditions in an FDTD model. Although solutio...

  18. Finite-volume effects in the evaluation of the K_L - K_S mass difference

    CERN Document Server

    Christ, N H; Sachrajda, C T

    2014-01-01

    The RBC and UKQCD collaborations have recently proposed a procedure for computing the K_L-K_S mass difference. A necessary ingredient of this procedure is the calculation of the (non-exponential) finite-volume corrections relating the results obtained on a finite lattice to the physical values. This requires a significant extension of the techniques which were used to obtain the Lellouch-Luscher factor, which contains the finite-volume corrections in the evaluation of non-leptonic kaon decay amplitudes. We review the status of our study of this issue and, although a complete proof is still being developed, suggest the form of these corrections for general volumes and a strategy for taking the infinite-volume limit. The general result reduces to the known corrections in the special case when the volume is tuned so that there is a two-pion state degenerate with the kaon.

  19. Perfectly matched layer stability in 3-D finite-difference time-domain simulation of electroacoustic wave propagation in piezoelectric crystals with different symmetry class.

    Science.gov (United States)

    Nova, Omar; Peña, Néstor; Ney, Michel

    2015-03-01

    Perfectly matched layer stability in 3-D finite-difference time-domain simulations is demonstrated for two piezoelectric crystals: barium sodium niobate and bismuth germanate. Stability is achieved by adapting the discretization grid to meet a central-difference scheme. Stability is demonstrated by showing that the total energy of the piezoelectric system remains constant in the steady state.

  20. A quasi-analytical boundary condition for three-dimensional finite difference electromagnetic modeling

    Science.gov (United States)

    Mehanee, Salah; Zhdanov, Michael

    2004-12-01

    Numerical modeling of the quasi-static electromagnetic (EM) field in the frequency domain in a three-dimensional (3-D) inhomogeneous medium is a very challenging problem in computational physics. We present a new approach to the finite difference (FD) solution of this problem. The FD discretization of the EM field equation is based on the balance method. To compute the boundary values of the anomalous electric field we solve for, we suggest using the fast and accurate quasi-analytical (QA) approximation, which is a special form of the extended Born approximation. We call this new condition a quasi-analytical boundary condition (QA BC). This approach helps to reduce the size of the modeling domain without losing the accuracy of calculation. As a result, a larger number of grid cells can be used to describe the anomalous conductivity distribution within the modeling domain. The developed numerical technique allows application of a very fine discretization to the area with anomalous conductivity only because there is no need to move the boundaries too far from the inhomogeneous region, as required by the traditional Dirichlet or Neumann conditions for anomalous field with boundary values equal to zero. Therefore this approach increases the efficiency of FD modeling of the EM field in a medium with complex structure. We apply the QA BC and the traditional FD (with large grid and zero BC) methods to complicated models with high resistivity contrast. The numerical modeling demonstrates that the QA BC results in 5 times matrix size reduction and 2-3 times decrease in computational time.

  1. Finite difference weighted essentially non-oscillatory schemes with constrained transport for ideal magnetohydrodynamics

    Science.gov (United States)

    Christlieb, Andrew J.; Rossmanith, James A.; Tang, Qi

    2014-07-01

    In this work we develop a class of high-order finite difference weighted essentially non-oscillatory (FD-WENO) schemes for solving the ideal magnetohydrodynamic (MHD) equations in 2D and 3D. The philosophy of this work is to use efficient high-order WENO spatial discretizations with high-order strong stability-preserving Runge-Kutta (SSP-RK) time-stepping schemes. Numerical results have shown that with such methods we are able to resolve solution structures that are only visible at much higher grid resolutions with lower-order schemes. The key challenge in applying such methods to ideal MHD is to control divergence errors in the magnetic field. We achieve this by augmenting the base scheme with a novel high-order constrained transport approach that updates the magnetic vector potential. The predicted magnetic field from the base scheme is replaced by a divergence-free magnetic field that is obtained from the curl of this magnetic potential. The non-conservative weakly hyperbolic system that the magnetic vector potential satisfies is solved using a version of FD-WENO developed for Hamilton-Jacobi equations. The resulting numerical method is endowed with several important properties: (1) all quantities, including all components of the magnetic field and magnetic potential, are treated as point values on the same mesh (i.e., there is no mesh staggering); (2) both the spatial and temporal orders of accuracy are fourth-order; (3) no spatial integration or multidimensional reconstructions are needed in any step; and (4) special limiters in the magnetic vector potential update are used to control unphysical oscillations in the magnetic field. Several 2D and 3D numerical examples are presented to verify the order of accuracy on smooth test problems and to show high-resolution on test problems that involve shocks.

  2. Envelope Synthesis In Random Media - Radiative Transfer Versus Finite Difference Modeling

    Science.gov (United States)

    Przybilla, J.; Korn, M.; Wegler, U.

    2004-12-01

    The analysis of the coda portion of seismograms is an effective strategy to investigate the heterogeneous structure of the Earth at small scales. Usually the shape of seismogram envelopes at high frequencies are studied. A powerful method to synthesize envelopes is based on the radiative transfer theory, which describes energy transport through a scattering medium. The radiative transfer equations can conveniently be solved by a Monte Carlo simulation of random walks of energy particles through such a medium. Between single scattering events each particle moves through the background medium along ray paths. The probability of a scattering event is determined by the mean free path length depending on the total scattering coefficient of the medium. Monte Carlo simulations have so far mostly assumed isotropic scattering and acoustic approximations, as well as isotropic source radiation. Here we present an extension of this method to the full elastic case including P and S waves, and for angular dependent scattering coefficients according to the Born approximation. In order to validate this procedure, the results of the simulations are compared to envelopes obtained from full wave field modeling in 2D employing a finite difference method. Envelope shapes agree remarkably well for both short and long lapse times and for a broad range of scattering parameters. This leads to the conclusion that the use of Born scattering coefficients does not pose severe limits to the validity range of Monte Carlo method. From the comparison between elastic and acoustic simulations it becomes apparent that wave type conversions should not be neglected, especially when both P and S coda are interpreted simultaneously. Additionally, the influence of density fluctuations on envelope shapes has also been studied. It appears that the amount of density variations has a large effect on the level of the late coda only, thus showing a possibility to discriminate between velocity and density

  3. M2Di: Concise and efficient MATLAB 2-D Stokes solvers using the Finite Difference Method

    Science.gov (United States)

    Räss, Ludovic; Duretz, Thibault; Podladchikov, Yury Y.; Schmalholz, Stefan M.

    2017-02-01

    Recent development of many multiphysics modeling tools reflects the currently growing interest for studying coupled processes in Earth Sciences. The core of such tools should rely on fast and robust mechanical solvers. Here we provide M2Di, a set of routines for 2-D linear and power law incompressible viscous flow based on Finite Difference discretizations. The 2-D codes are written in a concise vectorized MATLAB fashion and can achieve a time to solution of 22 s for linear viscous flow on 10002 grid points using a standard personal computer. We provide application examples spanning from finely resolved crystal-melt dynamics, deformation of heterogeneous power law viscous fluids to instantaneous models of mantle flow in cylindrical coordinates. The routines are validated against analytical solution for linear viscous flow with highly variable viscosity and compared against analytical and numerical solutions of power law viscous folding and necking. In the power law case, both Picard and Newton iterations schemes are implemented. For linear Stokes flow and Picard linearization, the discretization results in symmetric positive-definite matrix operators on Cartesian grids with either regular or variable grid spacing allowing for an optimized solving procedure. For Newton linearization, the matrix operator is no longer symmetric and an adequate solving procedure is provided. The reported performance of linear and power law Stokes flow is finally analyzed in terms of wall time. All MATLAB codes are provided and can readily be used for educational as well as research purposes. The M2Di routines are available from Bitbucket and the University of Lausanne Scientific Computing Group website, and are also supplementary material to this article.

  4. FINITE DIFFERENCE METHOD FOR CALCULATING OF THE GAS FLOW IN A SUBSONIC GAS EJECTOR

    Directory of Open Access Journals (Sweden)

    Kostjantin Kapitanchuk

    2015-12-01

    Full Text Available Describe analysis of eddy viscosity actual mathematical models for numerical simulation a reversal gas flow in subsonic gas ejector. Considered advantages and disadvantages each of it. Proposed use method of finite elements for provides viscous gas flow calculation of gas ejectors.

  5. A Two-Dimensional, Finite-Difference Model of the Oxidation of a Uranium Carbide Fuel Pellet

    OpenAIRE

    Shepherd, J; Fairweather, M; Hanson, BC; Heggs, PJ

    2015-01-01

    The oxidation of spent uranium carbide fuel, a candidate fuel for Generation IV nuclear reactors, is an important process in its potential reprocessing cycle. However, the oxidation of uranium carbide in air is highly exothermic. A model has therefore been developed to predict the temperature rise, as well as other useful information such as reaction completion times, under different reaction conditions in order to help in deriving safe oxidation conditions. Finite difference-methods are used...

  6. 正则长波方程的一个新的差分方法%A NEW FINITE DIFFERENCE METHOD FOR REGULARIZED LONG-WAVE EQUATION

    Institute of Scientific and Technical Information of China (English)

    张鲁明; 常谦顺

    2000-01-01

    In this paper, a finite difference method for a initial-boundary valueproblem of regularized long-wave equation was considered. A energyconservative finite difference scheme of three levels was proposed.Convergence and stability of difference solution were proved. The schemeneedn't iterate, thus, requires less CPU time. Numerical experimentresults demonstrate that the method is efficient and reliable.

  7. Numerical simulation of particulate flows using a hybrid of finite difference and boundary integral methods.

    Science.gov (United States)

    Bhattacharya, Amitabh; Kesarkar, Tejas

    2016-10-01

    A combination of finite difference (FD) and boundary integral (BI) methods is used to formulate an efficient solver for simulating unsteady Stokes flow around particles. The two-dimensional (2D) unsteady Stokes equation is being solved on a Cartesian grid using a second order FD method, while the 2D steady Stokes equation is being solved near the particle using BI method. The two methods are coupled within the viscous boundary layer, a few FD grid cells away from the particle, where solutions from both FD and BI methods are valid. We demonstrate that this hybrid method can be used to accurately solve for the flow around particles with irregular shapes, even though radius of curvature of the particle surface is not resolved by the FD grid. For dilute particle concentrations, we construct a virtual envelope around each particle and solve the BI problem for the flow field located between the envelope and the particle. The BI solver provides velocity boundary condition to the FD solver at "boundary" nodes located on the FD grid, adjacent to the particles, while the FD solver provides the velocity boundary condition to the BI solver at points located on the envelope. The coupling between FD method and BI method is implicit at every time step. This method allows us to formulate an O(N) scheme for dilute suspensions, where N is the number of particles. For semidilute suspensions, where particles may cluster, an envelope formation method has been formulated and implemented, which enables solving the BI problem for each individual particle cluster, allowing efficient simulation of hydrodynamic interaction between particles even when they are in close proximity. The method has been validated against analytical results for flow around a periodic array of cylinders and for Jeffrey orbit of a moving ellipse in shear flow. Simulation of multiple force-free irregular shaped particles in the presence of shear in a 2D slit flow has been conducted to demonstrate the robustness of

  8. Simulation model of stratified thermal energy storage tank using finite difference method

    Science.gov (United States)

    Waluyo, Joko

    2016-06-01

    Stratified TES tank is normally used in the cogeneration plant. The stratified TES tanks are simple, low cost, and equal or superior in thermal performance. The advantage of TES tank is that it enables shifting of energy usage from off-peak demand for on-peak demand requirement. To increase energy utilization in a stratified TES tank, it is required to build a simulation model which capable to simulate the charging phenomenon in the stratified TES tank precisely. This paper is aimed to develop a novel model in addressing the aforementioned problem. The model incorporated chiller into the charging of stratified TES tank system in a closed system. The model was developed in one-dimensional type involve with heat transfer aspect. The model covers the main factors affect to degradation of temperature distribution namely conduction through the tank wall, conduction between cool and warm water, mixing effect on the initial flow of the charging as well as heat loss to surrounding. The simulation model is developed based on finite difference method utilizing buffer concept theory and solved in explicit method. Validation of the simulation model is carried out using observed data obtained from operating stratified TES tank in cogeneration plant. The temperature distribution of the model capable of representing S-curve pattern as well as simulating decreased charging temperature after reaching full condition. The coefficient of determination values between the observed data and model obtained higher than 0.88. Meaning that the model has capability in simulating the charging phenomenon in the stratified TES tank. The model is not only capable of generating temperature distribution but also can be enhanced for representing transient condition during the charging of stratified TES tank. This successful model can be addressed for solving the limitation temperature occurs in charging of the stratified TES tank with the absorption chiller. Further, the stratified TES tank can be

  9. Numerical Study Of The Heat Transfer Phenomenon Of A Rectangular Plate Including Void, Notch Using Finite Difference Technique

    Science.gov (United States)

    Deb Nath, S. K.; Peyada, N. K.

    2015-12-01

    In the present study, we have developed a code using Matlab software for solving a rectangular aluminum plate having void, notch, at different boundary conditions discretizing a two dimensional (2D) heat conduction equation by the finite difference technique. We have solved a 2D mixed boundary heat conduction problem analytically using Fourier integrals (Deb Nath et al., 2006; 2007; 2007; Deb Nath and Ahmed, 2008; Deb Nath, 2008; Deb Nath and Afsar, 2009; Deb Nath and Ahmed, 2009; 2009; Deb Nath et al., 2010; Deb Nath, 2013) and the same problem is also solved using the present code developed by the finite difference technique (Ahmed et al., 2005; Deb Nath, 2002; Deb Nath et al., 2008; Ahmed and Deb Nath, 2009; Deb Nath et al., 2011; Mohiuddin et al., 2012). To verify the soundness of the present heat conduction code results using the finite difference method, the distribution of temperature at some sections of a 2D heated plate obtained by the analytical method is compared with those of the plate obtained by the present finite difference method. Interpolation technique is used as an example when the boundary of the plate does not pass through the discretized grid points of the plate. Sometimes hot and cold fluids are passed through rectangular channels in industries and many types of technical equipment. The distribution of temperature of plates including notches, slots with different temperature boundary conditions are studied. Transient heat transfer in several pure metallic plates is also studied to find out the required time to reach equilibrium temperature. So, this study will help find design parameters of such structures.

  10. Numerical Study Of The Heat Transfer Phenomenon Of A Rectangular Plate Including Void, Notch Using Finite Difference Technique

    Directory of Open Access Journals (Sweden)

    Deb Nath S.K.

    2015-12-01

    Full Text Available In the present study, we have developed a code using Matlab software for solving a rectangular aluminum plate having void, notch, at different boundary conditions discretizing a two dimensional (2D heat conduction equation by the finite difference technique. We have solved a 2D mixed boundary heat conduction problem analytically using Fourier integrals (Deb Nath et al., 2006; 2007; 2007; Deb Nath and Ahmed, 2008; Deb Nath, 2008; Deb Nath and Afsar, 2009; Deb Nath and Ahmed, 2009; 2009; Deb Nath et al., 2010; Deb Nath, 2013 and the same problem is also solved using the present code developed by the finite difference technique (Ahmed et al., 2005; Deb Nath, 2002; Deb Nath et al., 2008; Ahmed and Deb Nath, 2009; Deb Nath et al., 2011; Mohiuddin et al., 2012. To verify the soundness of the present heat conduction code results using the finite difference method, the distribution of temperature at some sections of a 2D heated plate obtained by the analytical method is compared with those of the plate obtained by the present finite difference method. Interpolation technique is used as an example when the boundary of the plate does not pass through the discretized grid points of the plate. Sometimes hot and cold fluids are passed through rectangular channels in industries and many types of technical equipment. The distribution of temperature of plates including notches, slots with different temperature boundary conditions are studied. Transient heat transfer in several pure metallic plates is also studied to find out the required time to reach equilibrium temperature. So, this study will help find design parameters of such structures.

  11. A stable finite difference method for the elastic wave equation on complex geometries with free surfaces

    Energy Technology Data Exchange (ETDEWEB)

    Appelo, D; Petersson, N A

    2007-12-17

    The isotropic elastic wave equation governs the propagation of seismic waves caused by earthquakes and other seismic events. It also governs the propagation of waves in solid material structures and devices, such as gas pipes, wave guides, railroad rails and disc brakes. In the vast majority of wave propagation problems arising in seismology and solid mechanics there are free surfaces. These free surfaces have, in general, complicated shapes and are rarely flat. Another feature, characterizing problems arising in these areas, is the strong heterogeneity of the media, in which the problems are posed. For example, on the characteristic length scales of seismological problems, the geological structures of the earth can be considered piecewise constant, leading to models where the values of the elastic properties are also piecewise constant. Large spatial contrasts are also found in solid mechanics devices composed of different materials welded together. The presence of curved free surfaces, together with the typical strong material heterogeneity, makes the design of stable, efficient and accurate numerical methods for the elastic wave equation challenging. Today, many different classes of numerical methods are used for the simulation of elastic waves. Early on, most of the methods were based on finite difference approximations of space and time derivatives of the equations in second order differential form (displacement formulation), see for example [1, 2]. The main problem with these early discretizations were their inability to approximate free surface boundary conditions in a stable and fully explicit manner, see e.g. [10, 11, 18, 20]. The instabilities of these early methods were especially bad for problems with materials with high ratios between the P-wave (C{sub p}) and S-wave (C{sub s}) velocities. For rectangular domains, a stable and explicit discretization of the free surface boundary conditions is presented in the paper [17] by Nilsson et al. In summary

  12. GPU-Acceleration of Parallel Unconditionally Stable Group Explicit Finite Difference Method

    OpenAIRE

    Parand, K.; Zafarvahedian, Saeed; Hossayni, Sayyed A.

    2013-01-01

    Graphics Processing Units (GPUs) are high performance co-processors originally intended to improve the use and quality of computer graphics applications. Once, researchers and practitioners noticed the potential of using GPU for general purposes, GPUs applications have been extended from graphics applications to other fields. The main objective of this paper is to evaluate the impact of using GPU in solution of the transient diffusion type equation by parallel and stable group explicit finite...

  13. Domain-adaptive finite difference methods for collapsing annular liquid jets

    Science.gov (United States)

    Ramos, J. I.

    1993-01-01

    rate increases as the Weber number, nozzle exit angle, gas concentration at the nozzle exit, and temperature of the gases enclosed by the annular liquid jet are increased, but it decreases as the Froude and Peclet numbers, and annular liquid jet's thickness-to-radius ratio at the nozzle exit are increased. It is also shown that the annular liquid jet's collapse rate increases as the Weber number, nozzle exit angle, temperature of the gases enclosed by the annular liquid jet, and pressure of the gases which surround the jet are increased, but decreases as the Froude and Peclet numbers, and annular liquid jet's thickness-toradius ratio at the nozzle exit are increased. It is also shown that both the ratio of the initial pressure of the gas enclosed by the jet to the pressure of the gas surrounding the jet and the ratio of solubilities at the annular liquid jet's inner and outer interfaces play an important role on both the steady state mass absorption rate and the jet collapse. If the product of these ratios is greater or less than one, both the pressure and the mass of the gas enclosed by the annular liquid jet decrease or increase, respectively, with time. It is also shown that the numerical results obtained with the conservative, domain-adaptive method of lines technique presented in this paper are in excellent agreement with those of a domain-adaptive, iterative, non-conservative, block-bidiagonal, finite difference method which uncouples the solution of the fluid dynamics equations from that of the convergence length.

  14. The upwind finite difference fractional steps method for combinatorial system of dynamics of fluids in porous media and its application

    Institute of Scientific and Technical Information of China (English)

    YUAN; Yiran(袁益让)

    2002-01-01

    For combinatorial system of multilayer dynamics of fluids in porous media, the second order and first order upwind finite difference fractional steps schemes applicable to parallel arithmetic are put forward and two-dimensional and three-dimensional schemes are used to form a complete set. Some techniques,such as implicit-explicit difference scheme, calculus of variations, multiplicative commutation rule of difference operators, decomposition of high order difference operators and prior estimates, are adopted. Optimal order estimates in L2 norm are derived to determine the error in the second order approximate solution. This method has already been applied to the numerical simulation of migration-accumulation of oil resources.

  15. Partially implicit finite difference scheme for calculating dynamic pressure in a terrain-following coordinate non-hydrostatic ocean model

    Science.gov (United States)

    Liu, Zhe; Lin, Lei; Xie, Lian; Gao, Huiwang

    2016-10-01

    To improve the efficiency of the terrain-following σ-coordinate non-hydrostatic ocean model, a partially implicit finite difference (PIFD) scheme is proposed. By using explicit terms instead of implicit terms to discretize the parts of the vertical dynamic pressure gradient derived from the σ-coordinate transformation, the coefficient matrix of the discrete Poisson equation that the dynamic pressure satisfies can be simplified from 15 diagonals to 7 diagonals. The PIFD scheme is shown to run stably when it is applied to simulate five benchmark cases, namely, a standing wave in a basin, a surface solitary wave, a lock-exchange problem, a periodic wave over a bar and a tidally induced internal wave. Compared with the conventional fully implicit finite difference (FIFD) scheme, the PIFD scheme produces simulation results of equivalent accuracy at only 40-60% of the computational cost. The PIFD scheme demonstrates strong applicability and can be easily implemented in σ-coordinate ocean models.

  16. Newton's method applied to finite-difference approximations for the steady-state compressible Navier-Stokes equations

    Science.gov (United States)

    Bailey, Harry E.; Beam, Richard M.

    1991-01-01

    Finite-difference approximations for steady-state compressible Navier-Stokes equations, whose two spatial dimensions are written in generalized curvilinear coordinates and strong conservation-law form, are presently solved by means of Newton's method in order to obtain a lifting-airfoil flow field under subsonic and transonnic conditions. In addition to ascertaining the computational requirements of an initial guess ensuring convergence and the degree of computational efficiency obtainable via the approximate Newton method's freezing of the Jacobian matrices, attention is given to the need for auxiliary methods assessing the temporal stability of steady-state solutions. It is demonstrated that nonunique solutions of the finite-difference equations are obtainable by Newton's method in conjunction with a continuation method.

  17. Acoustic Wave Propagation Modeling by a Two-dimensional Finite-difference Summation-by-parts Algorithm

    Energy Technology Data Exchange (ETDEWEB)

    Kim, K. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Petersson, N. A. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Rodgers, A. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)

    2016-10-25

    Acoustic waveform modeling is a computationally intensive task and full three-dimensional simulations are often impractical for some geophysical applications such as long-range wave propagation and high-frequency sound simulation. In this study, we develop a two-dimensional high-order accurate finite-difference code for acoustic wave modeling. We solve the linearized Euler equations by discretizing them with the sixth order accurate finite difference stencils away from the boundary and the third order summation-by-parts (SBP) closure near the boundary. Non-planar topographic boundary is resolved by formulating the governing equation in curvilinear coordinates following the interface. We verify the implementation of the algorithm by numerical examples and demonstrate the capability of the proposed method for practical acoustic wave propagation problems in the atmosphere.

  18. 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.

  19. Applying full multigroup cell characteristics from MCU code to finite difference calculations of neutron field in VVER core

    Energy Technology Data Exchange (ETDEWEB)

    Gorodkov, S.S.; Kalugin, M.A. [Nuclear Research Centre ' ' Kurchatov Institute' ' , Moscow (Russian Federation)

    2015-09-15

    Up to now core calculations with Monte Carlo provided only average cross-sections of mesh cells for further use either in finite difference calculations or as benchmark ones for approximate spectral algorithms. Now MCU code is capable to handle functions, which may be interpreted as average diffusion coefficients. Subsequently the results of finite difference calculations with cells characteristic sets obtained in such a way can be compared with Monte Carlo results as benchmarks, giving reliable information on quality of production code under consideration. As an example of such analysis, the results of mesh calculations with 1-, 2-, 4-, 8- and 12 neutron groups of some model VVER fuel assembly are presented in comparison with the exact Monte Carlo solution. As a second example, an analysis is presented of water gap approximate enlargement between fuel assemblies, allowing VVER core region be covered by regular mesh.

  20. SPARC: Accurate and efficient finite-difference formulation and parallel implementation of Density Functional Theory. Part II: Periodic systems

    CERN Document Server

    Ghosh, Swarnava

    2016-01-01

    As the second component of SPARC (Simulation Package for Ab-initio Real-space Calculations), we present an accurate and efficient finite-difference formulation and parallel implementation of Density Functional Theory (DFT) for periodic systems. Specifically, employing a local formulation of the electrostatics, the Chebyshev polynomial filtered self-consistent field iteration, and a reformulation of the non-local force component, we develop a finite-difference framework wherein both the energy and atomic forces can be efficiently calculated to within chemical accuracies. We demonstrate using a wide variety of materials systems that SPARC obtains high convergence rates in energy and forces with respect to spatial discretization to reference plane-wave result; energies and forces that are consistent and display negligible `egg-box' effect; and accurate ground-state properties. We also demonstrate that the weak and strong scaling behavior of SPARC is similar to well-established and optimized plane-wave implementa...

  1. SPARC: Accurate and efficient finite-difference formulation and parallel implementation of Density Functional Theory. Part I: Isolated clusters

    CERN Document Server

    Ghosh, Swarnava

    2016-01-01

    As the first component of SPARC (Simulation Package for Ab-initio Real-space Calculations), we present an accurate and efficient finite-difference formulation and parallel implementation of Density Functional Theory (DFT) for isolated clusters. Specifically, utilizing a local reformulation of the electrostatics, the Chebyshev polynomial filtered self-consistent field iteration, and a reformulation of the non-local component of the force, we develop a framework using the finite-difference representation that enables the efficient evaluation of energies and atomic forces to within chemical accuracies. Through selected examples consisting of a variety of elements, we demonstrate that SPARC obtains exponential convergence in energy and forces with domain size; systematic convergence in the energy and forces with mesh-size to reference plane-wave result at comparably high rates; forces that are consistent with the energy, both free from any noticeable `egg-box' effect; and accurate ground-state properties includin...

  2. Finite difference programs and array processors. [High-speed floating point processing by coupling host computer to programable array processor

    Energy Technology Data Exchange (ETDEWEB)

    Rudy, T.E.

    1977-08-01

    An alternative to maxi computers for high-speed floating-point processing capabilities is the coupling of a host computer to a programable array processor. This paper compares the performance of two finite difference programs on various computers and their expected performance on commercially available array processors. The significance of balancing array processor computation, host-array processor control traffic, and data transfer operations is emphasized. 3 figures, 1 table.

  3. A finite difference method with periodic boundary conditions for simulations of diffusion-weighted magnetic resonance experiments in tissue.

    Science.gov (United States)

    Russell, Greg; Harkins, Kevin D; Secomb, Timothy W; Galons, Jean-Philippe; Trouard, Theodore P

    2012-02-21

    A new finite difference (FD) method for calculating the time evolution of complex transverse magnetization in diffusion-weighted magnetic resonance imaging and spectroscopy experiments is described that incorporates periodic boundary conditions. The new FD method relaxes restrictions on the allowable time step size employed in modeling which can significantly reduce computation time for simulations of large physical extent and allow for more complex, physiologically relevant, geometries to be simulated.

  4. Parallel finite difference beam propagation method based on message passing interface: application to MMI couplers with two-dimensional confinement

    Institute of Scientific and Technical Information of China (English)

    Chaojun Yan; Wenbiao Peng; Haijun Li

    2007-01-01

    @@ The alternate-direction implicit finite difference beam propagation method (FD-BPM) is used to analyze the two-dimensional (2D) symmetrical multimode interference (MMI) couplers. The positions of the images at the output plane and the length of multimode waveguide are accurately determined numerically. In order to reduce calculation time, the parallel processing of the arithmetic is implemented by the message passing interface and the simulation is accomplished by eight personal computers.

  5. A second-order high resolution finite difference scheme for a structured erythropoiesis model subject to malaria infection.

    Science.gov (United States)

    Ackleh, Azmy S; Ma, Baoling; Thibodeaux, Jeremy J

    2013-09-01

    We develop a second-order high-resolution finite difference scheme to approximate the solution of a mathematical model describing the within-host dynamics of malaria infection. The model consists of two nonlinear partial differential equations coupled with three nonlinear ordinary differential equations. Convergence of the numerical method to the unique weak solution with bounded total variation is proved. Numerical simulations demonstrating the achievement of the designed accuracy are presented.

  6. A finite-difference outer layer and integral inner layer method for the solution of the turbulent boundary layer equations

    Science.gov (United States)

    Barnwell, R. W.; Dejarnette, F. R.; Wahls, R. A.

    1987-01-01

    A new turbulent boundary-layer method is developed which models the inner region with the law of the wall while the outer region uses Clauser's eddy viscosity in Matsuno's finite-difference method. The match point between the inner and outer regions as well as the wall shear stress are determined at each marching step during the computation. Results obtained for incompressible, two-dimensional flow over flat plates and ellipses are compared with solutions from a baseline method which uses a finite-difference method for the entire boundary layer. Since the present method used the finite-difference method in the outer region only, the number of grid points required was about half that needed for the baseline method. Accurate displacement and momentum thicknesses were predicted for all cases. Skin friction was predicted well for the flat plate, but the accuracy decreased significantly for the ellipses. Adding a wake functions to the law of the wall allows some of the pressure gradient effect to be taken into account thereby increasing the accuracy of the method.

  7. Some Finite Difference Solutions of the Laminar Compressible Boundary Layer Showing the Effects of Upstream Transpiration Cooling

    Science.gov (United States)

    Howe, John T.

    1959-01-01

    Three numerical solutions of the partial differential equations describing the compressible laminar boundary layer are obtained by the finite difference method described in reports by I. Flugge-Lotz, D.C. Baxter, and this author. The solutions apply to steady-state supersonic flow without pressure gradient, over a cold wall and over an adiabatic wall, both having transpiration cooling upstream, and over an adiabatic wall with upstream cooling but without upstream transpiration. It is shown that for a given upstream wall temperature, upstream transpiration cooling affords much better protection to the adiabatic solid wall than does upstream cooling without transpiration. The results of the numerical solutions are compared with those of approximate solutions. The thermal results of the finite difference solution lie between the results of Rubesin and Inouye, and those of Libby and Pallone. When the skin-friction results of one finite difference solution are used in the thermal analysis of Rubesin and Inouye, improved agreement between the thermal results of the two methods of solution is obtained.

  8. Serpentine: Finite Difference Methods for Wave Propagation in Second Order Formulation

    Energy Technology Data Exchange (ETDEWEB)

    Petersson, N A; Sjogreen, B

    2012-03-26

    second order system is significantly smaller. Another issue with re-writing a second order system into first order form is that compatibility conditions often must be imposed on the first order form. These (Saint-Venant) conditions ensure that the solution of the first order system also satisfies the original second order system. However, such conditions can be difficult to enforce on the discretized equations, without introducing additional modeling errors. This project has previously developed robust and memory efficient algorithms for wave propagation including effects of curved boundaries, heterogeneous isotropic, and viscoelastic materials. Partially supported by internal funding from Lawrence Livermore National Laboratory, many of these methods have been implemented in the open source software WPP, which is geared towards 3-D seismic wave propagation applications. This code has shown excellent scaling on up to 32,768 processors and has enabled seismic wave calculations with up to 26 Billion grid points. TheWPP calculations have resulted in several publications in the field of computational seismology, e.g.. All of our current methods are second order accurate in both space and time. The benefits of higher order accurate schemes for wave propagation have been known for a long time, but have mostly been developed for first order hyperbolic systems. For second order hyperbolic systems, it has not been known how to make finite difference schemes stable with free surface boundary conditions, heterogeneous material properties, and curvilinear coordinates. The importance of higher order accurate methods is not necessarily to make the numerical solution more accurate, but to reduce the computational cost for obtaining a solution within an acceptable error tolerance. This is because the accuracy in the solution can always be improved by reducing the grid size h. However, in practice, the available computational resources might not be large enough to solve the problem with a

  9. The finite difference method for the three-dimensional nonlinear coupled system of dynamics of fluids in porous media

    Institute of Scientific and Technical Information of China (English)

    YUAN; Yirang

    2006-01-01

    For the three-dimensional coupled system of multilayer dynamics of fluids in porous media, the second-order upwind finite difference fractional steps schemes applicable to parallel arithmetic are put forward. Some techniques, such as calculus of variations, energy method,multiplicative commutation rule of difference operators, decomposition of high order difference operators and prior estimates are adopted. Optimal order estimates in l2 norm are derived to determine the error in the second-order approximate solution. These methods have already been applied to the numerical simulation of migration-accumulation of oil resources.

  10. THE UPWIND FINITE DIFFERENCE FRACTIONAL STEPS METHOD FOR NONLINEAR COUPLED SYSTEM OF DYNAMICS OF FLUIDS IN POROUS MEDIA

    Institute of Scientific and Technical Information of China (English)

    Yirang YUAN

    2006-01-01

    For nonlinear coupled system of multilayer dynamics of fluids in porous media, the second order and first order upwind finite difference fractional steps schemes applicable to parallel arithmetic are put forward, and two-dimensional and three-dimensional schemes are used to form a complete set. Some techniques, such as calculus of variations, multiplicative commutation rule of difference operators, decomposition of high order difference operators and prior estimates, are adopted. Optimal order estimates in L2 norm are derived to determine the error in the second order approximate solution.This method has already been applied to the numerical simulation of migration-accumulation of oil resources.

  11. Coupling of Dirichlet-to-Neumann boundary condition and finite difference methods in curvilinear coordinates for multiple scattering

    Science.gov (United States)

    Acosta, Sebastian; Villamizar, Vianey

    2010-08-01

    The applicability of the Dirichlet-to-Neumann technique coupled with finite difference methods is enhanced by extending it to multiple scattering from obstacles of arbitrary shape. The original boundary value problem (BVP) for the multiple scattering problem is reformulated as an interface BVP. A heterogenous medium with variable physical properties in the vicinity of the obstacles is considered. A rigorous proof of the equivalence between these two problems for smooth interfaces in two and three dimensions for any finite number of obstacles is given. The problem is written in terms of generalized curvilinear coordinates inside the computational region. Then, novel elliptic grids conforming to complex geometrical configurations of several two-dimensional obstacles are constructed and approximations of the scattered field supported by them are obtained. The numerical method developed is validated by comparing the approximate and exact far-field patterns for the scattering from two circular obstacles. In this case, for a second order finite difference scheme, a second order convergence of the numerical solution to the exact solution is easily verified.

  12. A Modified Equation Approach to Selecting a Nonstandard Finite Difference Scheme Applied to the Regularized Long Wave Equation

    Directory of Open Access Journals (Sweden)

    E. Momoniat

    2014-01-01

    Full Text Available Two nonstandard finite difference schemes are derived to solve the regularized long wave equation. The criteria for choosing the “best” nonstandard approximation to the nonlinear term in the regularized long wave equation come from considering the modified equation. The two “best” nonstandard numerical schemes are shown to preserve conserved quantities when compared to an implicit scheme in which the nonlinear term is approximated in the usual way. Comparisons to the single solitary wave solution show significantly better results, measured in the L2 and L∞ norms, when compared to results obtained using a Petrov-Galerkin finite element method and a splitted quadratic B-spline collocation method. The growth in the error when simulating the single solitary wave solution using the two “best” nonstandard numerical schemes is shown to be linear implying the nonstandard finite difference schemes are conservative. The formation of an undular bore for both steep and shallow initial profiles is captured without the formation of numerical instabilities.

  13. A finite difference scheme for fractional sub-diffusion equations on an unbounded domain using artificial boundary conditions

    Science.gov (United States)

    Gao, Guang-hua; Sun, Zhi-zhong; Zhang, Ya-nan

    2012-04-01

    One-dimensional fractional anomalous sub-diffusion equations on an unbounded domain are considered in our work. Beginning with the derivation of the exact artificial boundary conditions, the original problem on an unbounded domain is converted into mainly solving an initial-boundary value problem on a finite computational domain. The main contribution of our work, as compared with the previous work, lies in the reduction of fractional differential equations on an unbounded domain by using artificial boundary conditions and construction of the corresponding finite difference scheme with the help of method of order reduction. The difficulty is the treatment of Neumann condition on the artificial boundary, which involves the time-fractional derivative operator. The stability and convergence of the scheme are proven using the discrete energy method. Two numerical examples clarify the effectiveness and accuracy of the proposed method.

  14. ONE-DIMENSIONAL GAS DYNAMICS PROBLEMS AND THEIR SOLUTION BASED ON HIGH-RESOLUTION FINITE DIFFERENCE SCHEMES

    Directory of Open Access Journals (Sweden)

    P. V. Bulat

    2015-07-01

    Full Text Available One-dimensional unsteady gas dynamics problems are revealing tests for the accuracy estimation of numerical solution with respect to simulation of supersonic flows of inviscid compressible gas. Numerical solution of Euler equations describing flows of inviscid compressible gas and conceding continuous and discontinuous solutions is considered. Discretization of Euler equations is based on finite volume method and WENO finite difference schemes. The numerical solutions computed are compared with the exact solution of Riemann problem. Monotonic correction of derivatives makes possible avoiding new extremes and ensures monotonicity of the numerical solution near the discontinuity, but it leads to the smoothness of the existing minimums and maximums and to the accuracy loss. Calculations with the use of WENO schemes give the possibility for obtaining accurate and monotonic solution with the presence of weak and strong gas dynamical discontinuities.

  15. Stress Distribution on Short Implants at Maxillary Posterior Alveolar Bone Model With Different Bone-to-Implant Contact Ratio: Finite Element Analysis.

    Science.gov (United States)

    Yazicioglu, Duygu; Bayram, Burak; Oguz, Yener; Cinar, Duygu; Uckan, Sina

    2016-02-01

    The aim of this study was to evaluate the stress distribution of the short dental implants and bone-to-implant contact ratios in the posterior maxilla using 3-dimensional (3D) finite element models. Two different 3D maxillary posterior bone segments were modeled. Group 1 was composed of a bone segment consisting of cortical bone and type IV cancellous bone with 100% bone-to-implant contact. Group 2 was composed of a bone segment consisting of cortical bone and type IV cancellous bone including spherical bone design and homogenous tubular hollow spaced structures with 30% spherical porosities and 70% bone-to-implant contact ratio. Four-millimeter-diameter and 5-mm-height dental implants were assumed to be osseointegrated and placed at the center of the segments. Lateral occlusal bite force (300 N) was applied at a 25° inclination to the implants long axis. The maximum von Mises stresses in cortical and cancellous bones and implant-abutment complex were calculated. The von Mises stress values on the implants and the cancellous bone around the implants of the 70% bone-to-implant contact group were almost 3 times higher compared with the values of the 100% bone-to-implant contact group. For clinical reality, use of the 70% model for finite element analysis simulation of the posterior maxilla region better represents real alveolar bone and the increased stress and strain distributions evaluated on the cortical and cancellous bone around the dental implants.

  16. Different Finite Durations of Anticoagulation and Outcomes following Idiopathic Venous Thromboembolism: A Meta-Analysis

    Directory of Open Access Journals (Sweden)

    Aaron B. Holley

    2010-01-01

    Full Text Available Introduction. Controversy remains over the optimal length of anticoagulation following idiopathic venous thromboembolism. We sought to determine if a longer, finite course of anticoagulation offered additional benefit over a short course in the initial treatment of the first episode of idiopathic venous thromboembolism. Data Extraction. Rates of deep venous thrombosis, pulmonary embolism, combined venous thromboembolism, major bleeding, and mortality were extracted from prospective trials enrolling patients with first time, idiopathic venous thromboembolism. Data was pooled using random effects meta-regression. Results. Ten trials, with a total of 3225 patients, met inclusion criteria. For each additional month of initial anticoagulation, once therapy was stopped, recurrent venous thromboembolism (0.03 (95% CI: −0.28 to 0.35; =.24, mortality (−0.10 (95% CI: −0.24 to 0.04; =.15, and major bleeding (−0.01 (95% CI: −0.05 to 0.02; =.44 rates measured in percent per patient years, did not significantly change. Conclusions: Patients with an initial idiopathic venous thromboembolism should be treated with 3 to 6 months of secondary prophylaxis with vitamin K antagonists. At that time, a decision between continuing with indefinite therapy can be made, but there is no benefit to a longer (but finite course of therapy.

  17. A two-dimensional, finite-difference model of the oxidation of a uranium carbide fuel pellet

    Science.gov (United States)

    Shepherd, James; Fairweather, Michael; Hanson, Bruce C.; Heggs, Peter J.

    2015-12-01

    The oxidation of spent uranium carbide fuel, a candidate fuel for Generation IV nuclear reactors, is an important process in its potential reprocessing cycle. However, the oxidation of uranium carbide in air is highly exothermic. A model has therefore been developed to predict the temperature rise, as well as other useful information such as reaction completion times, under different reaction conditions in order to help in deriving safe oxidation conditions. Finite difference-methods are used to model the heat and mass transfer processes occurring during the reaction in two dimensions and are coupled to kinetics found in the literature.

  18. One-dimensional coupled Burgers’ equation and its numerical solution by an implicit logarithmic finite-difference method

    Directory of Open Access Journals (Sweden)

    Vineet K. Srivastava

    2014-03-01

    Full Text Available In this paper, an implicit logarithmic finite difference method (I-LFDM is implemented for the numerical solution of one dimensional coupled nonlinear Burgers’ equation. The numerical scheme provides a system of nonlinear difference equations which we linearise using Newton's method. The obtained linear system via Newton's method is solved by Gauss elimination with partial pivoting algorithm. To illustrate the accuracy and reliability of the scheme, three numerical examples are described. The obtained numerical solutions are compared well with the exact solutions and those already available.

  19. Development of the software Conden 1.0 in finite differences to model electrostatics problems 2D

    Directory of Open Access Journals (Sweden)

    Wilson Rodríguez Calderón

    2012-05-01

    Full Text Available The present work consists on the development and implementation of the finite differences method for over-relaxation adapted to irregular meshes to determine the influence of the air frontiers on the potencial values and field electricians, calculated inside a badges parallel condenser, using GID like a pre/post-process platform and Fortran like a programming language of the calculation motor of differences Conden 1.0. The problem domain is constituted by two rectangles that represent the condenser and the air layer that covers it, divided in rectangular meshes no standardize.

  20. High-order weighted essentially nonoscillatory finite-difference formulation of the lattice Boltzmann method in generalized curvilinear coordinates

    Science.gov (United States)

    Hejranfar, Kazem; Saadat, Mohammad Hossein; Taheri, Sina

    2017-02-01

    In this work, a high-order weighted essentially nonoscillatory (WENO) finite-difference lattice Boltzmann method (WENOLBM) is developed and assessed for an accurate simulation of incompressible flows. To handle curved geometries with nonuniform grids, the incompressible form of the discrete Boltzmann equation with the Bhatnagar-Gross-Krook (BGK) approximation is transformed into the generalized curvilinear coordinates and the spatial derivatives of the resulting lattice Boltzmann equation in the computational plane are solved using the fifth-order WENO scheme. The first-order implicit-explicit Runge-Kutta scheme and also the fourth-order Runge-Kutta explicit time integrating scheme are adopted for the discretization of the temporal term. To examine the accuracy and performance of the present solution procedure based on the WENOLBM developed, different benchmark test cases are simulated as follows: unsteady Taylor-Green vortex, unsteady doubly periodic shear layer flow, steady flow in a two-dimensional (2D) cavity, steady cylindrical Couette flow, steady flow over a 2D circular cylinder, and steady and unsteady flows over a NACA0012 hydrofoil at different flow conditions. Results of the present solution are compared with the existing numerical and experimental results which show good agreement. To show the efficiency and accuracy of the solution methodology, the results are also compared with the developed second-order central-difference finite-volume lattice Boltzmann method and the compact finite-difference lattice Boltzmann method. It is shown that the present numerical scheme is robust, efficient, and accurate for solving steady and unsteady incompressible flows even at high Reynolds number flows.