Nonstandard finite difference schemes
Mickens, Ronald E.
1995-01-01
The major research activities of this proposal center on the construction and analysis of nonstandard finite-difference schemes for ordinary and partial differential equations. In particular, we investigate schemes that either have zero truncation errors (exact schemes) or possess other significant features of importance for numerical integration. Our eventual goal is to bring these methods to bear on problems that arise in the modeling of various physical, engineering, and technological systems. At present, these efforts are extended in the direction of understanding the exact nature of these nonstandard procedures and extending their use to more complicated model equations. Our presentation will give a listing (obtained to date) of the nonstandard rules, their application to a number of linear and nonlinear, ordinary and partial differential equations. In certain cases, numerical results will be presented.
On stochastic finite difference schemes
Gyongy, Istvan
2013-01-01
Finite difference schemes in the spatial variable for degenerate stochastic parabolic PDEs are investigated. Sharp results on the rate of $L_p$ and almost sure convergence of the finite difference approximations are presented and results on Richardson extrapolation are established for stochastic parabolic schemes under smoothness assumptions.
Directory of Open Access Journals (Sweden)
Lei Zhang
2014-01-01
Full Text Available We present finite difference schemes for Burgers equation and Burgers-Fisher equation. A new version of exact finite difference scheme for Burgers equation and Burgers-Fisher equation is proposed using the solitary wave solution. Then nonstandard finite difference schemes are constructed to solve two equations. Numerical experiments are presented to verify the accuracy and efficiency of such NSFD schemes.
Lei Zhang; Lisha Wang; Xiaohua Ding
2014-01-01
We present finite difference schemes for Burgers equation and Burgers-Fisher equation. A new version of exact finite difference scheme for Burgers equation and Burgers-Fisher equation is proposed using the solitary wave solution. Then nonstandard finite difference schemes are constructed to solve two equations. Numerical experiments are presented to verify the accuracy and efficiency of such NSFD schemes.
A Finite Element Framework for Some Mimetic Finite Difference Discretizations
Rodrigo, Carmen; Gaspar, Francisco; Hu, Xiaozhe; Zikatanov, Ludmil
2015-01-01
In this work we derive equivalence relations between mimetic finite difference schemes on simplicial grids and modified N\\'ed\\'elec-Raviart-Thomas finite element methods for model problems in $\\mathbf{H}(\\operatorname{\\mathbf{curl}})$ and $H(\\operatorname{div})$. This provides a simple and transparent way to analyze such mimetic finite difference discretizations using the well-known results from finite element theory. The finite element framework that we develop is also crucial for the design...
Implicit finite difference schemes for the magnetic induction equations
Koley, U.
2011-01-01
We describe high order accurate and stable fully-discrete 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 d...
On nonstandard finite difference schemes in biosciences
Anguelov, R.; Dumont, Y.; Lubuma, J. M.-S.
2012-10-01
We design, analyze and implement nonstandard finite difference (NSFD) schemes for some differential models in biosciences. The NSFD schemes are reliable in three directions. They are topologically dynamically consistent for onedimensional models. They can replicate the global asymptotic stability of the disease-free equilibrium of the MSEIR model in epidemiology whenever the basic reproduction number is less than 1. They preserve the positivity and boundedness property of solutions of advection-reaction and reaction-diffusion equations.
Efficient discretization in finite difference method
Rozos, Evangelos; Koussis, Antonis; Koutsoyiannis, Demetris
2015-04-01
Finite difference method (FDM) is a plausible and simple method for solving partial differential equations. The standard practice is to use an orthogonal discretization to form algebraic approximate formulations of the derivatives of the unknown function and a grid, much like raster maps, to represent the properties of the function domain. For example, for the solution of the groundwater flow equation, a raster map is required for the characterization of the discretization cells (flow cell, no-flow cell, boundary cell, etc.), and two raster maps are required for the hydraulic conductivity and the storage coefficient. Unfortunately, this simple approach to describe the topology comes along with the known disadvantages of the FDM (rough representation of the geometry of the boundaries, wasted computational resources in the unavoidable expansion of the grid refinement in all cells of the same column and row, etc.). To overcome these disadvantages, Hunt has suggested an alternative approach to describe the topology, the use of an array of neighbours. This limits the need for discretization nodes only for the representation of the boundary conditions and the flow domain. Furthermore, the geometry of the boundaries is described more accurately using a vector representation. Most importantly, graded meshes can be employed, which are capable of restricting grid refinement only in the areas of interest (e.g. regions where hydraulic head varies rapidly, locations of pumping wells, etc.). In this study, we test the Hunt approach against MODFLOW, a well established finite difference model, and the Finite Volume Method with Simplified Integration (FVMSI). The results of this comparison are examined and critically discussed.
TVD finite difference schemes and artificial viscosity
Davis, S. F.
1984-01-01
The total variation diminishing (TVD) finite difference scheme can be interpreted as a Lax-Wendroff scheme plus an upwind weighted artificial dissipation term. If a particular flux limiter is chosen and the requirement for upwind weighting is removed, an artificial dissipation term which is based on the theory of TVD schemes is obtained which does not contain any problem dependent parameters and which can be added to existing MacCormack method codes. Numerical experiments to examine the performance of this new method are discussed.
Vibration source identification using corrected finite difference schemes
Leclere, Q.; Pezerat, Charles
2012-01-01
International audience This paper addresses the problem of the location and identification of vibration excitations from the measurement of the displacement field of a vibrating structure. It constitutes an improvement of the force analysis technique published several years ago. The development is based on the use of the motion equation which is discretized by finite difference schemes approximating spatial derivatives of the displacement. In a first instance, the error due to this approxi...
An optimized finite-difference scheme for wave propagation problems
Zingg, D. W.; Lomax, H.; Jurgens, H.
1993-01-01
Two fully-discrete finite-difference schemes for wave propagation problems are presented, a maximum-order scheme and an optimized (or spectral-like) scheme. Both combine a seven-point spatial operator and an explicit six-stage time-march method. The maximum-order operator is fifth-order in space and is sixth-order in time for a linear problem with periodic boundary conditions. The phase and amplitude errors of the schemes obtained using Fourier analysis are given and compared with a second-order and a fourth-order method. Numerical experiments are presented which demonstrate the usefulness of the schemes for a range of problems. For some problems, the optimized scheme leads to a reduction in global error compared to the maximum-order scheme with no additional computational expense.
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.
Lie group computation of finite difference schemes
Hoarau, Emma; David, Claire
2006-01-01
nombre de pages 10 A Mathematica based program has been elaborated in order to determine the symmetry group of a finite difference equation, by means of its differential representation. The package provides functions which enable us to solve the determining equations of the related Lie group
Optimizations on Designing High-Resolution Finite-Difference Schemes
Liu, Yen; Koomullil, George; Kwak, Dochan (Technical Monitor)
1994-01-01
We describe a general optimization procedure for both maximizing the resolution characteristics of existing finite differencing schemes as well as designing finite difference schemes that will meet the error tolerance requirements of numerical solutions. The procedure is based on an optimization process. This is a generalization of the compact scheme introduced by Lele in which the resolution is improved for single, one-dimensional spatial derivative, whereas in the present approach the complete scheme, after spatial and temporal discretizations, is optimized on a range of parameters of the scheme and the governing equations. The approach is to linearize and Fourier analyze the discretized equations to check the resolving power of the scheme for various wave number ranges in the solution and optimize the resolution to satisfy the requirements of the problem. This represents a constrained nonlinear optimization problem which can be solved to obtain the nodal weights of discretization. An objective function is defined in the parametric space of wave numbers, Courant number, Mach number and other quantities of interest. Typical criterion for defining the objective function include the maximization of the resolution of high wave numbers for acoustic and electromagnetic wave propagations and turbulence calculations. The procedure is being tested on off-design conditions of non-uniform mesh, non-periodic boundary conditions, and non-constant wave speeds for scalar and system of equations. This includes the solution of wave equations and Euler equations using a conventional scheme with and without optimization and the design of an optimum scheme for the specified error tolerance.
Ferreira, J. A.
2004-01-01
In this paper we study the convergence properties of a finite difference discretization of a second order elliptic equation with mixed derivatives and variable coefficient in polygonal domains subject to general boundary conditions. We prove that the finite difference scheme on nonuniform grids exhibit the phenomenon of supraconvergence, more precisely, for s ∈ [1, 2] order O(hs)-convergence of the finite difference solution and its gradient if the exact solution is in the Sobo...
Higher order finite difference schemes for the magnetic induction equations
Koley, Ujjwal; Mishra, Siddhartha; 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...
A New Class of Finite Difference Schemes
Mahesh, K.
1996-01-01
Fluid flows in the transitional and turbulent regimes possess a wide range of length and time scales. The numerical computation of these flows therefore requires numerical methods that can accurately represent the entire, or at least a significant portion, of this range of scales. The inaccurate representation of small scales is inherent to non-spectral schemes. This can be detrimental to computations where the energy in the small scales is comparable to that in the larger scales, e.g. large-eddy simulations of high Reynolds number turbulence. The inaccurate numerical representation of the small scales in these large-eddy simulations can result in the numerical error overwhelming the contribution of the subgrid-scale model.
Finite difference schemes for long-time integration
Haras, Zigo; Taasan, Shlomo
1993-01-01
Finite difference schemes for the evaluation of first and second derivatives are presented. These second order compact schemes were designed for long-time integration of evolution equations by solving a quadratic constrained minimization problem. The quadratic cost function measures the global truncation error while taking into account the initial data. The resulting schemes are applicable for integration times fourfold, or more, longer than similar previously studied schemes. A similar approach was used to obtain improved integration schemes.
Stability of central finite difference schemes for the Heston PDE
Hout, K. J. in 't; K. Volders
2010-01-01
This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large semi-discrete systems with non-normal matrices A. By employing the logarithmic spectral norm we prove practical, rigorous stability bounds. Our theoretical stability results are illustrated by ample numerical experiments.
Scheme For Finite-Difference Computations Of Waves
Davis, Sanford
1992-01-01
Compact algorithms generating and solving finite-difference approximations of partial differential equations for propagation of waves obtained by new method. Based on concept of discrete dispersion relation. Used in wave propagation to relate frequency to wavelength and is key measure of wave fidelity.
Compact finite difference schemes with spectral-like resolution
Lele, Sanjiva K.
1992-01-01
The present finite-difference schemes for the evaluation of first-order, second-order, and higher-order derivatives yield improved representation of a range of scales and may be used on nonuniform meshes. Various boundary conditions may be invoked, and both accurate interpolation and spectral-like filtering can be accomplished by means of schemes for derivatives at mid-cell locations. This family of schemes reduces to the Pade schemes when the maximal formal accuracy constraint is imposed with a specific computational stencil. Attention is given to illustrative applications of these schemes in fluid dynamics.
Ewing, R.; Iliev, O.; Lazarov, R.; Naumovich, A.
2004-01-01
Finite difference discretizations of 1D poroelasticity equations with discontinuous coefficients are analyzed. A recently suggested FD discretization of poroelasticity equations with constant coefficients on staggered grid, [5], is used as a basis. A careful treatment of the interfaces leads to harmonic averaging of the discontinuous coefficients. Here, convergence for the pressure and for the displacement is proven in certain norms for the scheme with harmonic averaging (HA). Order of conve...
ADI Finite Difference Discretization of the Heston-Hull-White PDE
Haentjens, Tinne; Hout, Karel in't.
2010-09-01
This paper concerns the efficient numerical solution of the time-dependent, three-dimensional Heston-Hull-White PDE for the fair prices of European call options. The numerical solution method described in this paper consists of a finite difference discretization on non-uniform spatial grids followed by an Alternating Direction Implicit scheme for the time discretization and extends the method recently proved effective by In't Hout & Foulon (2010) for the simpler, two-dimensional Heston PDE.
Convergence of finite difference schemes to the Aleksandrov solution of the Monge-Ampere equation
Awanou, Gerard; Awi, Romeo
2015-01-01
We present a technique for proving convergence to the Aleksandrov solution of the Monge-Ampere equation of a stable and consistent finite difference scheme. We also require a notion of discrete convexity with a stability property and a local equicontinuity property for bounded sequences.
On the monotonicity of multidimensional finite difference schemes
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.
Christlieb, Andrew J.; Liu, Yuan; Tang, Qi; Xu, Zhengfu
2014-01-01
In this paper, we utilize the maximum-principle-preserving flux limiting technique, originally designed for high order weighted essentially non-oscillatory (WENO) methods for scalar hyperbolic conservation laws, to develop a class of high order positivity-preserving finite difference WENO methods for the ideal magnetohydrodynamic (MHD) equations. Our schemes, under the constrained transport (CT) framework, can achieve high order accuracy, a discrete divergence-free condition and positivity of...
Hong, Qianying; Lai, Ming-Jun; Wang, Jingyue
2013-01-01
We present a convergence analysis of a finite difference scheme for the time dependent partial different equation called gradient flow associated with the Rudin-Osher-Fatemi model. We devise an iterative algorithm to compute the solution of the finite difference scheme and prove the convergence of the iterative algorithm. Finally computational experiments are shown to demonstrate the convergence of the finite difference scheme. An application for image denoising is given.
An unconditionally energy stable finite difference scheme for a stochastic Cahn-Hilliard equation
Li, Xiao; Qiao, ZhongHua; Zhang, Hui
2016-09-01
In this work, the MMC-TDGL equation, a stochastic Cahn-Hilliard equation is solved numerically by using the finite difference method in combination with a convex splitting technique of the energy functional. For the non-stochastic case, we develop an unconditionally energy stable difference scheme which is proved to be uniquely solvable. For the stochastic case, by adopting the same splitting of the energy functional, we construct a similar and uniquely solvable difference scheme with the discretized stochastic term. The resulted schemes are nonlinear and solved by Newton iteration. For the long time simulation, an adaptive time stepping strategy is developed based on both first- and second-order derivatives of the energy. Numerical experiments are carried out to verify the energy stability, the efficiency of the adaptive time stepping and the effect of the stochastic term.
High-Order Finite Difference GLM-MHD Schemes for Cell-Centered MHD
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...
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.
A High Order Finite Difference Scheme with Sharp Shock Resolution for the Euler Equations
Gerritsen, Margot; Olsson, Pelle
1996-01-01
We derive a high-order finite difference scheme for the Euler equations that satisfies a semi-discrete energy estimate, and present an efficient strategy for the treatment of discontinuities that leads to sharp shock resolution. The formulation of the semi-discrete energy estimate is based on a symmetrization of the Euler equations that preserves the homogeneity of the flux vector, a canonical splitting of the flux derivative vector, and the use of difference operators that satisfy a discrete analogue to the integration by parts procedure used in the continuous energy estimate. Around discontinuities or sharp gradients, refined grids are created on which the discrete equations are solved after adding a newly constructed artificial viscosity. The positioning of the sub-grids and computation of the viscosity are aided by a detection algorithm which is based on a multi-scale wavelet analysis of the pressure grid function. The wavelet theory provides easy to implement mathematical criteria to detect discontinuities, sharp gradients and spurious oscillations quickly and efficiently.
Institute of Scientific and Technical Information of China (English)
2007-01-01
The proper orthogonal decomposition(POD)and the singular value decomposition(SVD) are used to study the finite difference scheme(FDS)for the nonstationary Navier-Stokes equations. Ensembles of data are compiled from the transient solutions computed from the discrete equation system derived from the FDS for the nonstationary Navier-Stokes equations.The optimal orthogonal bases are reconstructed by the elements of the ensemble with POD and SVD.Combining the above procedures with a Galerkin projection approach yields a new optimizing FDS model with lower dimensions and a high accuracy for the nonstationary Navier-Stokes equations.The errors between POD approximate solutions and FDS solutions are analyzed.It is shown by considering the results obtained for numerical simulations of cavity flows that the error between POD approximate solution and FDS solution is consistent with theoretical results.Moreover,it is also shown that this validates the feasibility and efficiency of POD method.
High-Order Entropy Stable Finite Difference Schemes for Nonlinear Conservation Laws: Finite Domains
Fisher, Travis C.; Carpenter, Mark H.
2013-01-01
Developing stable and robust high-order finite difference schemes requires mathematical formalism and appropriate methods of analysis. In this work, nonlinear entropy stability is used to derive provably stable high-order finite difference methods with formal boundary closures for conservation laws. Particular emphasis is placed on the entropy stability of the compressible Navier-Stokes equations. A newly derived entropy stable weighted essentially non-oscillatory finite difference method is used to simulate problems with shocks and a conservative, entropy stable, narrow-stencil finite difference approach is used to approximate viscous terms.
Finite-difference scheme for the numerical solution of the Schroedinger equation
Mickens, Ronald E.; Ramadhani, Issa
1992-01-01
A finite-difference scheme for numerical integration of the Schroedinger equation is constructed. Asymptotically (r goes to infinity), the method gives the exact solution correct to terms of order r exp -2.
A Finite Difference Scheme for Pricing American Put Options under Kou's Jump-Diffusion Model
Jian Huang; Zhongdi Cen; Anbo Le
2013-01-01
We present a stable finite difference scheme on a piecewise uniform mesh along with a penalty method for pricing American put options under Kou's jump-diffusion model. By adding a penalty term, the partial integrodifferential complementarity problem arising from pricing American put options under Kou's jump-diffusion model is transformed into a nonlinear parabolic integro-differential equation. Then a finite difference scheme is proposed to solve the penalized integrodiffere...
Higher order finite difference schemes for the magnetic induction equations with resistivity
Koley, U.; S Mishra; Risebro, N. H.; Svard, And M.
2011-01-01
In this paper, we design high order accurate and stable finite difference schemes for the initial-boundary value problem, associated with the magnetic induction equation with resistivity. We use Summation-By-Parts (SBP) finite difference operators to approximate spatial derivatives and a Simultaneous Approximation Term (SAT) technique for implementing boundary conditions. The resulting schemes are shown to be energy stable. Various numerical experiments demonstrating both the stability and th...
A fourth-order finite difference scheme for the numerical solution of 1D linear hyperbolic equation
Akbar Mohebbi
2013-01-01
In this paper, a high-order and unconditionally stable difference method is proposed for the numerical solution of one-space dimensional linear hyperbolic equation. We apply a compact finite difference approximation of fourth-order for discretizing spatial derivative of this equation and a Pade approximation of fifth-order for the resulting system of ordinary differential equations. It is shown through analysis that the proposed scheme is unconditionally stable. This new method is easy to imp...
A FINITE-DIFFERENCE, DISCRETE-WAVENUMBER METHOD FOR CALCULATING RADAR TRACES
A hybrid of the finite-difference method and the discrete-wavenumber method is developed to calculate radar traces. The method is based on a three-dimensional model defined in the Cartesian coordinate system; the electromagnetic properties of the model are symmetric with respect ...
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.
Nonstandard finite difference scheme for SIRS epidemic model with disease-related death
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.
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.
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....
Numerical solutions of coupled Burgers’ equations by an implicit finite-difference scheme
Srivastava, Vineet K.; Sarita Singh; Mukesh K. Awasthi
2013-01-01
In this paper, an implicit exponential finite-difference scheme (Expo FDM) has been proposed for solving two dimensional nonlinear coupled viscous Burgers’ equations (VBEs) with appropriate initial and boundary conditions. The accuracy of the method has been illustrated by taking two numerical examples. Results are compared with exact solution and those already available in the literature by finding the L1, L2, L∞ and ER errors. Excellent numerical results indicate that the proposed scheme is...
Nonlinear Comparison of High-Order and Optimized Finite-Difference Schemes
Hixon, R.
1998-01-01
The effect of reducing the formal order of accuracy of a finite-difference scheme in order to optimize its high-frequency performance is investigated using the I-D nonlinear unsteady inviscid Burgers'equation. It is found that the benefits of optimization do carry over into nonlinear applications. Both explicit and compact schemes are compared to Tam and Webb's explicit 7-point Dispersion Relation Preserving scheme as well as a Spectral-like compact scheme derived following Lele's work. Results are given for the absolute and L2 errors as a function of time.
Li, Y.; Han, B.; Métivier, L.; Brossier, R.
2016-09-01
We investigate an optimal fourth-order staggered-grid finite-difference scheme for 3D frequency-domain viscoelastic wave modeling. An anti-lumped mass strategy is incorporated to minimize the numerical dispersion. The optimal finite-difference coefficients and the mass weighting coefficients are obtained by minimizing the misfit between the normalized phase velocities and the unity. An iterative damped least-squares method, the Levenberg-Marquardt algorithm, is utilized for the optimization. Dispersion analysis shows that the optimal fourth-order scheme presents less grid dispersion and anisotropy than the conventional fourth-order scheme with respect to different Poisson's ratios. Moreover, only 3.7 grid-points per minimum shear wavelength are required to keep the error of the group velocities below 1%. The memory cost is then greatly reduced due to a coarser sampling. A parallel iterative method named CARP-CG is used to solve the large ill-conditioned linear system for the frequency-domain modeling. Validations are conducted with respect to both the analytic viscoacoustic and viscoelastic solutions. Compared with the conventional fourth-order scheme, the optimal scheme generates wavefields having smaller error under the same discretization setups. Profiles of the wavefields are presented to confirm better agreement between the optimal results and the analytic solutions.
A semi-Lagrangian finite difference WENO scheme for scalar nonlinear conservation laws
Huang, Chieh-Sen; Arbogast, Todd; Hung, Chen-Hui
2016-10-01
For a nonlinear scalar conservation law in one-space dimension, we develop a locally conservative semi-Lagrangian finite difference scheme based on weighted essentially non-oscillatory reconstructions (SL-WENO). This scheme has the advantages of both WENO and semi-Lagrangian schemes. It is a locally mass conservative finite difference scheme, it is formally high-order accurate in space, it has small time truncation error, and it is essentially non-oscillatory. The scheme is nearly free of a CFL time step stability restriction for linear problems, and it has a relaxed CFL condition for nonlinear problems. The scheme can be considered as an extension of the SL-WENO scheme of Qiu and Shu (2011) [2] developed for linear problems. The new scheme is based on a standard sliding average formulation with the flux function defined using WENO reconstructions of (semi-Lagrangian) characteristic tracings of grid points. To handle nonlinear problems, we use an approximate, locally frozen trace velocity and a flux correction step. A special two-stage WENO reconstruction procedure is developed that is biased to the upstream direction. A Strang splitting algorithm is used for higher-dimensional problems. Numerical results are provided to illustrate the performance of the scheme and verify its formal accuracy. Included are applications to the Vlasov-Poisson and guiding-center models of plasma flow.
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.
A multigrid algorithm for the cell-centered finite difference scheme
Ewing, Richard E.; Shen, Jian
1993-01-01
In this article, we discuss a non-variational V-cycle multigrid algorithm based on the cell-centered finite difference scheme for solving a second-order elliptic problem with discontinuous coefficients. Due to the poor approximation property of piecewise constant spaces and the non-variational nature of our scheme, one step of symmetric linear smoothing in our V-cycle multigrid scheme may fail to be a contraction. Again, because of the simple structure of the piecewise constant spaces, prolongation and restriction are trivial; we save significant computation time with very promising computational results.
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.
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.
Kim, Jae Wook
2013-05-01
This paper proposes a novel systematic approach for the parallelization of pentadiagonal compact finite-difference schemes and filters based on domain decomposition. The proposed approach allows a pentadiagonal banded matrix system to be split into quasi-disjoint subsystems by using a linear-algebraic transformation technique. As a result the inversion of pentadiagonal matrices can be implemented within each subdomain in an independent manner subject to a conventional halo-exchange process. The proposed matrix transformation leads to new subdomain boundary (SB) compact schemes and filters that require three halo terms to exchange with neighboring subdomains. The internode communication overhead in the present approach is equivalent to that of standard explicit schemes and filters based on seven-point discretization stencils. The new SB compact schemes and filters demand additional arithmetic operations compared to the original serial ones. However, it is shown that the additional cost becomes sufficiently low by choosing optimal sizes of their discretization stencils. Compared to earlier published results, the proposed SB compact schemes and filters successfully reduce parallelization artifacts arising from subdomain boundaries to a level sufficiently negligible for sophisticated aeroacoustic simulations without degrading parallel efficiency. The overall performance and parallel efficiency of the proposed approach are demonstrated by stringent benchmark tests.
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...... of rotational and irrotational formulations in two horizontal dimensions provides evidence that the irrotational formulation has significantly better stability properties when the deep-water nonlinearity is high, particularly on refined grids. Computation of matrix pseudospectra shows that the system is only...... moderately non-normal, suggesting that the eigenvalues are likely suitable for analysis purposes. Numerical experiments demonstrate excellent agreement with the linear analysis, and good qualitative agreement with the local nonlinear analysis. The various methods of analysis combine to provide significant...
Fisher, Travis C.; Carpenter, Mark H.; Yamaleev, Nail K.; Frankel, Steven H.
2009-01-01
A general strategy exists for constructing Energy Stable Weighted Essentially Non Oscillatory (ESWENO) finite difference schemes up to eighth-order on periodic domains. These ESWENO schemes satisfy an energy norm stability proof for both continuous and discontinuous solutions of systems of linear hyperbolic equations. Herein, boundary closures are developed for the fourth-order ESWENO scheme that maintain wherever possible the WENO stencil biasing properties, while satisfying the summation-by-parts (SBP) operator convention, thereby ensuring stability in an L2 norm. Second-order, and third-order boundary closures are developed that achieve stability in diagonal and block norms, respectively. The global accuracy for the second-order closures is three, and for the third-order closures is four. A novel set of non-uniform flux interpolation points is necessary near the boundaries to simultaneously achieve 1) accuracy, 2) the SBP convention, and 3) WENO stencil biasing mechanics.
Landing gear noise prediction using high-order finite difference schemes
Liu, W.; Kim, J. W.; Zhang, X; Angland, D.; BASTIEN, C
2012-01-01
Aerodynamic noise from a generic two-wheel landing-gear model is predicted by a CFD/FW-H hybrid approach. The unsteady flow-field is computed using a compressible Navier–Stokes solver based on high-order finite difference schemes and a fully structured grid. The calculated time history of the surface pressure data is used in an FW-H solver to predict the far-field noise levels. Both aerodynamic and aeroacoustic results are compared to wind tunnel measurements and are found to be in good agree...
A truncated implicit high-order finite-difference scheme combined with boundary conditions
Chang, Suo-Liang; Liu, Yang
2013-03-01
In this paper, first we calculate finite-difference coefficients of implicit finitedifference methods (IFDM) for the first- and second-order derivatives on normal grids and firstorder derivatives on staggered grids and find that small coefficients of high-order IFDMs exist. Dispersion analysis demonstrates that omitting these small coefficients can retain approximately the same order accuracy but greatly reduce computational costs. Then, we introduce a mirrorimage symmetric boundary condition to improve IFDMs accuracy and stability and adopt the hybrid absorbing boundary condition (ABC) to reduce unwanted reflections from the model boundary. Last, we give elastic wave modeling examples for homogeneous and heterogeneous models to demonstrate the advantages of the proposed scheme.
A Finite Difference Scheme for Blow-Up Solutions of Nonlinear Wave Equations
Institute of Scientific and Technical Information of China (English)
Chien-Hong
2010-01-01
We consider a finite difference scheme for a nonlinear wave equation, whose solutions may lose their smoothness in finite time, i.e., blow up in finite time. In order to numerically reproduce blow-up solutions, we propose a rule for a time-stepping,which is a variant of what was successfully used in the case of nonlinear parabolic equations. A numerical blow-up time is defined and is proved to converge, under a certain hypothesis, to the real blow-up time as the grid size tends to zero.
A new fifth order finite difference WENO scheme for solving hyperbolic conservation laws
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.
Computational Aero-Acoustic Using High-order Finite-Difference Schemes
DEFF Research Database (Denmark)
Zhu, Wei Jun; Shen, Wen Zhong; Sørensen, Jens Nørkær
2007-01-01
In this paper, a high-order technique to accurately predict flow-generated noise is introduced. The technique consists of solving the viscous incompressible flow equations and inviscid acoustic equations using a incompressible/compressible splitting technique. The incompressible flow equations are...... discretizations of the acoustic equations. The classical fourth-order Runge-Kutta time scheme is applied to the acoustic equations for time discretization....
A fourth-order finite difference scheme for the numerical solution of 1D linear hyperbolic equation
Directory of Open Access Journals (Sweden)
Akbar Mohebbi
2013-10-01
Full Text Available In this paper, a high-order and unconditionally stable difference method is proposed for the numerical solution of one-space dimensional linear hyperbolic equation. We apply a compact finite difference approximation of fourth-order for discretizing spatial derivative of this equation and a Pade approximation of fifth-order for the resulting system of ordinary differential equations. It is shown through analysis that the proposed scheme is unconditionally stable. This new method is easy to implement, produces very accurate results and needs short CPU time. Some numerical examples are included to demonstrate the validity and applicability of the technique. We compare the numerical results of this paper with the numerical results of some methods in the literature.
Chu, Kevin T.
2008-01-01
In this article, we present a simple technique for boosting the order of accuracy of finite difference schemes for time dependent partial differential equations by optimally selecting the time step used to advance the numerical solution and adding defect correction terms in a non-iterative manner. The power of the technique is its ability to extract as much accuracy as possible from existing finite difference schemes with minimal additional effort. Through straightforward numerical analysis a...
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.
Bhattacharya, Amitabh
2013-11-01
An efficient algorithm for simulating Stokes flow around particles is presented here, in which a second order Finite Difference method (FDM) is coupled to a Boundary Integral method (BIM). This method utilizes the strong points of FDM (i.e. localized stencil) and BIM (i.e. accurate representation of particle surface). Specifically, in each iteration, the flow field away from the particles is solved on a Cartesian FDM grid, while the traction on the particle surface (given the the velocity of the particle) is solved using BIM. The two schemes are coupled by matching the solution in an intermediate region between the particle and surrounding fluid. We validate this method by solving for flow around an array of cylinders, and find good agreement with Hasimoto's (J. Fluid Mech. 1959) analytical results.
A simple parallel prefix algorithm for compact finite-difference schemes
Sun, Xian-He; Joslin, Ronald D.
1993-01-01
A compact scheme is a discretization scheme that is advantageous in obtaining highly accurate solutions. However, the resulting systems from compact schemes are tridiagonal systems that are difficult to solve efficiently on parallel computers. Considering the almost symmetric Toeplitz structure, a parallel algorithm, simple parallel prefix (SPP), is proposed. The SPP algorithm requires less memory than the conventional LU decomposition and is highly efficient on parallel machines. It consists of a prefix communication pattern and AXPY operations. Both the computation and the communication can be truncated without degrading the accuracy when the system is diagonally dominant. A formal accuracy study was conducted to provide a simple truncation formula. Experimental results were measured on a MasPar MP-1 SIMD machine and on a Cray 2 vector machine. Experimental results show that the simple parallel prefix algorithm is a good algorithm for the compact scheme on high-performance computers.
Mickens, Ronald E.
1996-01-01
A large class of physical phenomena can be modeled by evolution and wave type Partial Differential Equations (PDE). Few of these equations have known explicit exact solutions. Finite-difference techniques are a popular method for constructing discrete representations of these equations for the purpose of numerical integration. However, the solutions to the difference equations often contain so called numerical instabilities; these are solutions to the difference equations that do not correspond to any solution of the PDE's. For explicit schemes, the elimination of this behavior requires functional relations to exist between the time and space steps-sizes. We show that such functional relations can be obtained for certain PDE's by use of a positivity condition. The PDE's studied are the Burgers, Fisher, and linearized Euler equations.
Landing-gear noise prediction using high-order finite difference schemes
Liu, Wen; Wook Kim, Jae; Zhang, Xin; Angland, David; Caruelle, Bastien
2013-07-01
Aerodynamic noise from a generic two-wheel landing-gear model is predicted by a CFD/FW-H hybrid approach. The unsteady flow-field is computed using a compressible Navier-Stokes solver based on high-order finite difference schemes and a fully structured grid. The calculated time history of the surface pressure data is used in an FW-H solver to predict the far-field noise levels. Both aerodynamic and aeroacoustic results are compared to wind tunnel measurements and are found to be in good agreement. The far-field noise was found to vary with the 6th power of the free-stream velocity. Individual contributions from three components, i.e. wheels, axle and strut of the landing-gear model are also investigated to identify the relative contribution to the total noise by each component. It is found that the wheels are the dominant noise source in general. Strong vortex shedding from the axle is the second major contributor to landing-gear noise. This work is part of Airbus LAnding Gear nOise database for CAA validatiON (LAGOON) program with the general purpose of evaluating current CFD/CAA and experimental techniques for airframe noise prediction.
Hammer, René; Arnold, Anton
2013-01-01
A finite difference scheme is presented for the Dirac equation in (1+1)D. It can handle space- and time-dependent mass and potential terms and utilizes exact discrete transparent boundary conditions (DTBCs). Based on a space- and time-staggered leap-frog scheme it avoids fermion doubling and preserves the dispersion relation of the continuum problem for mass zero (Weyl equation) exactly. Considering boundary regions, each with a constant mass and potential term, the associated DTBCs are derived by first applying this finite difference scheme and then using the Z-transform in the discrete time variable. The resulting constant coefficient difference equation in space can be solved exactly on each of the two semi-infinite exterior domains. Admitting only solutions in $l_2$ which vanish at infinity is equivalent to imposing outgoing boundary conditions. An inverse Z-transformation leads to exact DTBCs in form of a convolution in discrete time which suppress spurious reflections at the boundaries and enforce stabi...
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.
Fisher, Travis C.; Carpenter, Mark H.; Nordstroem, Jan; Yamaleev, Nail K.; Swanson, R. Charles
2011-01-01
Simulations of nonlinear conservation laws that admit discontinuous solutions are typically restricted to discretizations of equations that are explicitly written in divergence form. This restriction is, however, unnecessary. Herein, linear combinations of divergence and product rule forms that have been discretized using diagonal-norm skew-symmetric summation-by-parts (SBP) operators, are shown to satisfy the sufficient conditions of the Lax-Wendroff theorem and thus are appropriate for simulations of discontinuous physical phenomena. Furthermore, special treatments are not required at the points that are near physical boundaries (i.e., discrete conservation is achieved throughout the entire computational domain, including the boundaries). Examples are presented of a fourth-order, SBP finite-difference operator with second-order boundary closures. Sixth- and eighth-order constructions are derived, and included in E. Narrow-stencil difference operators for linear viscous terms are also derived; these guarantee the conservative form of the combined operator.
DEFF Research Database (Denmark)
Fuhrman, David R.; Bingham, Harry B.; Madsen, Per A.;
2004-01-01
of rotational and irrotational formulations in two horizontal dimensions provides evidence that the irrotational formulation has significantly better stability properties when the deep-water non-linearity is high, particularly on refined grids. Computation of matrix pseudospectra shows that the system is only...... insight into the numerical behaviour of this rather complicated system of non-linear PDEs.......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...
Application of the 3D finite difference scheme to the TEXTOR-DED geometry
Energy Technology Data Exchange (ETDEWEB)
Zagorski, R.; Stepniewski, W. [Institute of Plasma Physics and Laser Microfusion, EURATOM Association, 01-497 Warsaw (Poland); Jakubowski, M. [Institut fuer Plasmaphysik, Forschungszentrum Juelich GmbH, EURATOM Association, Trilateral Euregio Cluster, D-52425 Juelich (Germany); McTaggart, N. [Department of Engineering Materials, University of Sheffield, Sheffield S1 3JD (United Kingdom); Schneider, R.; Xanthopoulos, P. [Max-Planck-Institut fuer Plasmaphysik, Teilinstitut Greifswald, EURATOM Association, Wendelsteinstrasse 1, D-17491 Greifswald (Germany)
2006-09-15
In this paper, we use the finite difference code FINITE, developed for the stellarator geometry, to investigate the energy transport in the 3D TEXTOR-DED tokamak configuration. In particular, we concentrate on the comparison between two different algorithms for solving the radial part of the electron energy transport equation. (orig.)
Harte, Philip T.
1994-01-01
Proper discretization of a ground-water-flow field is necessary for the accurate simulation of ground-water flow by models. Although discretiza- tion guidelines are available to ensure numerical stability, current guidelines arc flexible enough (particularly in vertical discretization) to allow for some ambiguity of model results. Testing of two common types of vertical-discretization schemes (horizontal and nonhorizontal-model-layer approach) were done to simulate sloping hydrogeologic units characteristic of New England. Differences of results of model simulations using these two approaches are small. Numerical errors associated with use of nonhorizontal model layers are small (4 percent). even though this discretization technique does not adhere to the strict formulation of the finite-difference method. It was concluded that vertical discretization by means of the nonhorizontal layer approach has advantages in representing the hydrogeologic units tested and in simplicity of model-data input. In addition, vertical distortion of model cells by this approach may improve the representation of shallow flow processes.
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)
Navnit Jha; R. K. Mohanty; Vinod Chauhan
2014-01-01
An efficient algorithm for the numerical solution of higher (even) orders two-point nonlinear boundary value problems has been developed. The method is third order accurate and applicable to both singular and nonsingular cases. We have used cubic spline polynomial basis and geometric mesh finite difference technique for the generation of this new scheme. The irreducibility and monotone property of the iteration matrix have been established and the convergence analysis of the proposed method h...
A staggered mesh finite difference scheme for the computation of compressible flows
Sanders, Richard
1992-01-01
A simple high resolution finite difference technique is presented to approximate weak solutions to hyperbolic systems of conservation laws. The method does not rely on Riemann problem solvers and is therefore easy to extend to a wide variety of problems. The overall performance (resolution and CPU requirements) is competitive, with other state-of-the-art techniques offering sharp nonoscillatory shocks and contacts. Theoretical results confirm the reliability of the approach for linear systems and nonlinear scalar equations.
Direct Simulations of Transition and Turbulence Using High-Order Accurate Finite-Difference Schemes
Rai, Man Mohan
1997-01-01
In recent years the techniques of computational fluid dynamics (CFD) have been used to compute flows associated with geometrically complex configurations. However, success in terms of accuracy and reliability has been limited to cases where the effects of turbulence and transition could be modeled in a straightforward manner. Even in simple flows, the accurate computation of skin friction and heat transfer using existing turbulence models has proved to be a difficult task, one that has required extensive fine-tuning of the turbulence models used. In more complex flows (for example, in turbomachinery flows in which vortices and wakes impinge on airfoil surfaces causing periodic transitions from laminar to turbulent flow) the development of a model that accounts for all scales of turbulence and predicts the onset of transition may prove to be impractical. Fortunately, current trends in computing suggest that it may be possible to perform direct simulations of turbulence and transition at moderate Reynolds numbers in some complex cases in the near future. This seminar will focus on direct simulations of transition and turbulence using high-order accurate finite-difference methods. The advantage of the finite-difference approach over spectral methods is that complex geometries can be treated in a straightforward manner. Additionally, finite-difference techniques are the prevailing methods in existing application codes. In this seminar high-order-accurate finite-difference methods for the compressible and incompressible formulations of the unsteady Navier-Stokes equations and their applications to direct simulations of turbulence and transition will be presented.
Nikkar, Samira; Nordström, Jan
2015-01-01
A time-dependent coordinate transformation of a constant coefficient hyperbolic system of equations which results in a variable coefficient system of equations is considered. By applying the energy method, well-posed boundary conditions for the continuous problem are derived. Summation-by-Parts (SBP) operators for the space and time discretization, together with a weak imposition of boundary and initial conditions using Simultaneously Approximation Terms (SATs) lead to a provable fully-discre...
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...
Computational Aero-Acoustic Using High-order Finite-Difference Schemes
Zhu, Wei Jun; Shen, Wen Zhong; Sørensen, Jens Nørkær
2007-01-01
In this paper, a high-order technique to accurately predict flow-generated noise is introduced. The technique consists of solving the viscous incompressible flow equations and inviscid acoustic equations using a incompressible/compressible splitting technique. The incompressible flow equations are solved using the in-house flow solver EllipSys2D/3D which is a second-order finite volume code. The acoustic solution is found by solving the acoustic equations using high-order finite difference sc...
Institute of Scientific and Technical Information of China (English)
ZHAO HaiBo; WANG XiuMing
2008-01-01
In this paper, an optimized staggered variable-grid finite-difference (FD) method is developed in veloc-ity-stress elastic wave equations. On the basis of the dispersion-relation-preserving (DRP), a fourth-order finite-difference operator on non-uniform grids is constructed. The proposed algorithm is a continuous variable-grid method. It does not need interpolations for the field variables between re-gions with the fine spacing and the coarse one. The accuracy of the optimized scheme has been veri-fied with an analytical solution and a regular staggered-grid FD method for the eighth order accuracy in space. The comparisons of the proposed scheme with the variable-grid FD method based on Taylor series expansion are made. It is demonstrated that this optimized scheme has less dispersion errors than that with Taylor's series expansion. Thus, the proposed scheme uses coarser grids in numerical simulations than that constructed by the Taylor's series expansion. Finally, the capability of the opti-mized FD is demonstrated for a complex cross-well acoustic simulation. The numerical experiment shows that this method greatly saves storage requirements and computational time, and is stable.
A convergent 2D finite-difference scheme for the Dirac-Poisson system and the simulation of graphene
Brinkman, Daniel
2014-01-01
We present a convergent finite-difference scheme of second order in both space and time for the 2D electromagnetic Dirac equation. We apply this method in the self-consistent Dirac-Poisson system to the simulation of graphene. The model is justified for low energies, where the particles have wave vectors sufficiently close to the Dirac points. In particular, we demonstrate that our method can be used to calculate solutions of the Dirac-Poisson system where potentials act as beam splitters or Veselago lenses. © 2013 Elsevier Inc.
Numerical pricing of options using high-order compact finite difference schemes
Tangman, D. Y.; Gopaul, A.; Bhuruth, M.
2008-09-01
We consider high-order compact (HOC) schemes for quasilinear parabolic partial differential equations to discretise the Black-Scholes PDE for the numerical pricing of European and American options. We show that for the heat equation with smooth initial conditions, the HOC schemes attain clear fourth-order convergence but fail if non-smooth payoff conditions are used. To restore the fourth-order convergence, we use a grid stretching that concentrates grid nodes at the strike price for European options. For an American option, an efficient procedure is also described to compute the option price, Greeks and the optimal exercise curve. Comparisons with a fourth-order non-compact scheme are also done. However, fourth-order convergence is not experienced with this strategy. To improve the convergence rate for American options, we discuss the use of a front-fixing transformation with the HOC scheme. We also show that the HOC scheme with grid stretching along the asset price dimension gives accurate numerical solutions for European options under stochastic volatility.
COMPACT FOURTH-ORDER FINITE DIFFERENCE SCHEMES FOR HELMHOLTZ EQUATION WITH HIGH WAVE NUMBERS
Institute of Scientific and Technical Information of China (English)
Yiping Fu
2008-01-01
In this paper,two fourth-order accurate compact difference schemes are presented for solving the Helmholtz equation in two space dimensions when the corresponding wave numbers are large.The main idea is to derive and to study a fourth-order accurate compact difference scheme whose leading truncation term,namely,the O(h4) term,is independent of the wave number and the sohrtion of the Helmholtz equation.The convergence property of the compact schemes are analyzed and the implementation of solving the resulting linear algebraic system based on a FFT approach is considered.Numerical results are presented,which support our theoretical predictions.Mathematics subject classification:65M06,65N12.
Batista, F. B.; Albuquerque, E. L.; Arruda, J. R. F.; Dias, M.
2009-03-01
It is known that the elastic constants of composite materials can be identified by modal analysis and numerical methods. This approach is nondestructive, since it consists of simple tests and does not require high computational effort. It can be applied to isotropic, orthotropic, or anisotropic materials, making it a useful alternative for the characterization of composite materials. However, when elastic constants are bending constants, the method requires numerical spatial derivatives of experimental mode shapes. These derivatives are highly sensitive to noise. Previous works attempted to overcome the problem by using special optical devices. In this study, the elastic constant is identified using mode shapes obtained by standard laser vibrometers. To minimize errors, the mode shapes are first smoothed by regressive discrete Fourier series, after which their spatial derivatives are computed using finite differences. Numerical simulations using the finite element method and experimental results confirm the accuracy of the proposed method. The experimental examples reported here consist of an isotropic steel plate and an orthotropic carbon-epoxy plate excited with an electromechanical shaker. The forced response is measured at a large number of points, using a laser Doppler vibrometer. Both numerical and experimental results were satisfactory.
Directory of Open Access Journals (Sweden)
Navnit Jha
2014-01-01
Full Text Available An efficient algorithm for the numerical solution of higher (even orders two-point nonlinear boundary value problems has been developed. The method is third order accurate and applicable to both singular and nonsingular cases. We have used cubic spline polynomial basis and geometric mesh finite difference technique for the generation of this new scheme. The irreducibility and monotone property of the iteration matrix have been established and the convergence analysis of the proposed method has been discussed. Some numerical experiments have been carried out to demonstrate the computational efficiency in terms of convergence order, maximum absolute errors, and root mean square errors. The numerical results justify the reliability and efficiency of the method in terms of both order and accuracy.
An efficient hybrid pseudospectral/finite-difference scheme for solving the TTI pure P-wave equation
Zhan, Ge
2013-02-19
The pure P-wave equation for modelling and migration in tilted transversely isotropic (TTI) media has attracted more and more attention in imaging seismic data with anisotropy. The desirable feature is that it is absolutely free of shear-wave artefacts and the consequent alleviation of numerical instabilities generally suffered by some systems of coupled equations. However, due to several forward-backward Fourier transforms in wavefield updating at each time step, the computational cost is significant, and thereby hampers its prevalence. We propose to use a hybrid pseudospectral (PS) and finite-difference (FD) scheme to solve the pure P-wave equation. In the hybrid solution, most of the cost-consuming wavenumber terms in the equation are replaced by inexpensive FD operators, which in turn accelerates the computation and reduces the computational cost. To demonstrate the benefit in cost saving of the new scheme, 2D and 3D reverse-time migration (RTM) examples using the hybrid solution to the pure P-wave equation are carried out, and respective runtimes are listed and compared. Numerical results show that the hybrid strategy demands less computation time and is faster than using the PS method alone. Furthermore, this new TTI RTM algorithm with the hybrid method is computationally less expensive than that with the FD solution to conventional TTI coupled equations. © 2013 Sinopec Geophysical Research Institute.
Kiessling, Jonas
2014-05-06
Option prices in exponential Lévy models solve certain partial integro-differential equations. This work focuses on developing novel, computable error approximations for a finite difference scheme that is suitable for solving such PIDEs. The scheme was introduced in (Cont and Voltchkova, SIAM J. Numer. Anal. 43(4):1596-1626, 2005). The main results of this work are new estimates of the dominating error terms, namely the time and space discretisation errors. In addition, the leading order terms of the error estimates are determined in a form that is more amenable to computations. The payoff is only assumed to satisfy an exponential growth condition, it is not assumed to be Lipschitz continuous as in previous works. If the underlying Lévy process has infinite jump activity, then the jumps smaller than some (Formula presented.) are approximated by diffusion. The resulting diffusion approximation error is also estimated, with leading order term in computable form, as well as the dependence of the time and space discretisation errors on this approximation. Consequently, it is possible to determine how to jointly choose the space and time grid sizes and the cut off parameter (Formula presented.). © 2014 Springer Science+Business Media Dordrecht.
Wang, Cheng; Dong, XinZhuang; Shu, Chi-Wang
2015-10-01
For numerical simulation of detonation, computational cost using uniform meshes is large due to the vast separation in both time and space scales. Adaptive mesh refinement (AMR) is advantageous for problems with vastly different scales. This paper aims to propose an AMR method with high order accuracy for numerical investigation of multi-dimensional detonation. A well-designed AMR method based on finite difference weighted essentially non-oscillatory (WENO) scheme, named as AMR&WENO is proposed. A new cell-based data structure is used to organize the adaptive meshes. The new data structure makes it possible for cells to communicate with each other quickly and easily. In order to develop an AMR method with high order accuracy, high order prolongations in both space and time are utilized in the data prolongation procedure. Based on the message passing interface (MPI) platform, we have developed a workload balancing parallel AMR&WENO code using the Hilbert space-filling curve algorithm. Our numerical experiments with detonation simulations indicate that the AMR&WENO is accurate and has a high resolution. Moreover, we evaluate and compare the performance of the uniform mesh WENO scheme and the parallel AMR&WENO method. The comparison results provide us further insight into the high performance of the parallel AMR&WENO method.
Two modified discrete chirp Fourier transform schemes
Institute of Scientific and Technical Information of China (English)
樊平毅; 夏香根
2001-01-01
This paper presents two modified discrete chirp Fourier transform (MDCFT) schemes.Some matched filter properties such as the optimal selection of the transform length, and its relationship to analog chirp-Fourier transform are studied. Compared to the DCFT proposed previously, theoretical and simulation results have shown that the two MDCFTs can further improve the chirp rate resolution of the detected signals.
International Nuclear Information System (INIS)
The aim of the present work is to compare and discuss the three of the most advanced two dimensional transport methods, the finite difference and nodal discrete ordinates and surface flux method, incorporated into the transport codes TWODANT, TWOTRAN-NODAL, MULTIMEDIUM and SURCU. For intercomparison the eigenvalue and the neutron flux distribution are calculated using these codes in the LWR pool reactor benchmark problem. Additionally the results are compared with some results obtained by French collision probability transport codes MARSYAS and TRIDENT. Because the transport solution of this benchmark problem is close to its diffusion solution some results obtained by the finite element diffusion code FINELM and the finite difference diffusion code DIFF-2D are included
Campbell, W.
1981-01-01
A theoretical evaluation of the stability of an explicit finite difference solution of the transient temperature field in a composite medium is presented. The grid points of the field are assumed uniformly spaced, and media interfaces are either vertical or horizontal and pass through grid points. In addition, perfect contact between different media (infinite interfacial conductance) is assumed. A finite difference form of the conduction equation is not valid at media interfaces; therefore, heat balance forms are derived. These equations were subjected to stability analysis, and a computer graphics code was developed that permitted determination of a maximum time step for a given grid spacing.
El-Amin, M.F.
2011-05-14
In this paper, a finite difference scheme is developed to solve the unsteady problem of combined heat and mass transfer from an isothermal curved surface to a porous medium saturated by a non-Newtonian fluid. The curved surface is kept at constant temperature and the power-law model is used to model the non-Newtonian fluid. The explicit finite difference method is used to solve simultaneously the equations of momentum, energy and concentration. The consistency of the explicit scheme is examined and the stability conditions are determined for each equation. Boundary layer and Boussinesq approximations have been incorporated. Numerical calculations are carried out for the various parameters entering into the problem. Velocity, temperature and concentration profiles are shown graphically. It is found that as time approaches infinity, the values of wall shear, heat transfer coefficient and concentration gradient at the wall, which are entered in tables, approach the steady state values.
Steger, J. L.; Dougherty, F. C.; Benek, J. A.
1983-01-01
A mesh system composed of multiple overset body-conforming grids is described for adapting finite-difference procedures to complex aircraft configurations. In this so-called 'chimera mesh,' a major grid is generated about a main component of the configuration and overset minor grids are used to resolve all other features. Methods for connecting overset multiple grids and modifications of flow-simulation algorithms are discussed. Computational tests in two dimensions indicate that the use of multiple overset grids can simplify the task of grid generation without an adverse effect on flow-field algorithms and computer code complexity.
Institute of Scientific and Technical Information of China (English)
徐琛梅
2008-01-01
This paper deals with the special nonlinear reaction-diffusion equation.The finite difference scheme with incremental unknowns approximating to the differential equation (2.1) is set up by means of introducing incremental unknowns methods.Through the stability analyzing for the scheme,it was shown that the stability conditions of the finite difference schemes with the incremental unknowns are greatly improved when compared with the stability conditions of the corresponding classic difference scheme.
Settle, Sean O.
2013-01-01
The primary aim of this paper is to answer the question, What are the highest-order five- or nine-point compact finite difference schemes? To answer this question, we present several simple derivations of finite difference schemes for the one- and two-dimensional Poisson equation on uniform, quasi-uniform, and nonuniform face-to-face hyperrectangular grids and directly prove the existence or nonexistence of their highest-order local accuracies. Our derivations are unique in that we do not make any initial assumptions on stencil symmetries or weights. For the one-dimensional problem, the derivation using the three-point stencil on both uniform and nonuniform grids yields a scheme with arbitrarily high-order local accuracy. However, for the two-dimensional problem, the derivation using the corresponding five-point stencil on uniform and quasi-uniform grids yields a scheme with at most second-order local accuracy, and on nonuniform grids yields at most first-order local accuracy. When expanding the five-point stencil to the nine-point stencil, the derivation using the nine-point stencil on uniform grids yields at most sixth-order local accuracy, but on quasi- and nonuniform grids yields at most fourth- and third-order local accuracy, respectively. © 2013 Society for Industrial and Applied Mathematics.
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.
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...
Kumar, A.; Rudy, D. H.; Drummond, J. P.; Harris, J. E.
1982-08-01
Several two- and three-dimensional external and internal flow problems solved on the STAR-100 and CYBER-203 vector processing computers are described. The flow field was described by the full Navier-Stokes equations which were then solved by explicit finite-difference algorithms. Problem results and computer system requirements are presented. Program organization and data base structure for three-dimensional computer codes which will eliminate or improve on page faulting, are discussed. Storage requirements for three-dimensional codes are reduced by calculating transformation metric data in each step. As a result, in-core grid points were increased in number by 50% to 150,000, with a 10% execution time increase. An assessment of current and future machine requirements shows that even on the CYBER-205 computer only a few problems can be solved realistically. Estimates reveal that the present situation is more storage limited than compute rate limited, but advancements in both storage and speed are essential to realistically calculate three-dimensional flow.
Ackleh, Azmy S; Delcambre, Mark L; Sutton, Karyn L
2015-01-01
We present a second-order high-resolution finite difference scheme to approximate the solution of a mathematical model of the transmission dynamics of Mycobacterium marinum (Mm) in an aquatic environment. This work extends the numerical theory and continues the preliminary studies on the model first developed in Ackleh et al. [Structured models for the spread of Mycobacterium marinum: foundations for a numerical approximation scheme, Math. Biosci. Eng. 11 (2014), pp. 679-721]. Numerical simulations demonstrating the accuracy of the method are presented, and we compare this scheme to the first-order scheme developed in Ackleh et al. [Structured models for the spread of Mycobacterium marinum: foundations for a numerical approximation scheme, Math. Biosci. Eng. 11 (2014), pp. 679-721] to show that the first-order method requires significantly more computational time to provide solutions with a similar accuracy. We also demonstrated that the model can be a tool to understand surprising or nonintuitive phenomena regarding competitive advantage in the context of biologically realistic growth, birth and death rates. PMID:25271885
Explicit Finite Difference Methods for the Delay Pseudoparabolic Equations
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...
An implicit finite-difference operator for the Helmholtz equation
Chu, Chunlei
2012-07-01
We have developed an implicit finite-difference operator for the Laplacian and applied it to solving the Helmholtz equation for computing the seismic responses in the frequency domain. This implicit operator can greatly improve the accuracy of the simulation results without adding significant extra computational cost, compared with the corresponding conventional explicit finite-difference scheme. We achieved this by taking advantage of the inherently implicit nature of the Helmholtz equation and merging together the two linear systems: one from the implicit finite-difference discretization of the Laplacian and the other from the discretization of the Helmholtz equation itself. The end result of this simple yet important merging manipulation is a single linear system, similar to the one resulting from the conventional explicit finite-difference discretizations, without involving any differentiation matrix inversions. We analyzed grid dispersions of the discrete Helmholtz equation to show the accuracy of this implicit finite-difference operator and used two numerical examples to demonstrate its efficiency. Our method can be extended to solve other frequency domain wave simulation problems straightforwardly. © 2012 Society of Exploration Geophysicists.
Directory of Open Access Journals (Sweden)
YingJie Gao
Full Text Available An explicit high-order, symplectic, finite-difference time-domain (SFDTD scheme is applied to a bioelectromagnetic simulation using a simple model of a pregnant woman and her fetus. Compared to the traditional FDTD scheme, this scheme maintains the inherent nature of the Hamilton system and ensures energy conservation numerically and a high precision. The SFDTD scheme is used to predict the specific absorption rate (SAR for a simple model of a pregnant female woman (month 9 using radio frequency (RF fields from 1.5 T and 3 T MRI systems (operating at approximately 64 and 128 MHz, respectively. The results suggest that by using a plasma protective layer under the 1.5 T MRI system, the SAR values for the pregnant woman and her fetus are significantly reduced. Additionally, for a 90 degree plasma protective layer, the SAR values are approximately equal to the 120 degree layer and the 180 degree layer, and it is reduced relative to the 60 degree layer. This proves that using a 90 degree plasma protective layer is the most effective and economical angle to use.
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)
Mimetic finite difference method
Lipnikov, Konstantin; Manzini, Gianmarco; Shashkov, Mikhail
2014-01-01
The mimetic finite difference (MFD) method mimics fundamental properties of mathematical and physical systems including conservation laws, symmetry and positivity of solutions, duality and self-adjointness of differential operators, and exact mathematical identities of the vector and tensor calculus. This article is the first comprehensive review of the 50-year long history of the mimetic methodology and describes in a systematic way the major mimetic ideas and their relevance to academic and real-life problems. The supporting applications include diffusion, electromagnetics, fluid flow, and Lagrangian hydrodynamics problems. The article provides enough details to build various discrete operators on unstructured polygonal and polyhedral meshes and summarizes the major convergence results for the mimetic approximations. Most of these theoretical results, which are presented here as lemmas, propositions and theorems, are either original or an extension of existing results to a more general formulation using polyhedral meshes. Finally, flexibility and extensibility of the mimetic methodology are shown by deriving higher-order approximations, enforcing discrete maximum principles for diffusion problems, and ensuring the numerical stability for saddle-point systems.
Finite-Difference Algorithms For Computing Sound Waves
Davis, Sanford
1993-01-01
Governing equations considered as matrix system. Method variant of method described in "Scheme for Finite-Difference Computations of Waves" (ARC-12970). Present method begins with matrix-vector formulation of fundamental equations, involving first-order partial derivatives of primitive variables with respect to space and time. Particular matrix formulation places time and spatial coordinates on equal footing, so governing equations considered as matrix system and treated as unit. Spatial and temporal discretizations not treated separately as in other finite-difference methods, instead treated together by linking spatial-grid interval and time step via common scale factor related to speed of sound.
Explicit Finite Difference Methods for the Delay Pseudoparabolic Equations
Directory of Open Access Journals (Sweden)
I. Amirali
2014-01-01
Full Text Available Finite difference technique is applied to numerical solution of the initial-boundary value problem for the semilinear delay Sobolev or pseudoparabolic equation. By the method of integral identities two-level difference scheme is constructed. For the time integration the implicit rule is being used. Based on the method of energy estimates the fully discrete scheme is shown to be absolutely stable and convergent of order two in space and of order one in time. The error estimates are obtained in the discrete norm. Some numerical results confirming the expected behavior of the method are shown.
Explicit finite difference methods for the delay pseudoparabolic equations.
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. PMID:24688392
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...
Threshold Signature Scheme Based on Discrete Logarithm and Quadratic Residue
Institute of Scientific and Technical Information of China (English)
FEI Ru-chun; WANG Li-na
2004-01-01
Digital signature scheme is a very important research field in computer security and modern cryptography.A(k,n) threshold digital signature scheme is proposed by integrating digital signature scheme with Shamir secret sharing scheme.It can realize group-oriented digital signature, and its security is based on the difficulty in computing discrete logarithm and quadratic residue on some special conditions.In this scheme, effective digital signature can not be generated by any k-1 or fewer legal users, or only by signature executive.In addition, this scheme can identify any legal user who presents incorrect partial digital signature to disrupt correct signature, or any illegal user who forges digital signature.A method of extending this scheme to an Abelian group such as elliptical curve group is also discussed.The extended scheme can provide rapider computing speed and stronger security in the case of using shorter key.
Optimized Discretization Schemes For Brain Images
Directory of Open Access Journals (Sweden)
USHA RANI.N,
2011-02-01
Full Text Available In medical image processing active contour method is the important technique in segmenting human organs. Geometric deformable curves known as levelsets are widely used in segmenting medical images. In this modeling , evolution of the curve is described by the basic lagrange pde expressed as a function of space and time. This pde can be solved either using continuous functions or discrete numerical methods.This paper deals with the application of numerical methods like finite diffefence and TVd-RK methods for brain scans. The stability and accuracy of these methods are also discussed. This paper also deals with the more accurate higher order non-linear interpolation techniques like ENO and WENO in reconstructing the brain scans like CT,MRI,PET and SPECT is considered.
Design Validations for Discrete Logarithm Based Signature Schemes
Brickell, Ernest; Pointcheval, David; Vaudenay, Serge
2000-01-01
A number of signature schemes and standards have been recently designed, based on the discrete logarithm problem. Examples of standards are the DSA and the KCDSA. Very few formal design/security validations have already been conducted for both the KCDSA and the DSA, but in the "full" so-called random oracle model. In this paper we try to minimize the use of ideal hash functions for several Discrete Logarithm (DSS-like) signatures (abstracted as generic schemes). Namely, we show that the follo...
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.
Droniou, Jerome; Eymard,, Robert; Gallouët, Thierry; Herbin, Raphaele
2008-01-01
International audience We investigate the connections between several recent methods for the discretization of ani\\-so\\-tropic heterogeneous diffusion operators on general grids. We prove that the Mimetic Finite Difference scheme, the Hybrid Finite Volume scheme and the Mixed Finite Volume scheme are in fact identical up to some slight generalizations. As a consequence, some of the mathematical results obtained for each of the method (such as convergence properties or error estimates) may ...
An Efficient Signature Scheme based on Factoring and Discrete Logarithm
Ciss, Abdoul Aziz; Cheikh, Ahmed Youssef Ould
2012-01-01
This paper proposes a new signature scheme based on two hard problems : the cube root extraction modulo a composite moduli (which is equivalent to the factorisation of the moduli, IFP) and the discrete logarithm problem(DLP). By combining these two cryptographic assumptions, we introduce an efficient and strongly secure signature scheme. We show that if an adversary can break the new scheme with an algorithm $\\mathcal{A},$ then $\\mathcal{A}$ can be used to sove both the DLP and the IFP. The k...
Beilina, Larisa
2016-08-01
We present domain decomposition finite element/finite difference method for the solution of hyperbolic equation. The domain decomposition is performed such that finite elements and finite differences are used in different subdomains of the computational domain: finite difference method is used on the structured part of the computational domain and finite elements on the unstructured part of the domain. Explicit discretizations for both methods are constructed such that the finite element and the finite difference schemes coincide on the common structured overlapping layer between computational subdomains. Then the resulting approach can be considered as a pure finite element scheme which avoids instabilities at the interfaces. We derive an energy estimate for the underlying hyperbolic equation with absorbing boundary conditions and illustrate efficiency of the domain decomposition method on the reconstruction of the conductivity function in three dimensions.
A Comparison of Continuous Mass-lumped Finite Elements and Finite Differences for 3D
Zhebel, E.; Minisini, S.; Kononov, A.; Mulder, W.A.
2012-01-01
The finite-difference method is widely used for time-domain modelling of the wave equation because of its ease of implementation of high-order spatial discretization schemes, parallelization and computational efficiency. However, finite elements on tetrahedral meshes are more accurate in complex geo
Accurate Finite Difference Algorithms
Goodrich, John W.
1996-01-01
Two families of finite difference algorithms for computational aeroacoustics are presented and compared. All of the algorithms are single step explicit methods, they have the same order of accuracy in both space and time, with examples up to eleventh order, and they have multidimensional extensions. One of the algorithm families has spectral like high resolution. Propagation with high order and high resolution algorithms can produce accurate results after O(10(exp 6)) periods of propagation with eight grid points per wavelength.
Novel coupling scheme to control dynamics of coupled discrete systems
Shekatkar, Snehal M.; Ambika, G.
2015-08-01
We present a new coupling scheme to control spatio-temporal patterns and chimeras on 1-d and 2-d lattices and random networks of discrete dynamical systems. The scheme involves coupling with an external lattice or network of damped systems. When the system network and external network are set in a feedback loop, the system network can be controlled to a homogeneous steady state or synchronized periodic state with suppression of the chaotic dynamics of the individual units. The control scheme has the advantage that its design does not require any prior information about the system dynamics or its parameters and works effectively for a range of parameters of the control network. We analyze the stability of the controlled steady state or amplitude death state of lattices using the theory of circulant matrices and Routh-Hurwitz criterion for discrete systems and this helps to isolate regions of effective control in the relevant parameter planes. The conditions thus obtained are found to agree well with those obtained from direct numerical simulations in the specific context of lattices with logistic map and Henon map as on-site system dynamics. We show how chimera states developed in an experimentally realizable 2-d lattice can be controlled using this scheme. We propose this mechanism can provide a phenomenological model for the control of spatio-temporal patterns in coupled neurons due to non-synaptic coupling with the extra cellular medium. We extend the control scheme to regulate dynamics on random networks and adapt the master stability function method to analyze the stability of the controlled state for various topologies and coupling strengths.
Variationally consistent discretization schemes and numerical algorithms for contact problems
Wohlmuth, Barbara
We consider variationally consistent discretization schemes for mechanical contact problems. Most of the results can also be applied to other variational inequalities, such as those for phase transition problems in porous media, for plasticity or for option pricing applications from finance. The starting point is to weakly incorporate the constraint into the setting and to reformulate the inequality in the displacement in terms of a saddle-point problem. Here, the Lagrange multiplier represents the surface forces, and the constraints are restricted to the boundary of the simulation domain. Having a uniform inf-sup bound, one can then establish optimal low-order a priori convergence rates for the discretization error in the primal and dual variables. In addition to the abstract framework of linear saddle-point theory, complementarity terms have to be taken into account. The resulting inequality system is solved by rewriting it equivalently by means of the non-linear complementarity function as a system of equations. Although it is not differentiable in the classical sense, semi-smooth Newton methods, yielding super-linear convergence rates, can be applied and easily implemented in terms of a primal-dual active set strategy. Quite often the solution of contact problems has a low regularity, and the efficiency of the approach can be improved by using adaptive refinement techniques. Different standard types, such as residual- and equilibrated-based a posteriori error estimators, can be designed based on the interpretation of the dual variable as Neumann boundary condition. For the fully dynamic setting it is of interest to apply energy-preserving time-integration schemes. However, the differential algebraic character of the system can result in high oscillations if standard methods are applied. A possible remedy is to modify the fully discretized system by a local redistribution of the mass. Numerical results in two and three dimensions illustrate the wide range of
Institute of Scientific and Technical Information of China (English)
Fa-yong Zhang
2004-01-01
The three-dimensional nonlinear Schrodinger equation with weakly damped that possesses a global attractor are considered. The dynamical properties of the discrete dynamical system which generate by a class of finite difference scheme are analysed. The existence of global attractor is proved for the discrete dynamical system.
Adaptive finite difference for seismic wavefield modelling in acoustic media.
Yao, Gang; Wu, Di; Debens, Henry Alexander
2016-01-01
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. PMID:27491333
A Robust Color Image Watermarking Scheme Using Discrete Wavelet Transformation
Directory of Open Access Journals (Sweden)
Kaiser J. Giri
2014-12-01
Full Text Available Information hiding in digital media such as audio, video and or images in order to establish the owner rights and to protect the copyrights commonly known as digital watermarking has received considerable attention of researchers over last few decades and lot of work has been done accordingly. A number of schemes and algorithms have been proposed and implemented using different techniques. The effectiveness of the technique depends on the host data values chosen for information hiding and the way watermark is being embedded in them. However, in view of the threats posed by the online pirates, the robustness and the security of the underlying watermarking techniques have always been a major concern of the researchers. This paper presents a secure and robust watermarking technique for color images using Discrete Wavelet Transformation. The results obtained have shown that the technique is robust against various common image processing attacks.
Discrete unified gas kinetic scheme on unstructured meshes
Zhu, Lianhua; Xu, Kun
2015-01-01
The recently proposed discrete unified gas kinetic scheme (DUGKS) is a finite volume method for deterministic solution of the Boltzmann model equation with asymptotic preserving property. In DUGKS, the numerical flux of the distribution function is determined from a local numerical solution of the Boltzmann model equation using an unsplitting approach. The time step and mesh resolution are not restricted by the molecular collision time and mean free path. To demonstrate the capacity of DUGKS in practical problems, this paper extends the DUGKS to arbitrary unstructured meshes. Several tests of both internal and external flows are performed, which include the cavity flow ranging from continuum to free molecular regimes, a multiscale flow between two connected cavities with a pressure ratio of 10000, and a high speed flow over a cylinder in slip and transitional regimes. The numerical results demonstrate the effectiveness of the DUGKS in simulating multiscale flow problems.
Applications of an exponential finite difference technique
Handschuh, Robert F.; Keith, Theo G., Jr.
1988-01-01
An exponential finite difference scheme first presented by Bhattacharya for one dimensional unsteady heat conduction problems in Cartesian coordinates was extended. The finite difference algorithm developed was used to solve the unsteady diffusion equation in one dimensional cylindrical coordinates and was applied to two and three dimensional conduction problems in Cartesian coordinates. Heat conduction involving variable thermal conductivity was also investigated. The method was used to solve nonlinear partial differential equations in one and two dimensional Cartesian coordinates. Predicted results are compared to exact solutions where available or to results obtained by other numerical methods.
Chin, Pius W. M.
2013-01-01
The optimal rate of convergence of the wave equation in both the energy and the ${L}^{2}$ -norms using continuous Galerkin method is well known. We exploit this technique and design a fully discrete scheme consisting of coupling the nonstandard finite difference method in the time and the continuous Galerkin method in the space variables. We show that, for sufficiently smooth solution, the maximal error in the ${L}^{2}$ -norm possesses the optimal rate of convergence $O\\left({h}^{...
Compatible discrete operator schemes on polyhedral meshes for elliptic and Stokes equations
International Nuclear Information System (INIS)
This thesis presents a new class of spatial discretization schemes on polyhedral meshes, called Compatible Discrete Operator (CDO) schemes and their application to elliptic and Stokes equations In CDO schemes, preserving the structural properties of the continuous equations is the leading principle to design the discrete operators. De Rham maps define the degrees of freedom according to the physical nature of fields to discretize. CDO schemes operate a clear separation between topological relations (balance equations) and constitutive relations (closure laws). Topological relations are related to discrete differential operators, and constitutive relations to discrete Hodge operators. A feature of CDO schemes is the explicit use of a second mesh, called dual mesh, to build the discrete Hodge operator. Two families of CDO schemes are considered: vertex-based schemes where the potential is located at (primal) mesh vertices, and cell-based schemes where the potential is located at dual mesh vertices (dual vertices being in one-to-one correspondence with primal cells). The CDO schemes related to these two families are presented and their convergence is analyzed. A first analysis hinges on an algebraic definition of the discrete Hodge operator and allows one to identify three key properties: symmetry, stability, and P0-consistency. A second analysis hinges on a definition of the discrete Hodge operator using reconstruction operators, and the requirements on these reconstruction operators are identified. In addition, CDO schemes provide a unified vision on a broad class of schemes proposed in the literature (finite element, finite element, mimetic schemes... ). Finally, the reliability and the efficiency of CDO schemes are assessed on various test cases and several polyhedral meshes. (author)
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.
Accurate finite difference methods for time-harmonic wave propagation
Harari, Isaac; Turkel, Eli
1994-01-01
Finite difference methods for solving problems of time-harmonic acoustics are developed and analyzed. Multidimensional inhomogeneous problems with variable, possibly discontinuous, coefficients are considered, accounting for the effects of employing nonuniform grids. A weighted-average representation is less sensitive to transition in wave resolution (due to variable wave numbers or nonuniform grids) than the standard pointwise representation. Further enhancement in method performance is obtained by basing the stencils on generalizations of Pade approximation, or generalized definitions of the derivative, reducing spurious dispersion, anisotropy and reflection, and by improving the representation of source terms. The resulting schemes have fourth-order accurate local truncation error on uniform grids and third order in the nonuniform case. Guidelines for discretization pertaining to grid orientation and resolution are presented.
Finite Differences and Collocation Methods for the Solution of the Two Dimensional Heat Equation
Kouatchou, Jules
1999-01-01
In this paper we combine finite difference approximations (for spatial derivatives) and collocation techniques (for the time component) to numerically solve the two dimensional heat equation. We employ respectively a second-order and a fourth-order schemes for the spatial derivatives and the discretization method gives rise to a linear system of equations. We show that the matrix of the system is non-singular. Numerical experiments carried out on serial computers, show the unconditional stability of the proposed method and the high accuracy achieved by the fourth-order scheme.
Jameson, Antony
1994-01-01
The effect of artificial diffusion on discrete shock structures is examined for a family of schemes which includes scalar diffusion, convective upwind and split pressure (CUSP) schemes, and upwind schemes with characteristics splitting. The analysis leads to conditions on the diffusive flux such that stationary discrete shocks can contain a single interior point. The simplest formulation which meets these conditions is a CUSP scheme in which the coefficients of the pressure differences is fully determined by the coefficient of convective diffusion. It is also shown how both the characteristic and CUSP schemes can be modified to preserve constant stagnation enthalpy in steady flow, leading to four variants, the E and H-characteristic schemes, and the E and H-CUSP schemes. Numerical results are presented which confirm the properties of these schemes.
Simulation of Metasurfaces in Finite Difference Techniques
Vahabzadeh, Yousef; Caloz, Christophe
2016-01-01
We introduce a rigorous and simple method for analyzing metasurfaces, modeled as zero-thickness electromagnetic sheets, in Finite Difference (FD) techniques. The method consists in describing the spatial discontinuity induced by the metasurface as a virtual structure, located between nodal rows of the Yee grid, using a finite difference version of Generalized Sheet Transition Conditions (GSTCs). In contrast to previously reported approaches, the proposed method can handle sheets exhibiting both electric and magnetic discontinuities, and represents therefore a fundamental contribution in computational electromagnetics. It is presented here in the framework of the FD Frequency Domain (FDFD) method but also applies to the FD Time Domain (FDTD) scheme. The theory is supported by five illustrative examples.
A GOST-like Blind Signature Scheme Based on Elliptic Curve Discrete Logarithm Problem
HOSSEINI, Hossein; Bahrak, Behnam; Hessar, Farzad
2013-01-01
In this paper, we propose a blind signature scheme and three practical educed schemes based on elliptic curve discrete logarithm problem. The proposed schemes impart the GOST signature structure and utilize the inherent advantage of elliptic curve cryptosystems in terms of smaller key size and lower computational overhead to its counterpart public key cryptosystems such as RSA and ElGamal. The proposed schemes are proved to be secure and have less time complexity in comparison with the existi...
Exponential Finite-Difference Technique
Handschuh, Robert F.
1989-01-01
Report discusses use of explicit exponential finite-difference technique to solve various diffusion-type partial differential equations. Study extends technique to transient-heat-transfer problems in one dimensional cylindrical coordinates and two and three dimensional Cartesian coordinates and to some nonlinear problems in one or two Cartesian coordinates.
Static Analysis of Laminated Composite Plates by Finite Difference Method
Mustafa Haluk SARAÇOĞLU; Yunus ÖZÇELİKÖRS
2011-01-01
In this study; deflection at the mid-point of laminated composite rectangular plate subjected to uniformly distributed load is investigated by finite difference method. Four edges of these plates are Navier SS-1 simplysupported. Classical theory of laminated composite plates formed by extending the classical plate theory is used. Differential equations about bending of plate were discreted by finite difference method and unknown displacements at the related nodes are calculated. As an example...
DESIGN OF A DIGITAL SIGNATURE SCHEME BASED ON FACTORING AND DISCRETE LOGARITHMS
Institute of Scientific and Technical Information of China (English)
杨利英; 覃征; 胡广伍; 王志敏
2004-01-01
Objective Focusing on the security problem of authentication and confidentiality in the context of computer networks, a digital signature scheme was proposed based on the public key cryptosystem. Methods Firstly, the course of digital signature based on the public key cryptosystem was given. Then, RSA and ELGamal schemes were described respectively. They were the basis of the proposed scheme. Generalized ELGamal type signature schemes were listed. After comparing with each other, one scheme, whose Signature equation was (m+r)x=j+s modΦ(p) , was adopted in the designing. Results Based on two well-known cryptographic assumptions, the factorization and the discrete logarithms, a digital signature scheme was presented. It must be required that s' was not equal to p'q' in the signing procedure, because attackers could forge the signatures with high probabilities if the discrete logarithms modulo a large prime were solvable. The variable public key "e" is used instead of the invariable parameter "3" in Harns signature scheme to enhance the security. One generalized ELGamal type scheme made the proposed scheme escape one multiplicative inverse operation in the signing procedure and one modular exponentiation in the verification procedure. Conclusion The presented scheme obtains the security that Harn's scheme was originally claimed. It is secure if the factorization and the discrete logarithms are simultaneously unsolvable.
Implicit finite-difference simulations of seismic wave propagation
Chu, Chunlei
2012-03-01
We propose a new finite-difference modeling method, implicit both in space and in time, for the scalar wave equation. We use a three-level implicit splitting time integration method for the temporal derivative and implicit finite-difference operators of arbitrary order for the spatial derivatives. Both the implicit splitting time integration method and the implicit spatial finite-difference operators require solving systems of linear equations. We show that it is possible to merge these two sets of linear systems, one from implicit temporal discretizations and the other from implicit spatial discretizations, to reduce the amount of computations to develop a highly efficient and accurate seismic modeling algorithm. We give the complete derivations of the implicit splitting time integration method and the implicit spatial finite-difference operators, and present the resulting discretized formulas for the scalar wave equation. We conduct a thorough numerical analysis on grid dispersions of this new implicit modeling method. We show that implicit spatial finite-difference operators greatly improve the accuracy of the implicit splitting time integration simulation results with only a slight increase in computational time, compared with explicit spatial finite-difference operators. We further verify this conclusion by both 2D and 3D numerical examples. © 2012 Society of Exploration Geophysicists.
Zhou, Nanrun; Yang, Jianping; Tan, Changfa; Pan, Shumin; Zhou, Zhihong
2015-11-01
A new discrete fractional random transform based on two circular matrices is designed and a novel double-image encryption-compression scheme is proposed by combining compressive sensing with discrete fractional random transform. The two random circular matrices and the measurement matrix utilized in compressive sensing are constructed by using a two-dimensional sine Logistic modulation map. Two original images can be compressed, encrypted with compressive sensing and connected into one image. The resulting image is re-encrypted by Arnold transform and the discrete fractional random transform. Simulation results and security analysis demonstrate the validity and security of the scheme.
A New Digital Signature Scheme Based on Factoring and Discrete Logarithms
Directory of Open Access Journals (Sweden)
E. S. Ismail
2008-01-01
Full Text Available Problem statement: A digital signature scheme allows one to sign an electronic message and later the produced signature can be validated by the owner of the message or by any verifier. Most of the existing digital signature schemes were developed based on a single hard problem like factoring, discrete logarithm, residuosity or elliptic curve discrete logarithm problems. Although these schemes appear secure, one day in a near future they may be exploded if one finds a solution of the single hard problem. Approach: To overcome this problem, in this study, we proposed a new signature scheme based on multiple hard problems namely factoring and discrete logarithms. We combined the two problems into both signing and verifying equations such that the former depends on two secret keys whereas the latter depends on two corresponding public keys. Results: The new scheme was shown to be secure against the most five considering attacks for signature schemes. The efficiency performance of our scheme only requires 1203Tmul+Th time complexity for signature generation and 1202Tmul+Th time complexity for verification generation and this magnitude of complexity is considered minimal for multiple hard problems-like signature schemes. Conclusions: The new signature scheme based on multiple hard problems provides longer and higher security level than that scheme based on one problem. This is because no enemy can solve multiple hard problems simultaneously.
A. Caserta
1998-01-01
This paper deals with the antiplane wave propagation in a 2D heterogeneous dissipative medium with complex layer interfaces and irregular topography. The initial boundary value problem which represents the viscoelastic dynamics driving 2D antiplane wave propagation is formulated. The discretization scheme is based on the finite-difference technique. Our approach presents some innovative features. First, the introduction of the forcing term into the equation of motion offers the advantage of a...
Compressed Semi-Discrete Central-Upwind Schemes for Hamilton-Jacobi Equations
Bryson, Steve; Kurganov, Alexander; Levy, Doron; Petrova, Guergana
2003-01-01
We introduce a new family of Godunov-type semi-discrete central schemes for multidimensional Hamilton-Jacobi equations. These schemes are a less dissipative generalization of the central-upwind schemes that have been recently proposed in series of works. We provide the details of the new family of methods in one, two, and three space dimensions, and then verify their expected low-dissipative property in a variety of examples.
TWO-GRID DISCRETIZATION SCHEMES OF THE NONCONFORMING FEM FOR EIGENVALUE PROBLEMS
Institute of Scientific and Technical Information of China (English)
Yidu Yang
2009-01-01
This paper extends the two-grid discretization scheme of the conforming finite elements proposed by Xu and Zhou (Math. Comput., 70 (2001), pp.17-25) to the nonconforming finite elements for eigenvalue problems. In particular, two two-grid discretization schemes based on Rayleigh quotient technique are proposed. By using these new schemes, the solution of an eigenvalue problem on a fine mesh is reduced to that on a much coarser mesh together with the solution of a linear algebraic system on the fine mesh. The resulting solution still maintains an asymptotically optimal accuracy. Comparing with the two-grid discretization scheme of the conforming finite elements, the main advantages of our new schemes are twofold when the mesh size is small enough. First, the lower bounds of the exact eigenvalues in our two-grid discretization schemes can be obtained. Second, the first eigenvalue given by the new schemes has much better accuracy than that obtained by solving the eigenvalue problems on the fine mesh directly.
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.
Energy Technology Data Exchange (ETDEWEB)
Schunert, Sebastian; Azmy, Yousry Y., E-mail: snschune@ncsu.edu, E-mail: yyazmy@ncsu.edu [Department of Nuclear Engineering, North Carolina State University, Raleigh, NC (United States); Fournier, Damien; Le Tellier, Romain, E-mail: damien.fournier@cea.fr, E-mail: romain.le-tellier@cea.fr [CEA, DEN, DER/SPRC/LEPh, Cadarache, Saint Paul-lez-Durance (France)
2011-07-01
We present a comprehensive error estimation of four spatial discretization schemes of the two-dimensional Discrete Ordinates (SN) equations on Cartesian grids utilizing a Method of Manufactured Solution (MMS) benchmark suite based on variants of Larsen's benchmark featuring different orders of smoothness of the underlying exact solution. The considered spatial discretization schemes include the arbitrarily high order transport methods of the nodal (AHOTN) and characteristic (AHOTC) types, the discontinuous Galerkin Finite Element method (DGFEM) and the recently proposed higher order diamond difference method (HODD) of spatial expansion orders 0 through 3. While AHOTN and AHOTC rely on approximate analytical solutions of the transport equation within a mesh cell, DGFEM and HODD utilize a polynomial expansion to mimick the angular flux profile across each mesh cell. Intuitively, due to the higher degree of analyticity, we expect AHOTN and AHOTC to feature superior accuracy compared with DGFEM and HODD, but at the price of potentially longer grind times and numerical instabilities. The latter disadvantages can result from the presence of exponential terms evaluated at the cell optical thickness that arise from the semi analytical solution process. This work quantifies the order of accuracy and the magnitude of the error of all four discretization methods for different optical thicknesses, scattering ratios and degrees of smoothness of the underlying exact solutions in order to verify or contradict the aforementioned intuitive expectation. (author)
Energy Technology Data Exchange (ETDEWEB)
Sebastian Schunert; Yousry Y. Azmy; Damien Fournier
2011-05-01
We present a comprehensive error estimation of four spatial discretization schemes of the two-dimensional Discrete Ordinates (SN) equations on Cartesian grids utilizing a Method of Manufactured Solution (MMS) benchmark suite based on variants of Larsen’s benchmark featuring different orders of smoothness of the underlying exact solution. The considered spatial discretization schemes include the arbitrarily high order transport methods of the nodal (AHOTN) and characteristic (AHOTC) types, the discontinuous Galerkin Finite Element method (DGFEM) and the recently proposed higher order diamond difference method (HODD) of spatial expansion orders 0 through 3. While AHOTN and AHOTC rely on approximate analytical solutions of the transport equation within a mesh cell, DGFEM and HODD utilize a polynomial expansion to mimick the angular flux profile across each mesh cell. Intuitively, due to the higher degree of analyticity, we expect AHOTN and AHOTC to feature superior accuracy compared with DGFEM and HODD, but at the price of potentially longer grind times and numerical instabilities. The latter disadvantages can result from the presence of exponential terms evaluated at the cell optical thickness that arise from the semianalytical solution process. This work quantifies the order of accuracy and the magnitude of the error of all four discretization methods for different optical thicknesses, scattering ratios and degrees of smoothness of the underlying exact solutions in order to verify or contradict the aforementioned intuitive expectation.
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.
Directory of Open Access Journals (Sweden)
M.-C. Casabán
2012-01-01
Full Text Available A new discretization strategy is introduced for the numerical solution of partial integrodifferential equations appearing in option pricing jump diffusion models. In order to consider the unknown behaviour of the solution in the unbounded part of the spatial domain, a double discretization is proposed. Stability, consistency, and positivity of the resulting explicit scheme are analyzed. Advantages of the method are illustrated with several examples.
International Nuclear Information System (INIS)
In this work, we develop a new spatial discretization scheme that may be used to numerically solve the neutron transport equation. This new discretization extends the family of corner balance spatial discretizations to include spatial grids of arbitrary polyhedra. This scheme enforces balance on subcell volumes called corners. It produces a lower triangular matrix for sweeping, is algebraically linear, is non-negative in a source-free absorber, and produces a robust and accurate solution in thick diffusive regions. Using an asymptotic analysis, we design the scheme so that in thick diffusive regions it will attain the same solution as an accurate polyhedral diffusion discretization. We then refine the approximations in the scheme to reduce numerical diffusion in vacuums, and we attempt to capture a second order truncation error. After we develop this Upstream Corner Balance Linear (UCBL) discretization we analyze its characteristics in several limits. We complete a full diffusion limit analysis showing that we capture the desired diffusion discretization in optically thick and highly scattering media. We review the upstream and linear properties of our discretization and then demonstrate that our scheme captures strictly non-negative solutions in source-free purely absorbing media. We then demonstrate the minimization of numerical diffusion of a beam and then demonstrate that the scheme is, in general, first order accurate. We also note that for slab-like problems our method actually behaves like a second-order method over a range of cell thicknesses that are of practical interest. We also discuss why our scheme is first order accurate for truly 3D problems and suggest changes in the algorithm that should make it a second-order accurate scheme. Finally, we demonstrate 3D UCBL's performance on several very different test problems. We show good performance in diffusive and streaming problems. We analyze truncation error in a 3D problem and demonstrate robustness in a
Energy Technology Data Exchange (ETDEWEB)
Thompson, K.G.
2000-11-01
In this work, we develop a new spatial discretization scheme that may be used to numerically solve the neutron transport equation. This new discretization extends the family of corner balance spatial discretizations to include spatial grids of arbitrary polyhedra. This scheme enforces balance on subcell volumes called corners. It produces a lower triangular matrix for sweeping, is algebraically linear, is non-negative in a source-free absorber, and produces a robust and accurate solution in thick diffusive regions. Using an asymptotic analysis, we design the scheme so that in thick diffusive regions it will attain the same solution as an accurate polyhedral diffusion discretization. We then refine the approximations in the scheme to reduce numerical diffusion in vacuums, and we attempt to capture a second order truncation error. After we develop this Upstream Corner Balance Linear (UCBL) discretization we analyze its characteristics in several limits. We complete a full diffusion limit analysis showing that we capture the desired diffusion discretization in optically thick and highly scattering media. We review the upstream and linear properties of our discretization and then demonstrate that our scheme captures strictly non-negative solutions in source-free purely absorbing media. We then demonstrate the minimization of numerical diffusion of a beam and then demonstrate that the scheme is, in general, first order accurate. We also note that for slab-like problems our method actually behaves like a second-order method over a range of cell thicknesses that are of practical interest. We also discuss why our scheme is first order accurate for truly 3D problems and suggest changes in the algorithm that should make it a second-order accurate scheme. Finally, we demonstrate 3D UCBL's performance on several very different test problems. We show good performance in diffusive and streaming problems. We analyze truncation error in a 3D problem and demonstrate robustness
Discrete unified gas kinetic scheme for all Knudsen number flows: low-speed isothermal case.
Guo, Zhaoli; Xu, Kun; Wang, Ruijie
2013-09-01
Based on the Boltzmann-BGK (Bhatnagar-Gross-Krook) equation, in this paper a discrete unified gas kinetic scheme (DUGKS) is developed for low-speed isothermal flows. The DUGKS is a finite-volume scheme with the discretization of particle velocity space. After the introduction of two auxiliary distribution functions with the inclusion of collision effect, the DUGKS becomes a fully explicit scheme for the update of distribution function. Furthermore, the scheme is an asymptotic preserving method, where the time step is only determined by the Courant-Friedricks-Lewy condition in the continuum limit. Numerical results demonstrate that accurate solutions in both continuum and rarefied flow regimes can be obtained from the current DUGKS. The comparison between the DUGKS and the well-defined lattice Boltzmann equation method (D2Q9) is presented as well.
Generalized Rayleigh quotient and finite element two-grid discretization schemes
Institute of Scientific and Technical Information of China (English)
2009-01-01
This study discusses generalized Rayleigh quotient and high efficiency finite element discretization schemes. Some results are as follows: 1) Rayleigh quotient accelerate technique is extended to nonselfadjoint problems. Generalized Rayleigh quotients of operator form and weak form are defined and the basic relationship between approximate eigenfunction and its generalized Rayleigh quotient is established. 2) New error estimates are obtained by replacing the ascent of exact eigenvalue with the ascent of finite element approximate eigenvalue. 3) Based on the work of Xu Jinchao and Zhou Aihui, finite element two-grid discretization schemes are established to solve nonselfadjoint elliptic differential operator eigenvalue problems and these schemes are used in both conforming finite element and non-conforming finite element. Besides, the efficiency of the schemes is proved by both theoretical analysis and numerical experiments. 4) Iterated Galerkin method, interpolated correction method and gradient recovery for selfadjoint elliptic differential operator eigenvalue problems are extended to nonselfadjoint elliptic differential operator eigenvalue problems.
Discrete unified gas kinetic scheme for all Knudsen number flows: low-speed isothermal case.
Guo, Zhaoli; Xu, Kun; Wang, Ruijie
2013-09-01
Based on the Boltzmann-BGK (Bhatnagar-Gross-Krook) equation, in this paper a discrete unified gas kinetic scheme (DUGKS) is developed for low-speed isothermal flows. The DUGKS is a finite-volume scheme with the discretization of particle velocity space. After the introduction of two auxiliary distribution functions with the inclusion of collision effect, the DUGKS becomes a fully explicit scheme for the update of distribution function. Furthermore, the scheme is an asymptotic preserving method, where the time step is only determined by the Courant-Friedricks-Lewy condition in the continuum limit. Numerical results demonstrate that accurate solutions in both continuum and rarefied flow regimes can be obtained from the current DUGKS. The comparison between the DUGKS and the well-defined lattice Boltzmann equation method (D2Q9) is presented as well. PMID:24125383
Using the Finite Difference Calculus to Sum Powers of Integers.
Zia, Lee
1991-01-01
Summing powers of integers is presented as an example of finite differences and antidifferences in discrete mathematics. The interrelation between these concepts and their analogues in differential calculus, the derivative and integral, is illustrated and can form the groundwork for students' understanding of differential and integral calculus.…
Computer-Oriented Calculus Courses Using Finite Differences.
Gordon, Sheldon P.
The so-called discrete approach in calculus instruction involves introducing topics from the calculus of finite differences and finite sums, both for motivation and as useful tools for applications of the calculus. In particular, it provides an ideal setting in which to incorporate computers into calculus courses. This approach has been…
Arbitrary Dimension Convection-Diffusion Schemes for Space-Time Discretizations
Energy Technology Data Exchange (ETDEWEB)
Bank, Randolph E. [Univ. of California, San Diego, CA (United States); Vassilevski, Panayot S. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Zikatanov, Ludmil T. [Bulgarian Academy of Sciences, Sofia (Bulgaria)
2016-01-20
This note proposes embedding a time dependent PDE into a convection-diffusion type PDE (in one space dimension higher) with singularity, for which two discretization schemes, the classical streamline-diffusion and the EAFE (edge average finite element) one, are investigated in terms of stability and error analysis. The EAFE scheme, in particular, is extended to be arbitrary order which is of interest on its own. Numerical results, in combined space-time domain demonstrate the feasibility of the proposed approach.
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.
Yang, L. M.; Shu, C.; Wang, Y.; Sun, Y.
2016-08-01
The sphere function-based gas kinetic scheme (GKS), which was presented by Shu and his coworkers [23] for simulation of inviscid compressible flows, is extended to simulate 3D viscous incompressible and compressible flows in this work. Firstly, we use certain discrete points to represent the spherical surface in the phase velocity space. Then, integrals along the spherical surface for conservation forms of moments, which are needed to recover 3D Navier-Stokes equations, are approximated by integral quadrature. The basic requirement is that these conservation forms of moments can be exactly satisfied by weighted summation of distribution functions at discrete points. It was found that the integral quadrature by eight discrete points on the spherical surface, which forms the D3Q8 discrete velocity model, can exactly match the integral. In this way, the conservative variables and numerical fluxes can be computed by weighted summation of distribution functions at eight discrete points. That is, the application of complicated formulations resultant from integrals can be replaced by a simple solution process. Several numerical examples including laminar flat plate boundary layer, 3D lid-driven cavity flow, steady flow through a 90° bending square duct, transonic flow around DPW-W1 wing and supersonic flow around NACA0012 airfoil are chosen to validate the proposed scheme. Numerical results demonstrate that the present scheme can provide reasonable numerical results for 3D viscous flows.
ON THE CELL ENTROPY INEQUALITY FOR THE FULLY DISCRETE RELAXING SCHEMES
Institute of Scientific and Technical Information of China (English)
Hua-zhong Tang; Hua-mo Wu
2001-01-01
In this paper we study the cell entropy inequality for two classes of the fully discrete relaxing schemes approximating scalar conservation laws presented by Jin and Xin in [7], and Tang in [14], which implies convergence for the one-dimensional scalar case.
On some fundamental finite difference inequalities
B. G. Pachpatte
2001-01-01
The main object of this paper is to establish some new finite difference inequalities which can be used as tools in the study of various problems in the theory of certain classes of finite difference and sum-difference equations.
FULL DISCRETE TWO-LEVEL CORRECTION SCHEME FOR NAVIER-STOKES EQUATIONS
Institute of Scientific and Technical Information of China (English)
Yanren Hou; Liquan Mei
2008-01-01
In this paper,a full discrete two-level scheme for the unsteady Navier-Stokes equations based on a time dependent projection approach is proposed. In the sense of the new projection and its related space splitting,non-linearity is treated only on the coarse level subspace at each time step by solving exactly the standard Galerkin equation while a linear equation has to be solved on the fine level subspace to get the final approximation at this time step.Thus,it is a two-level based correction scheme for the standard Galerkin approximation.Stability and error estimate for this scheme are investigated in the paper.
Nonstandard Finite Difference Variational Integrators for Multisymplectic PDEs
Directory of Open Access Journals (Sweden)
Cuicui Liao
2012-01-01
discretization and a square discretization, respectively. These methods are naturally multisymplectic. Their discrete multisymplectic structures are presented by the multisymplectic form formulas. The convergence of the discretization schemes is discussed. The effectiveness and efficiency of the proposed methods are verified by the numerical experiments.
Phonon Boltzmann equation-based discrete unified gas kinetic scheme for multiscale heat transfer
Guo, Zhaoli
2016-01-01
Numerical prediction of multiscale heat transfer is a challenging problem due to the wide range of time and length scales involved. In this work a discrete unified gas kinetic scheme (DUGKS) is developed for heat transfer in materials with different acoustic thickness based on the phonon Boltzmann equation. With discrete phonon direction, the Boltzmann equation is discretized with a second-order finite-volume formulation, in which the time-step is fully determined by the Courant-Friedrichs-Lewy (CFL) condition. The scheme has the asymptotic preserving (AP) properties for both diffusive and ballistic regimes, and can present accurate solutions in the whole transition regime as well. The DUGKS is a self-adaptive multiscale method for the capturing of local transport process. Numerical tests for both heat transfers with different Knudsen numbers are presented to validate the current method.
Sato, Norikazu; Takeuchi, Shintaro; Kajishima, Takeo; Inagaki, Masahide; Horinouchi, Nariaki
2016-09-01
A new discretization scheme on Cartesian grids, namely, a "consistent direct discretization scheme", is proposed for solving incompressible flows with convective and conjugate heat transfer around a solid object. The Navier-Stokes and the pressure Poisson equations are discretized directly even in the immediate vicinity of a solid boundary with the aid of the consistency between the face-velocity and the pressure gradient. From verifications in fundamental flow problems, the present method is found to significantly improve the accuracy of the velocity and the wall shear stress. It is also confirmed that the numerical results are less sensitive to the Courant number owing to the consistency between the velocity and pressure fields. The concept of the consistent direct discretization scheme is also explored for the thermal field; the energy equations for the fluid and solid phases are discretized directly while satisfying the thermal relations that should be valid at their interface. It takes different forms depending on the thermal boundary conditions: Dirichlet (isothermal) and Neumann (adiabatic/iso-heat-flux) boundary conditions for convective heat transfer and a fluid-solid thermal interaction for conjugate heat transfer. The validity of these discretizations is assessed by comparing the simulated results with analytical solutions for the respective thermal boundary conditions, and it is confirmed that the present schemes also show high accuracy for the thermal field. A significant improvement for the conjugate heat transfer problems is that the second-order spatial accuracy and numerical stability are maintained even under severe conditions of near-practical physical properties for the fluid and solid phases.
HERMITE WENO SCHEMES WITH LAX-WENDROFF TYPE TIME DISCRETIZATIONS FOR HAMILTON-JACOBI EQUATIONS
Institute of Scientific and Technical Information of China (English)
Jianxian Qiu
2007-01-01
In this paper, we use Hermite weighted essentially non-oscillatory (HWENO) schemes with a Lax-Wendroff time discretization procedure, termed HWENO-LW schemes, to solve Hamilton-Jacobi equations. The idea of the reconstruction in the HWENO schemes comes from the original WENO schemes, however both the function and its first derivative values are evolved in time and are used in the reconstruction. One major advantage of HWENO schemes is its compactness in the reconstruction. We explore the possibility in avoiding the nonlinear weights for part of the procedure, hence reducing the cost but still maintaining non-oscillatory properties for problems with strong discontinuous derivative. As a result,comparing with HWENO with Runge-Kutta time discretizations schemes (HWENO-RK) of Qiu and Shu [19] for Hamilton-Jacobi equations, the major advantages of HWENO-LW schemes are their saving of computational cost and their compactness in the reconstruction.Extensive numerical experiments are performed to illustrate the capability of the method.
Energy Technology Data Exchange (ETDEWEB)
Perron, Sebastien [ARDC, Alcan, Applied Science Research Group, 1955 Mellon Blvd, P.O. Box 1250, Quebec G7S 4K8, Jonquiere (Canada); Boivin, Sylvain [Universite du Quebec a Chicoutimi, 555 Boulevard de l' universite, Quebec G7H 2B1, Chicoutimi (Canada); Herard, Jean-Marc [DRD, Electricite de France, 6, quai Watier 78400, Chatou (France)
2004-09-01
We present a new method to solve incompressible thermal flows and the transport of scalar quantities. It is a finite volume scheme for unstructured meshes whose time discretization is based upon the fractional time step method. The governing equations are discretized using a collocated, cell-centered arrangement of velocity and pressure. The solution variables are stored at the cell-circum-centers. This scheme is convergent, stable and allows computing solutions that does not violate the maximum principle when it applies. Theoretical results and numerical properties of the scheme are provided. Predictions of Boussinesq fluid flow, flow past a cylinder and heat transport in a cylinder are performed to validate the method. (authors)
Static Analysis of Laminated Composite Plates by Finite Difference Method
Directory of Open Access Journals (Sweden)
Mustafa Haluk SARAÇOĞLU
2011-01-01
Full Text Available In this study; deflection at the mid-point of laminated composite rectangular plate subjected to uniformly distributed load is investigated by finite difference method. Four edges of these plates are Navier SS-1 simplysupported. Classical theory of laminated composite plates formed by extending the classical plate theory is used. Differential equations about bending of plate were discreted by finite difference method and unknown displacements at the related nodes are calculated. As an example; mid point dimensionless deflections of specially orhotropic, regular symmetric and regular antisymmetric composite laminated square plates under uniformly distributed load were examined.
Staggered-Grid Finite Difference Method with Variable-Order Accuracy for Porous Media
Jinghuai Gao; Yijie Zhang
2013-01-01
The numerical modeling of wave field in porous media generally requires more computation time than that of acoustic or elastic media. Usually used finite difference methods adopt finite difference operators with fixed-order accuracy to calculate space derivatives for a heterogeneous medium. A finite difference scheme with variable-order accuracy for acoustic wave equation has been proposed to reduce the computation time. In this paper, we develop this scheme for wave equations in porous media...
Practical aspects of prestack depth migration with finite differences
Energy Technology Data Exchange (ETDEWEB)
Ober, C.C.; Oldfield, R.A.; Womble, D.E.; Romero, L.A. [Sandia National Labs., Albuquerque, NM (United States); Burch, C.C. [Conoco Inc. (United States)
1997-07-01
Finite-difference, prestack, depth migrations offers significant improvements over Kirchhoff methods in imaging near or under salt structures. The authors have implemented a finite-difference prestack depth migration algorithm for use on massively parallel computers which is discussed. The image quality of the finite-difference scheme has been investigated and suggested improvements are discussed. In this presentation, the authors discuss an implicit finite difference migration code, called Salvo, that has been developed through an ACTI (Advanced Computational Technology Initiative) joint project. This code is designed to be efficient on a variety of massively parallel computers. It takes advantage of both frequency and spatial parallelism as well as the use of nodes dedicated to data input/output (I/O). Besides giving an overview of the finite-difference algorithm and some of the parallelism techniques used, migration results using both Kirchhoff and finite-difference migration will be presented and compared. The authors start out with a very simple Cartoon model where one can intuitively see the multiple travel paths and some of the potential problems that will be encountered with Kirchhoff migration. More complex synthetic models as well as results from actual seismic data from the Gulf of Mexico will be shown.
Direct Finite-Difference Simulations Of Turbulent Flow
Rai, Man Mohan; Moin, Parviz
1991-01-01
Report discusses use of upwind-biased finite-difference numerical-integration scheme to simulate evolution of small disturbances and fully developed turbulence in three-dimensional flow of viscous, incompressible fluid in channel. Involves use of computational grid sufficiently fine to resolve motion of fluid at all relevant length scales.
Froese, Brittany D
2012-01-01
The theory of viscosity solutions has been effective for representing and approximating weak solutions to fully nonlinear Partial Differential Equations (PDEs) such as the elliptic Monge-Amp\\`ere equation. The approximation theory of Barles-Souganidis [Barles and Souganidis, Asymptotic Anal., 4 (1999) 271-283] requires that numerical schemes be monotone (or elliptic in the sense of [Oberman, SIAM J. Numer. Anal, 44 (2006) 879-895]. But such schemes have limited accuracy. In this article, we establish a convergence result for nearly monotone schemes. This allows us to construct finite difference discretizations of arbitrarily high-order. We demonstrate that the higher accuracy is achieved when solutions are sufficiently smooth. In addition, the filtered scheme provides a natural detection principle for singularities. We employ this framework to construct a formally second-order scheme for the Monge-Amp\\`ere equation and present computational results on smooth and singular solutions.
A Review of High-Order and Optimized Finite-Difference Methods for Simulating Linear Wave Phenomena
Zingg, David W.
1996-01-01
This paper presents a review of high-order and optimized finite-difference methods for numerically simulating the propagation and scattering of linear waves, such as electromagnetic, acoustic, or elastic waves. The spatial operators reviewed include compact schemes, non-compact schemes, schemes on staggered grids, and schemes which are optimized to produce specific characteristics. The time-marching methods discussed include Runge-Kutta methods, Adams-Bashforth methods, and the leapfrog method. In addition, the following fourth-order fully-discrete finite-difference methods are considered: a one-step implicit scheme with a three-point spatial stencil, a one-step explicit scheme with a five-point spatial stencil, and a two-step explicit scheme with a five-point spatial stencil. For each method studied, the number of grid points per wavelength required for accurate simulation of wave propagation over large distances is presented. Recommendations are made with respect to the suitability of the methods for specific problems and practical aspects of their use, such as appropriate Courant numbers and grid densities. Avenues for future research are suggested.
An energy conserving finite-difference model of Maxwell's equations for soliton propagation
Bachiri, H; Vázquez, L
1997-01-01
We present an energy conserving leap-frog finite-difference scheme for the nonlinear Maxwell's equations investigated by Hile and Kath [C.V.Hile and W.L.Kath, J.Opt.Soc.Am.B13, 1135 (96)]. The model describes one-dimensional scalar optical soliton propagation in polarization preserving nonlinear dispersive media. The existence of a discrete analog of the underlying continuous energy conservation law plays a central role in the global accuracy of the scheme and a proof of its generalized nonlinear stability using energy methods is given. Numerical simulations of initial fundamental, second and third-order hyperbolic secant soliton pulses of fixed spatial full width at half peak intensity containing as few as 4 and 8 optical carrier wavelengths, confirm the stability, accuracy and efficiency of the algorithm. The effect of a retarded nonlinear response time of the media modeling Raman scattering is under current investigation in this context.
Error Estimate for a Fully Discrete Spectral Scheme for Korteweg-de Vries-Kawahara Equation
Koley, U
2011-01-01
We are concerned with the convergence of spectral method for the numerical solution of the initial-boundary value problem associated to the Korteweg-de Vries-Kawahara equation (in short Kawahara equation), which is a transport equation perturbed by dispersive terms of 3rd and 5th order. This equation appears in several fluid dynamics problems. It describes the evolution of small but finite amplitude long waves in various problems in fluid dynamics. These equations are discretized in space by the standard Fourier- Galerkin spectral method and in time by the explicit leap-frog scheme. For the resulting fully discrete, conditionally stable scheme we prove an L2-error bound of spectral accuracy in space and of second-order accuracy in time.
Alternative Schemes of Predicting Lepton Mixing Parameters from Discrete Flavor and CP Symmetry
Lu, Jun-Nan
2016-01-01
We suggest two alternative schemes to predict lepton mixing angles as well as $CP$ violating phases from a discrete flavor symmetry group combined with $CP$ symmetry. In the first scenario, the flavor and $CP$ symmetry is broken to the residual groups of the structure $Z_2\\times CP$ in the neutrino and charged lepton sectors. The resulting lepton mixing matrix depends on two free parameters $\\theta_{\
Directory of Open Access Journals (Sweden)
Peng Wang
2013-01-01
Full Text Available When the conservative governing equation of incompressible fluid flow and heat transfer is discretized by the finite volume method, there are various schemes to deal with the convective term. In this paper, studies on the convective term discretized by two different schemes, named strong and weak conservation schemes, respectively, are presented in detail. With weak conservation scheme, the convective flux at interface is obtained by respective interpolation and subsequent product of primitive variables. With strong conservation scheme, the convective flux is treated as single physical variable for interpolation. The numerical results of two convection heat transfer cases indicate that under the same computation conditions, discretizing the convective term by strong conservation scheme would not only obtain a more accurate solution, but also guarantee the stability of computation and the clear physical meaning of the solution. Especially in the computation regions with sharp gradients, the advantages of strong conservation scheme become more apparent.
Institute of Scientific and Technical Information of China (English)
LIU Zhengxian; WANG Xuejun; DAI Jishuang; ZHANG Chuhua
2009-01-01
A second-order mixing difference scheme with a limiting factor is deduced with the reconstruction gra-dient method and applied to discretizing the Navier-Stokes equation in an unstructured grid. The transform of non-orthogonal diffusion items generated by the scheme in discrete equations is provided. The Delaunay triangulation method is improved to generate the unstructured grid. The computing program based on the SIMPLE algorithm in an unstructured grid is compiled and used to solve the discrete equations of two types of incompressible viscous flow. The numerical simulation results of the laminar flow driven by lid in cavity and flow behind a cylinder are compared with the theoretical solution and experimental data respectively. In the former case, a good agreement is achieved in the main velocity and drag coefficient curve. In the latter case, the numerical structure and development of vortex under several Reynolds numbers match well with that of the experiment. It is indicated that the factor dif-ference scheme is of higher accuracy, and feasible to be applied to Navier-Stokes equation.
A dispersion minimizing scheme for the 3-D Helmholtz equation based on ray theory
C.C. Stolk
2016-01-01
We develop a new dispersion minimizing compact finite difference scheme for the Helmholtz equation in 2 and 3 dimensions. The scheme is based on a newly developed ray theory for difference equations. A discrete Helmholtz operator and a discrete operator to be applied to the source and the wavefields
The mimetic finite difference method for elliptic problems
Veiga, Lourenço Beirão; Manzini, Gianmarco
2014-01-01
This book describes the theoretical and computational aspects of the mimetic finite difference method for a wide class of multidimensional elliptic problems, which includes diffusion, advection-diffusion, Stokes, elasticity, magnetostatics and plate bending problems. The modern mimetic discretization technology developed in part by the Authors allows one to solve these equations on unstructured polygonal, polyhedral and generalized polyhedral meshes. The book provides a practical guide for those scientists and engineers that are interested in the computational properties of the mimetic finite difference method such as the accuracy, stability, robustness, and efficiency. Many examples are provided to help the reader to understand and implement this method. This monograph also provides the essential background material and describes basic mathematical tools required to develop further the mimetic discretization technology and to extend it to various applications.
A Price-Based Demand Response Scheme for Discrete Manufacturing in Smart Grids
Directory of Open Access Journals (Sweden)
Zhe Luo
2016-08-01
Full Text Available Demand response (DR is a key technique in smart grid (SG technologies for reducing energy costs and maintaining the stability of electrical grids. Since manufacturing is one of the major consumers of electrical energy, implementing DR in factory energy management systems (FEMSs provides an effective way to manage energy in manufacturing processes. Although previous studies have investigated DR applications in process manufacturing, they were not conducted for discrete manufacturing. In this study, the state-task network (STN model is implemented to represent a discrete manufacturing system. On this basis, a DR scheme with a specific DR algorithm is applied to a typical discrete manufacturing—automobile manufacturing—and operational scenarios are established for the stamping process of the automobile production line. The DR scheme determines the optimal operating points for the stamping process using mixed integer linear programming (MILP. The results show that parts of the electricity demand can be shifted from peak to off-peak periods, reducing a significant overall energy costs without degrading production processes.
Oberman, Adam M.; Zwiers, Ian
2014-01-01
Monotone finite difference methods provide stable convergent discretizations of a class of degenerate elliptic and parabolic Partial Differential Equations (PDEs). These methods are best suited to regular rectangular grids, which leads to low accuracy near curved boundaries or singularities of solutions. In this article we combine monotone finite difference methods with an adaptive grid refinement technique to produce a PDE discretization and solver which is applied to a broad class of equati...
İnan B.; Bahadir A. R.
2015-01-01
In this paper, numerical solutions of the generalized Burgers-Huxley equation are obtained using a new technique of forming improved exponential finite difference method. The technique is called implicit exponential finite difference method for the solution of the equation. Firstly, the implicit exponential finite difference method is applied to the generalized Burgers-Huxley equation. Since the generalized Burgers-Huxley equation is nonlinear the scheme leads to a system of nonlinear equatio...
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)
A fully discrete BEM–FEM scheme for transient acoustic waves
Hassell, Matthew E.; Sayas, Francisco-Javier
2016-09-01
We study a symmetric BEM-FEM coupling scheme for the scattering of transient acoustic waves by bounded inhomogeneous anisotropic obstacles in a homogeneous field. An incident wave in free space interacts with the obstacles and produces a combination of transmission and scattering. The transmitted part of the wave is discretized in space by finite elements while the scattered wave is reduced to two fields defined on the boundary of the obstacles and is discretized in space with boundary elements. We choose a coupling formulation that leads to a symmetric system of integro-differential equations. The retarded boundary integral equations are discretized in time by Convolution Quadrature, and the interior field is discretized in time with the trapezoidal rule. We show that the scattering problem generates a C_0 group of isometries in a Hilbert space, and use associated estimates to derive stability and convergence results. We provide numerical experiments and simulations to validate our results and demonstrate the flexibility of the method.
A finite difference method for free boundary problems
Fornberg, Bengt
2010-04-01
Fornberg and Meyer-Spasche proposed some time ago a simple strategy to correct finite difference schemes in the presence of a free boundary that cuts across a Cartesian grid. We show here how this procedure can be combined with a minimax-based optimization procedure to rapidly solve a wide range of elliptic-type free boundary value problems. © 2009 Elsevier B.V. All rights reserved.
High Order Finite Difference Methods for Multiscale Complex Compressible Flows
Sjoegreen, Bjoern; Yee, H. C.
2002-01-01
The classical way of analyzing finite difference schemes for hyperbolic problems is to investigate as many as possible of the following points: (1) Linear stability for constant coefficients; (2) Linear stability for variable coefficients; (3) Non-linear stability; and (4) Stability at discontinuities. We will build a new numerical method, which satisfies all types of stability, by dealing with each of the points above step by step.
Optimization of Dengue Epidemics: A Test Case with Different Discretization Schemes
Rodrigues, Helena Sofia; Monteiro, M. Teresa T.; Torres, Delfim F. M.
2009-09-01
The incidence of Dengue epidemiologic disease has grown in recent decades. In this paper an application of optimal control in Dengue epidemics is presented. The mathematical model includes the dynamic of Dengue mosquito, the affected persons, the people's motivation to combat the mosquito and the inherent social cost of the disease, such as cost with ill individuals, educations and sanitary campaigns. The dynamic model presents a set of nonlinear ordinary differential equations. The problem was discretized through Euler and Runge Kutta schemes, and solved using nonlinear optimization packages. The computational results as well as the main conclusions are shown.
Optimization of Dengue Epidemics: a test case with different discretization schemes
Rodrigues, Helena Sofia; Torres, Delfim F M; 10.1063/1.3241345
2010-01-01
The incidence of Dengue epidemiologic disease has grown in recent decades. In this paper an application of optimal control in Dengue epidemics is presented. The mathematical model includes the dynamic of Dengue mosquito, the affected persons, the people's motivation to combat the mosquito and the inherent social cost of the disease, such as cost with ill individuals, educations and sanitary campaigns. The dynamic model presents a set of nonlinear ordinary differential equations. The problem was discretized through Euler and Runge Kutta schemes, and solved using nonlinear optimization packages. The computational results as well as the main conclusions are shown.
ON THE CONSTRUCTION OF PARTIAL DIFFERENCE SCHEMES II: DISCRETE VARIABLES AND SCHWARZIAN LATTICES
Directory of Open Access Journals (Sweden)
Decio Levi
2016-06-01
Full Text Available In the process of constructing invariant difference schemes which approximate partial differential equations we write down a procedure for discretizing a partial differential equation on an arbitrary lattice. An open problem is the meaning of a lattice which does not satisfy the Clairaut–Schwarz–Young theorem. To analyze it we apply the procedure on a simple example, the potential Burgers equation with two different lattices, an orthogonal lattice which is invariant under the symmetries of the equation and satisfies the commutativity of the partial difference operators and an exponential lattice which is not invariant and does not satisfy the Clairaut–Schwarz–Young theorem. A discussion on the numerical results is presented showing the different behavior of both schemes for two different exact solutions and their numerical approximations.
Verma, Prabal Singh
2015-01-01
The dimensionally split reconstruction method as described by Kurganov et al.\\cite{kurganov-2000} is revisited for better understanding and a simple fourth order scheme is introduced to solve 3D hyperbolic conservation laws following dimension by dimension approach. Fourth order central weighted essentially non-oscillatory (CWENO) reconstruction methods have already been proposed to study multidimensional problems \\cite{lpr4,cs12}. In this paper, it is demonstrated that a simple 1D fourth order CWENO reconstruction method by Levy et al.\\cite{lpr7} provides fourth order accuracy for 3D hyperbolic nonlinear problems when combined with the semi-discrete scheme by Kurganov et al.\\cite{kurganov-2000} and fourth order Runge-Kutta method for time integration.
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
An eigenvalue analysis of finite-difference approximations for hyperbolic IBVPs
Warming, Robert F.; Beam, Richard M.
1990-01-01
The eigenvalue spectrum associated with a linear finite-difference approximation plays a crucial role in the stability analysis and in the actual computational performance of the discrete approximation. The eigenvalue spectrum associated with the Lax-Wendroff scheme applied to a model hyperbolic equation was investigated. For an initial-boundary-value problem (IBVP) on a finite domain, the eigenvalue or normal mode analysis is analytically intractable. A study of auxiliary problems (Dirichlet and quarter-plane) leads to asymptotic estimates of the eigenvalue spectrum and to an identification of individual modes as either benign or unstable. The asymptotic analysis establishes an intuitive as well as quantitative connection between the algebraic tests in the theory of Gustafsson, Kreiss, and Sundstrom and Lax-Richtmyer L (sub 2) stability on a finite domain.
High-Order Semi-Discrete Central-Upwind Schemes for Multi-Dimensional Hamilton-Jacobi Equations
Bryson, Steve; Levy, Doron; Biegel, Bryan (Technical Monitor)
2002-01-01
We present the first fifth order, semi-discrete central upwind method for approximating solutions of multi-dimensional Hamilton-Jacobi equations. Unlike most of the commonly used high order upwind schemes, our scheme is formulated as a Godunov-type scheme. The scheme is based on the fluxes of Kurganov-Tadmor and Kurganov-Tadmor-Petrova, and is derived for an arbitrary number of space dimensions. A theorem establishing the monotonicity of these fluxes is provided. The spacial discretization is based on a weighted essentially non-oscillatory reconstruction of the derivative. The accuracy and stability properties of our scheme are demonstrated in a variety of examples. A comparison between our method and other fifth-order schemes for Hamilton-Jacobi equations shows that our method exhibits smaller errors without any increase in the complexity of the computations.
Optimal Independent Encoding Schemes for Several Classes of Discrete Degraded Broadcast Channels
Xie, Bike
2008-01-01
Let $X \\to Y \\to Z$ be a discrete memoryless degraded broadcast channel (DBC) with marginal transition probability matrices $T_{YX}$ and $T_{ZX}$. For any given input distribution $\\boldsymbol{q}$, and $H(Y|X) \\leq s \\leq H(Y)$, define the function $F^*_{T_{YX},T_{ZX}}(\\boldsymbol{q},s)$ as the infimum of $H(Z|U)$ with respect to all discrete random variables $U$ such that a) $H(Y|U) = s$, and b) $U$ and $Y,Z$ are conditionally independent given $X$. This paper studies the function $F^*$, its properties and its calculation. This paper then applies these results to several classes of DBCs including the broadcast Z channel, the input-symmetric DBC, which includes the degraded broadcast group-addition channel, and the discrete degraded multiplication channel. This paper provides independent encoding schemes and demonstrates that each achieve the boundary of the capacity region for the corresponding class of DBCs. This paper first represents the capacity region of the DBC $X \\to Y \\to Z$ with the function $F^*_{T...
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.
Two-dimensional time-domain finite-difference modeling for viscoelastic seismic wave propagation
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.
2D time-domain finite-difference modeling for viscoelastic seismic wave propagation
Fan, Na; Zhao, Lian-Feng; Xie, Xiao-Bi; Ge, Zengxi; Yao, Zhen-Xing
2016-07-01
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 tradeoff between accuracy and computational costs to incorporate Q into 2D 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.
A Finite Difference-Based Modeling Approach for Prediction of Steel Hardenability
Sushanthi, Neethi; Maity, Joydeep
2014-06-01
In this research work an independent finite difference-based modeling approach was adopted for determination of the hardenability of steels. In this model, at first, cooling curves were generated by solving transient heat transfer equation through discretization with pure explicit finite difference scheme coupled with MATLAB-based programing in view of variable thermo-physical properties of 1080 steel. The cooling curves were solved against 50% transformation nose of TTT diagram in order to predict hardening behavior of 1080 steel in terms of hardenability parameters (Grossmann critical diameter, D C; and ideal critical diameter, D I) and the variation of the unhardened core diameter ( D u) to diameter of steel bar ( D) ratio with diameter of steel bar ( D). The experiments were also performed to determine actual D C value of 1080 steel for still water quenching. The D C value obtained by the developed model was found to match the experimental D C value with only 6% deviation. Therefore, the model developed in the present work can be used for direct determination of D I, D C, and D u without resorting to any rigorous experimentation.
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.
Dembele, S.; Lima, K. L. M.; Wen, J. X.
2011-11-01
For radiative transfer in complex geometries, Sakami and his co-workers have developed a discrete ordinates method (DOM) exponential scheme for unstructured meshes which was mainly applied to gray media. The present study investigates the application of the unstructured exponential scheme to a wider range of non-gray scenarios found in fire and combustion applications, with the goal to implement it in an in-house Computational Fluid Dynamics (CFD) code for fire simulations. The original unstructured gray exponential scheme is adapted to non-gray applications by employing a statistical narrow-band/correlated-k (SNB-CK) gas model and meshes generated using the authors' own mesh generator. Different non-gray scenarios involving spectral gas absorption by H2O and CO2 are investigated and a comparative analysis is carried out between heat flux and radiative source terms predicted and literature data based on ray-tracing and Monte Carlo methods. The maximum discrepancies for total radiative heat flux do not typically exceed 5%.
Marian Malec; Lucjan Sapa
2007-01-01
This paper deals with a finite difference method for a wide class of weakly coupled nonlinear second-order partial differential systems with initial condition and weakly coupled nonlinear implicit boundary conditions. One part of each system is of the parabolic type (degenerated parabolic equations) and the other of the elliptic type (equations with a parameter) in a cube in \\(\\mathbf{R}^{1+n}\\). A suitable finite difference scheme is constructed. It is proved that the scheme has a unique sol...
Finite elements and finite differences for transonic flow calculations
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.
HIGH-RESOLUTION SEMI-DISCRETE CENTRAL SCHEME FOR DAM-BREAK PROBLEMS
Institute of Scientific and Technical Information of China (English)
CHEN Jian-zhong; SHI Zhong-ke
2005-01-01
A numerical model for simulating the dam-break problems was presented. The model was based on a high-resolution semi-discrete central-upwind difference scheme. In order to reduce spurious oscillation, the uniformly non-oscillatory limiter was employed. A third-order total variation diminishing Runge-Kutta method is used for time integration. The main feature of the presented method is its simplicity. It requires no Riemann solvers, no flux splitting and no flux limiter. It is explicit and does not require dimensional splitting for two dimensions. The Simpson quadrature rule was employed to compute the source term. To verify the effectiveness and accuracy of the proposed method, the 1D dam-break, circular dam-break and partial dam-break problems were simulated. The results are shown to be in good agreement with analytical solution and numerical results obtained by other methods.
Observer-based fault detection scheme for a class of discrete time-delay systems
Institute of Scientific and Technical Information of China (English)
Zhong Maiying(钟麦英); Zhang Chenghui(张承慧); Ding Steven X; Lam James
2004-01-01
In this contribution, robust fault detection problems for discrete time-delay systems with l2-norm bounded un-known inputs are studied. The basic idea of our study is first to introduce a state-memoryless observer-based fault detec-tion filter (FDF) as the residual generator and then to formulate such a FDF design problem as an H∞ optimization prob-lem in the sense of increasing the sensitivity of residual to the faults, while simultaneously enhancing the robustness of residual to unknown input as well as plant input. The main results consist of the formulation of such a residual generation optimization problem, solvability conditions and the derivation of an analytic solution. The residual evaluation problem is also considered, which includes the determination of residual evaluation function and threshold. A numerical example is used to demonstrate the proposed fault detection scheme.
Solutions of the System of Differential Equations by Differential Transform/Finite Difference Method
SÜNGÜ, İnci ÇİLİNGİR; DEMIR, Huseyin
2012-01-01
In this study, Differential Transform/Finite Difference Method is considered as a new solution technique. Discretization of system of first and second order linear and nonlinear differential equations were investigated and approximate solutions were compared with the solutions of Adomian Decomposition Method. The results show that Differential Transform/Finite Difference method is one of the efficient approaches to solve system of differential equations. Consequently, it was shown that the hy...
SMALL-STENCIL PAD(E) SCHEMES TO SOLVE NONLINEAR EVOLUTION EQUATIONS
Institute of Scientific and Technical Information of China (English)
LIU Ru-xun; WU Ling-ling
2005-01-01
A set of small-stencil new Pade schemes with the same denominator are presented to solve high-order nonlinear evolution equations. Using this scheme, the fourth-order precision can not only be kept, but also the final three-diagonal discrete systems are solved by simple Doolittle methods, or ODE systems by Runge-Kutta technique. Numerical samples show that the schemes are very satisfactory. And the advantage of the schemes is very clear compared to other finite difference schemes.
Halman, Nir; Klabjan, Diego; Mostagir, Mohamed; Orlin, Jim; Simchi-Levi, David
2009-01-01
The single-item stochastic inventory control problem is to find an inventory replenishment policy in the presence of independent discrete stochastic demands under periodic review and finite time horizon. In this paper, we prove that this problem is intractable and design for it a fully polynomial-time approximation scheme.
On the wavelet optimized finite difference method
Jameson, Leland
1994-01-01
When one considers the effect in the physical space, Daubechies-based wavelet methods are equivalent to finite difference methods with grid refinement in regions of the domain where small scale structure exists. Adding a wavelet basis function at a given scale and location where one has a correspondingly large wavelet coefficient is, essentially, equivalent to adding a grid point, or two, at the same location and at a grid density which corresponds to the wavelet scale. This paper introduces a wavelet optimized finite difference method which is equivalent to a wavelet method in its multiresolution approach but which does not suffer from difficulties with nonlinear terms and boundary conditions, since all calculations are done in the physical space. With this method one can obtain an arbitrarily good approximation to a conservative difference method for solving nonlinear conservation laws.
The Leray- Gårding method for finite difference schemes
Coulombel, Jean-François
2015-01-01
International audience In [Ler53] and [ Går56], Leray and Gårding have developed a multiplier technique for deriving a priori estimates for solutions to scalar hyperbolic equations in either the whole space or the torus. In particular, the arguments in [Ler53, Går56 ] provide with at least one local multiplier and one local energy functional that is controlled along the evolution. The existence of such a local multiplier is the starting point of the argument by Rauch in [Rau72] for the der...
International Nuclear Information System (INIS)
Numerical study on three-dimensional steady incompressible laminar flows in a square duct of 90 .deg. bend is undertaken to evaluate the accuracy of four different discretization schemes from lower-order to higher-order by a new solution code(PowerCFD) using unstructured cell-centered method. Detailed comparisons between computed solutions and available experimental data are given mainly for the velocity distributions at several cross-sections in a 90 deg. bend square duct with developed entry flows. Detailed comparisons are also made with several previous works using lower-order or higher-order schemes. Interesting features of the flow for each scheme are presented in detail
Accurate Finite Difference Methods for Option Pricing
Persson, Jonas
2006-01-01
Stock options are priced numerically using space- and time-adaptive finite difference methods. European options on one and several underlying assets are considered. These are priced with adaptive numerical algorithms including a second order method and a more accurate method. For American options we use the adaptive technique to price options on one stock with and without stochastic volatility. In all these methods emphasis is put on the control of errors to fulfill predefined tolerance level...
Institute of Scientific and Technical Information of China (English)
ZHAO Ming; CAO Yihua
2012-01-01
A numerical method based on solutions of Euler/Navier-Stokes (N-S) equations is developed for calculating the flow field over a rotor in hover.Jameson central scheme,van Leer flux-vector splitting scheme,advection upwind splitting method (AUSM) scheme,upwind AUSM/van Leer scheme,AUSM+ scheme and AUSMDV scheme are implemented for spatial discretization,and van Albada limiter is also applied.For temporal discretization,both explicit Runge-Kutta method and implicit lower-upper symmetric Gauss-Seidel (LU-SGS) method are attempted.Simultaneously,overset grid technique is adopted.In detail,hole-map method is utilized to identify intergrid boundary points (IGBPs).Furthermore,aimed at identification issue of donor elements,inverse-map method is implemented.Eventually,blade surface pressure distributions derived from numerical simulation are validated compared with experimental data,showing that all the schemes mentioned above have the capability to predict the rotor flow field accurately.At the same time,vorticity contours are illustrated for analysis,and other characteristics are also analyzed.
Kovács, M; Lindgren, F
2012-01-01
We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently smooth test functions. The formula is then applied to the wave equation, where the spatial approximation is done via the standard continuous finite element method and the time discretization via an I-stable rational approximation to the exponential function. It is found that the rate of weak convergence is twice that of strong convergence. Furthermore, in contrast to the parabolic case, higher order schemes in time, such as the Crank-Nicolson scheme, are worthwhile to use if the solution is not very regular. Finally we apply the theory to parabolic equations and detail a weak error estimate for the linearized Cahn-Hilliard-Cook equation as well as comment on the stochastic heat equation.
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.
The discrete variational derivative method based on discrete differential forms
Yaguchi, Takaharu; Matsuo, Takayasu; Sugihara, Masaaki
2012-05-01
As is well known, for PDEs that enjoy a conservation or dissipation property, numerical schemes that inherit this property are often advantageous in that the schemes are fairly stable and give qualitatively better numerical solutions in practice. Lately, Furihata and Matsuo have developed the so-called “discrete variational derivative method” that automatically constructs energy preserving or dissipative finite difference schemes. Although this method was originally developed on uniform meshes, the use of non-uniform meshes is of importance for multi-dimensional problems. On the other hand, the theories of discrete differential forms have received much attention recently. These theories provide a discrete analogue of the vector calculus on general meshes. In this paper, we show that the discrete variational derivative method and the discrete differential forms by Bochev and Hyman can be combined. Applications to the Cahn-Hilliard equation and the Klein-Gordon equation on triangular meshes are provided as demonstrations. We also show that the schemes for these equations are H1-stable under some assumptions. In particular, one for the nonlinear Klein-Gordon equation is obtained by combination of the energy conservation property and the discrete Poincaré inequality, which are the temporal and spacial structures that are preserved by the above methods.
Numerical simulation of solitons in the nerve axon using finite differences
Werpers, Jonatan
2014-01-01
A High-order accurate finite difference scheme is derived for a non-linear soliton model of nerve signal propagation in axons. Boundary conditions yielding well-posed problems are suggested and included in the scheme using a penalty technique. Stability is shown using the summation-by-parts framework for a frozen parameter version of the non-linear problem.
Discretizing singular point sources in hyperbolic wave propagation problems
Petersson, N. Anders; O'Reilly, Ossian; Sjögreen, Björn; Bydlon, Samuel
2016-09-01
We develop high order accurate source discretizations for hyperbolic wave propagation problems in first order formulation that are discretized by finite difference schemes. By studying the Fourier series expansions of the source discretization and the finite difference operator, we derive sufficient conditions for achieving design accuracy in the numerical solution. Only half of the conditions in Fourier space can be satisfied through moment conditions on the source discretization, and we develop smoothness conditions for satisfying the remaining accuracy conditions. The resulting source discretization has compact support in physical space, and is spread over as many grid points as the number of moment and smoothness conditions. In numerical experiments we demonstrate high order of accuracy in the numerical solution of the 1-D advection equation (both in the interior and near a boundary), the 3-D elastic wave equation, and the 3-D linearized Euler equations.
Integral and finite difference inequalities and applications
Pachpatte, B G
2006-01-01
The monograph is written with a view to provide basic tools for researchers working in Mathematical Analysis and Applications, concentrating on differential, integral and finite difference equations. It contains many inequalities which have only recently appeared in the literature and which can be used as powerful tools and will be a valuable source for a long time to come. It is self-contained and thus should be useful for those who are interested in learning or applying the inequalities with explicit estimates in their studies.- Contains a variety of inequalities discovered which find numero
Contraction preconditioner in finite-difference electromagnetic modeling
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.
Contraction pre-conditioner in finite-difference electromagnetic modelling
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.
Moteki, Nobuhiro
2016-07-01
An accurate and efficient simulation of light scattering by an atmospheric black carbon (BC)-containing aerosol-a fractal-like cluster of hundreds of carbon monomers that is internally mixed with other aerosol compounds such as sulfates, organics, and water-remains challenging owing to the enormous diversities of such aerosols' size, shape, and mixing state. Although the discrete dipole approximation (DDA) is theoretically an exact numerical method that is applicable to arbitrary non-spherical inhomogeneous targets, in practice, it suffers from severe granularity-induced error and degradation of computational efficiency for such extremely complex targets. To solve this drawback, we propose herein a hybrid DDA method designed for arbitrary BC-containing aerosols: the monomer-dipole assumption is applied to a cluster of carbon monomers, whereas the efficient cubic-lattice discretization is applied to the remaining particle volume consisting of other materials. The hybrid DDA is free from the error induced by the surface granularity of carbon monomers that occurs in conventional cubic-lattice DDA. In the hybrid DDA, we successfully mitigate the artifact of neglecting the higher-order multipoles in the monomer-dipole assumption by incorporating the magnetic dipole in addition to the electric dipole into our DDA formulations. Our numerical experiments show that the hybrid DDA method is an efficient light-scattering solver for BC-containing aerosols in arbitrary mixing states. The hybrid DDA could be also useful for a cluster of metallic nanospheres associated with other dielectric materials.
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.
Efficient architectures for two-dimensional discrete wavelet transform using lifting scheme.
Xiong, Chengyi; Tian, Jinwen; Liu, Jian
2007-03-01
Novel architectures for 1-D and 2-D discrete wavelet transform (DWT) by using lifting schemes are presented in this paper. An embedded decimation technique is exploited to optimize the architecture for 1-D DWT, which is designed to receive an input and generate an output with the low- and high-frequency components of original data being available alternately. Based on this 1-D DWT architecture, an efficient line-based architecture for 2-D DWT is further proposed by employing parallel and pipeline techniques, which is mainly composed of two horizontal filter modules and one vertical filter module, working in parallel and pipeline fashion with 100% hardware utilization. This 2-D architecture is called fast architecture (FA) that can perform J levels of decomposition for N * N image in approximately 2N2(1 - 4(-J))/3 internal clock cycles. Moreover, another efficient generic line-based 2-D architecture is proposed by exploiting the parallelism among four subband transforms in lifting-based 2-D DWT, which can perform J levels of decomposition for N * N image in approximately N2(1 - 4(-J))/3 internal clock cycles; hence, it is called high-speed architecture. The throughput rate of the latter is increased by two times when comparing with the former 2-D architecture, but only less additional hardware cost is added. Compared with the works reported in previous literature, the proposed architectures for 2-D DWT are efficient alternatives in tradeoff among hardware cost, throughput rate, output latency and control complexity, etc. PMID:17357722
General difference schemes with intrinsic parallelism for nonlinear parabolic systems
Institute of Scientific and Technical Information of China (English)
周毓麟; 袁光伟
1997-01-01
The boundary value problem for nonlinear parabolic system is solved by the finite difference method with intrinsic parallelism. The existence of the discrete vector solution for the general finite difference schemes with intrinsic parallelism is proved by the fixed-point technique in finite-dimensional Euclidean space. The convergence and stability theorems of the discrete vector solutions of the nonlinear difference system with intrinsic parallelism are proved. The limitation vector function is just the unique generalized solution of the original problem for the parabolic system.
International Nuclear Information System (INIS)
The sub-library of discrete level schemes and gamma radiation branching ratios (DLS) is translated from the evaluated nuclear structure data file (ENSDF). The data are further checked and corrected. In consideration of the demands for different kinds of research fields most of the evaluated experimental levels and their gamma rays in the ENSDF are kept in DLS data file. the management-retrieval code can provide two retrieving ways. One is a retrieval for a single nucleus (SN), and the other is one for a neutron reaction (NR). The latter contains four kinds of retrieving types corresponding four types of different fast neutron calculation codes. The code can cut off and select the required level and gamma rays from whole discrete level scheme according to user's demands
Institute of Scientific and Technical Information of China (English)
WANG Hong-yu; TIAN Zuo-hua; SHI Song-jiao; WENG Zheng-xin
2008-01-01
This paper proposes a robust fault detection and isolation (FDI) scheme for discrete time-delay system with disturbance. The FDI scheme can not only detect but also isolate the faults. The lifting method is exploited to transform the discrete time-delay system into the non-time-delay form. A generalized structured residual set is designed based on the unknown input observer (UIO). For each residual generator, one of the system input signals together with the corresponding actuator fault and the disturbance signals are treated as an unknown input term. The residual signals can not only be robust against the disturbance, but also be of the capacity to isolate the actuator faults. The proposed method has been verified by a numerical example.
Relative and Absolute Error Control in a Finite-Difference Method Solution of Poisson's Equation
Prentice, J. S. C.
2012-01-01
An algorithm for error control (absolute and relative) in the five-point finite-difference method applied to Poisson's equation is described. The algorithm is based on discretization of the domain of the problem by means of three rectilinear grids, each of different resolution. We discuss some hardware limitations associated with the algorithm,…
Pencil: Finite-difference Code for Compressible Hydrodynamic Flows
Brandenburg, Axel; Dobler, Wolfgang
2010-10-01
The Pencil code is a high-order finite-difference code for compressible hydrodynamic flows with magnetic fields. It is highly modular and can easily be adapted to different types of problems. The code runs efficiently under MPI on massively parallel shared- or distributed-memory computers, like e.g. large Beowulf clusters. The Pencil code is primarily designed to deal with weakly compressible turbulent flows. To achieve good parallelization, explicit (as opposed to compact) finite differences are used. Typical scientific targets include driven MHD turbulence in a periodic box, convection in a slab with non-periodic upper and lower boundaries, a convective star embedded in a fully nonperiodic box, accretion disc turbulence in the shearing sheet approximation, self-gravity, non-local radiation transfer, dust particle evolution with feedback on the gas, etc. A range of artificial viscosity and diffusion schemes can be invoked to deal with supersonic flows. For direct simulations regular viscosity and diffusion is being used. The code is written in well-commented Fortran90.
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.
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.
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.
Saarelma, Jukka; Botts, Jonathan; Hamilton, Brian; Savioja, Lauri
2016-04-01
Finite-difference time-domain (FDTD) simulation has been a popular area of research in room acoustics due to its capability to simulate wave phenomena in a wide bandwidth directly in the time-domain. A downside of the method is that it introduces a direction and frequency dependent error to the simulated sound field due to the non-linear dispersion relation of the discrete system. In this study, the perceptual threshold of the dispersion error is measured in three-dimensional FDTD schemes as a function of simulation distance. Dispersion error is evaluated for three different explicit, non-staggered FDTD schemes using the numerical wavenumber in the direction of the worst-case error of each scheme. It is found that the thresholds for the different schemes do not vary significantly when the phase velocity error level is fixed. The thresholds are found to vary significantly between the different sound samples. The measured threshold for the audibility of dispersion error at the probability level of 82% correct discrimination for three-alternative forced choice is found to be 9.1 m of propagation in a free field, that leads to a maximum group delay error of 1.8 ms at 20 kHz with the chosen phase velocity error level of 2%. PMID:27106330
Cagnetti, Filippo
2013-11-01
We consider a numerical scheme for the one dimensional time dependent Hamilton-Jacobi equation in the periodic setting. This scheme consists in a semi-discretization using monotone approximations of the Hamiltonian in the spacial variable. From classical viscosity solution theory, these schemes are known to converge. In this paper we present a new approach to the study of the rate of convergence of the approximations based on the nonlinear adjoint method recently introduced by L.C. Evans. We estimate the rate of convergence for convex Hamiltonians and recover the O(h) convergence rate in terms of the L∞ norm and O(h) in terms of the L1 norm, where h is the size of the spacial grid. We discuss also possible generalizations to higher dimensional problems and present several other additional estimates. The special case of quadratic Hamiltonians is considered in detail in the end of the paper. © 2013 IMACS.
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.
Finite difference analysis of the transient temperature profile within GHARR-1 fuel element
International Nuclear Information System (INIS)
Highlights: • Transient heat conduction for GHARR-1 fuel was developed and simulated by MATLAB. • The temperature profile after shutdown showed parabolic decay pattern. • The recorded temperature of about 411.6 K was below the melting point of the clad. • The fuel is stable and no radioactivity will be released into the coolant. - Abstract: Mathematical model of the transient heat distribution within Ghana Research Reactor-1 (GHARR-1) fuel element and related shutdown heat generation rates have been developed. The shutdown heats considered were residual fission and fission product decay heat. A finite difference scheme for the discretization by implicit method was used. Solution algorithms were developed and MATLAB program implemented to determine the temperature distributions within the fuel element after shutdown due to reactivity insertion accident. The simulations showed a steady state temperature of about 341.3 K which deviated from that reported in the GHARR-1 safety analysis report by 2% error margin. The average temperature obtained under transient condition was found to be approximately 444 K which was lower than the melting point of 913 K for the aluminium cladding. Thus, the GHARR-1 fuel element was stable and there would be no release of radioactivity in the coolant during accident conditions
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.
CONVERGENCE OF INNER ITERATIONS SCHEME OF THE DISCRETE ORDINATE METHOD IN SPHERICAL GEOMETRY
Institute of Scientific and Technical Information of China (English)
Zhi-jun Shen; Guang-wei Yuan; Long-jun Shen
2005-01-01
In transport theory, the convergence of the inner iteration scheme to the spherical neutron transport equation has been an open problem. In this paper, the inner iteration for a positive step function scheme is considered and its convergence in spherical geometry is proved.
Determination of finite-difference weights using scaled binomial windows
Chu, Chunlei
2012-05-01
The finite-difference method evaluates a derivative through a weighted summation of function values from neighboring grid nodes. Conventional finite-difference weights can be calculated either from Taylor series expansions or by Lagrange interpolation polynomials. The finite-difference method can be interpreted as a truncated convolutional counterpart of the pseudospectral method in the space domain. For this reason, we also can derive finite-difference operators by truncating the convolution series of the pseudospectral method. Various truncation windows can be employed for this purpose and they result in finite-difference operators with different dispersion properties. We found that there exists two families of scaled binomial windows that can be used to derive conventional finite-difference operators analytically. With a minor change, these scaled binomial windows can also be used to derive optimized finite-difference operators with enhanced dispersion properties. © 2012 Society of Exploration Geophysicists.
New developments for increased performance of the SBP-SAT finite difference technique
Nordström, Jan; Eliasson, Peter
2015-01-01
In this article, recent developments for increased performance of the high order and stable SBP-SAT finite difference technique is described. In particularwe discuss the use ofweak boundary conditions and dual consistent formulations.The use ofweak boundary conditions focus on increased convergence to steady state, and hence efficiency. Dual consistent schemes produces superconvergent functionals and increases accuracy.
High Order Finite Difference Methods, Multidimensional Linear Problems and Curvilinear Coordinates
Nordstrom, Jan; Carpenter, Mark H.
1999-01-01
Boundary and interface conditions are derived for high order finite difference methods applied to multidimensional linear problems in curvilinear coordinates. The boundary and interface conditions lead to conservative schemes and strict and strong stability provided that certain metric conditions are met.
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...
Finite difference computation of Casimir forces
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
Finite difference computing with exponential decay models
Langtangen, Hans Petter
2016-01-01
This text provides a very simple, initial introduction to the complete scientific computing pipeline: models, discretization, algorithms, programming, verification, and visualization. The pedagogical strategy is to use one case study – an ordinary differential equation describing exponential decay processes – to illustrate fundamental concepts in mathematics and computer science. The book is easy to read and only requires a command of one-variable calculus and some very basic knowledge about computer programming. Contrary to similar texts on numerical methods and programming, this text has a much stronger focus on implementation and teaches testing and software engineering in particular. .
Discrete Filters for Large Eddy Simulation of Forced Compressible MHD Turbulence
Chernyshov, Alexander A.; Karelsky, Kirill. V.; Petrosyan, Arakel. S.
2013-01-01
In present study, we discuss results of applicability of discrete filters for large eddy simulation (LES) method of forced compressible magnetohydrodynamic (MHD) turbulent flows with the scale-similarity model. Influences and effects of discrete filter shapes on the scale-similarity model are examined in physical space using a finite-difference numerical schemes. We restrict ourselves to the Gaussian filter and the top-hat filter. Representations of this subgrid-scale model which correspond t...
Minimum divergence viscous flow simulation through finite difference and regularization techniques
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.
Yassin, Ali A.
2014-01-01
Now, the security of digital images is considered more and more essential and fingerprint plays the main role in the world of image. Furthermore, fingerprint recognition is a scheme of biometric verification that applies pattern recognition techniques depending on image of fingerprint individually. In the cloud environment, an adversary has the ability to intercept information and must be secured from eavesdroppers. Unluckily, encryption and decryption functions are slow and they are often hard. Fingerprint techniques required extra hardware and software; it is masqueraded by artificial gummy fingers (spoof attacks). Additionally, when a large number of users are being verified at the same time, the mechanism will become slow. In this paper, we employed each of the partial encryptions of user's fingerprint and discrete wavelet transform to obtain a new scheme of fingerprint verification. Moreover, our proposed scheme can overcome those problems; it does not require cost, reduces the computational supplies for huge volumes of fingerprint images, and resists well-known attacks. In addition, experimental results illustrate that our proposed scheme has a good performance of user's fingerprint verification. PMID:27355051
An assessment of semi-discrete central schemes for hyperbolic conservation laws
International Nuclear Information System (INIS)
High-resolution finite volume methods for solving systems of conservation laws have been widely embraced in research areas ranging from astrophysics to geophysics and aero-thermodynamics. These methods are typically at least second-order accurate in space and time, deliver non-oscillatory solutions in the presence of near discontinuities, e.g., shocks, and introduce minimal dispersive and diffusive effects. High-resolution methods promise to provide greatly enhanced solution methods for Sandia's mainstream shock hydrodynamics and compressible flow applications, and they admit the possibility of a generalized framework for treating multi-physics problems such as the coupled hydrodynamics, electro-magnetics and radiative transport found in Z pinch physics. In this work, we describe initial efforts to develop a generalized 'black-box' conservation law framework based on modern high-resolution methods and implemented in an object-oriented software framework. The framework is based on the solution of systems of general non-linear hyperbolic conservation laws using Godunov-type central schemes. In our initial efforts, we have focused on central or central-upwind schemes that can be implemented with only a knowledge of the physical flux function and the minimal/maximal eigenvalues of the Jacobian of the flux functions, i.e., they do not rely on extensive Riemann decompositions. Initial experimentation with high-resolution central schemes suggests that contact discontinuities with the concomitant linearly degenerate eigenvalues of the flux Jacobian do not pose algorithmic difficulties. However, central schemes can produce significant smearing of contact discontinuities and excessive dissipation for rotational flows. Comparisons between 'black-box' central schemes and the piecewise parabolic method (PPM), which relies heavily on a Riemann decomposition, shows that roughly equivalent accuracy can be achieved for the same computational cost with both methods. However, PPM
Finite difference time domain analysis of chirped dielectric gratings
Hochmuth, Diane H.; Johnson, Eric G.
1993-01-01
The finite difference time domain (FDTD) method for solving Maxwell's time-dependent curl equations is accurate, computationally efficient, and straight-forward to implement. Since both time and space derivatives are employed, the propagation of an electromagnetic wave can be treated as an initial-value problem. Second-order central-difference approximations are applied to the space and time derivatives of the electric and magnetic fields providing a discretization of the fields in a volume of space, for a period of time. The solution to this system of equations is stepped through time, thus, simulating the propagation of the incident wave. If the simulation is continued until a steady-state is reached, an appropriate far-field transformation can be applied to the time-domain scattered fields to obtain reflected and transmitted powers. From this information diffraction efficiencies can also be determined. In analyzing the chirped structure, a mesh is applied only to the area immediately around the grating. The size of the mesh is then proportional to the electric size of the grating. Doing this, however, imposes an artificial boundary around the area of interest. An absorbing boundary condition must be applied along the artificial boundary so that the outgoing waves are absorbed as if the boundary were absent. Many such boundary conditions have been developed that give near-perfect absorption. In this analysis, the Mur absorbing boundary conditions are employed. Several grating structures were analyzed using the FDTD method.
Matthews, Charles
2013-01-01
Molecular dynamics (MD) computations aim to simulate materials at the atomic level by approximating molecular interactions classically, relying on the Born-Oppenheimer approximation and semi-empirical potential energy functions as an alternative to solving the difficult time-dependent Schrodinger equation. An approximate solution is obtained by discretization in time, with an appropriate algorithm used to advance the state of the system between successive timesteps. Modern MD s...
Reitman, L.; Wolfshtein, M.; Adler, D.
1982-11-01
A finite difference method is developed for solving the non-viscous formulation of a three-dimensional compressible flow problem for turbomachinery impellers. The numerical results and the time efficiency of this method are compared to that provided by a finite element method for this problem. The finite difference method utilizes a numerical, curvilinear, and non-orthogonal coordinate transformation and the ADI scheme. The finite difference method is utilized to solve a test problem of a centrifugal compressor impeller. It is shown that the finite difference method produces results in good agreement with the experimentally determined flow fields and is as accurate as the finite element technique. However, the finite difference method only requires about half the time in order to obtain the solution for this problem as that required by the finite element method.
An Image Hiding Scheme Using 3D Sawtooth Map and Discrete Wavelet Transform
Ruisong Ye; Wenping Yu
2012-01-01
An image encryption scheme based on the 3D sawtooth map is proposed in this paper. The 3D sawtooth map is utilized to generate chaotic orbits to permute the pixel positions and to generate pseudo-random gray value sequences to change the pixel gray values. The image encryption scheme is then applied to encrypt the secret image which will be imbedded in one host image. The encrypted secret image and the host image are transformed by the wavelet transform and then are merged in the frequency d...
Approximate Lie Group Analysis of Finite-difference Equations
Latypov, Azat M.
1995-01-01
Approximate group analysis technique, that is, the technique combining the methodology of group analysis and theory of small perturbations, is applied to finite-difference equations approximating ordinary differential equations. Finite-difference equations are viewed as a system of algebraic equations with a small parameter, introduced through the definitions of finite-difference derivatives. It is shown that application of the approximate invariance criterion to this algebraic system results...
Elements of Polya-Schur theory in finite difference setting
Brändén, P.; Krasikov, I.; Shapiro, B.
2012-01-01
In this note we attempt to develop an analog of P\\'olya-Schur theory describing the class of univariate hyperbolicity preservers in the setting of linear finite difference operators. We study the class of linear finite difference operators preserving the set of real-rooted polynomials whose mesh (i.e. the minimal distance between the roots) is at least one. In particular, finite difference versions of the classical Hermite-Poulain theorem and generalized Laguerre inequalities are obtained.
Fast finite difference solvers for singular solutions of the elliptic Monge-Amp\\'ere equation
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...
A finite difference, multipoint flux numerical approach to flow in porous media: Numerical examples
Osman, Hossam
2012-06-17
It is clear that none of the current available numerical schemes which may be adopted to solve transport phenomena in porous media fulfill all the required robustness conditions. That is while the finite difference methods are the simplest of all, they face several difficulties in complex geometries and anisotropic media. On the other hand, while finite element methods are well suited to complex geometries and can deal with anisotropic media, they are more involved in coding and usually require more execution time. Therefore, in this work we try to combine some features of the finite element technique, namely its ability to work with anisotropic media with the finite difference approach. We reduce the multipoint flux, mixed finite element technique through some quadrature rules to an equivalent cell-centered finite difference approximation. We show examples on using this technique to single-phase flow in anisotropic porous media.
On the Stability of the Finite Difference based Lattice Boltzmann Method
El-Amin, M.F.
2013-06-01
This paper is devoted to determining the stability conditions for the finite difference based lattice Boltzmann method (FDLBM). In the current scheme, the 9-bit two-dimensional (D2Q9) model is used and the collision term of the Bhatnagar- Gross-Krook (BGK) is treated implicitly. The implicitness of the numerical scheme is removed by introducing a new distribution function different from that being used. Therefore, a new explicit finite-difference lattice Boltzmann method is obtained. Stability analysis of the resulted explicit scheme is done using Fourier expansion. Then, stability conditions in terms of time and spatial steps, relaxation time and explicitly-implicitly parameter are determined by calculating the eigenvalues of the given difference system. The determined conditions give the ranges of the parameters that have stable solutions.
Pan, Xintian; Zhang, Luming
2016-01-01
In this article, we develop a high-order efficient numerical scheme to solve the initial-boundary problem of the MRLW equation. The method is based on a combination between the requirement to have a discrete counterpart of the conservation of the physical "energy" of the system and finite difference method. The scheme consists of a fourth-order compact finite difference approximation in space and a version of the leap-frog scheme in time. The unique solvability of numerical solutions is shown. A priori estimate and fourth-order convergence of the finite difference approximate solution are discussed by using discrete energy method and some techniques of matrix theory. Numerical results are given to show the validity and the accuracy of the proposed method. PMID:27217989
von Sydow, Lina
2013-10-01
The discontinuous Galerkin method for time integration of the Black-Scholes partial differential equation for option pricing problems is studied and compared with more standard time-integrators. In space an adaptive finite difference discretization is employed. The results show that the dG method are in most cases at least comparable to standard time-integrators and in some cases superior to them. Together with adaptive spatial grids the suggested pricing method shows great qualities.
Comparison Study on the Performances of Finite Volume Method and Finite Difference Method
Bo Yu(Brookhaven National Lab); Dongjie Wang; Xinyu Zhang; Wang Li; Renwei Liu
2013-01-01
Vorticity-stream function method and MAC algorithm are adopted to systemically compare the finite volume method (FVM) and finite difference method (FDM) in this paper. Two typical problems—lid-driven flow and natural convection flow in a square cavity—are taken as examples to compare and analyze the calculation performances of FVM and FDM with variant mesh densities, discrete forms, and treatments of boundary condition. It is indicated that FVM is superior to FDM from the pe...
An Efficient Compact Finite Difference Method for the Solution of the Gross-Pitaevskii Equation
Rongpei Zhang; Jia Liu; Guozhong Zhao
2015-01-01
We present an efficient, unconditionally stable, and accurate numerical method for the solution of the Gross-Pitaevskii equation. We begin with an introduction on the gradient flow with discrete normalization (GFDN) for computing stationary states of a nonconvex minimization problem. Then we present a new numerical method, CFDM-AIF method, which combines compact finite difference method (CFDM) in space and array-representation integration factor (AIF) method in time. The key features of our m...
Improving sub-grid scale accuracy of boundary features in regional finite-difference models
Panday, Sorab; Langevin, Christian D.
2012-01-01
As an alternative to grid refinement, the concept of a ghost node, which was developed for nested grid applications, has been extended towards improving sub-grid scale accuracy of flow to conduits, wells, rivers or other boundary features that interact with a finite-difference groundwater flow model. The formulation is presented for correcting the regular finite-difference groundwater flow equations for confined and unconfined cases, with or without Newton Raphson linearization of the nonlinearities, to include the Ghost Node Correction (GNC) for location displacement. The correction may be applied on the right-hand side vector for a symmetric finite-difference Picard implementation, or on the left-hand side matrix for an implicit but asymmetric implementation. The finite-difference matrix connectivity structure may be maintained for an implicit implementation by only selecting contributing nodes that are a part of the finite-difference connectivity. Proof of concept example problems are provided to demonstrate the improved accuracy that may be achieved through sub-grid scale corrections using the GNC schemes.
Discrete Mechanics and Optimal Control: an Analysis
Ober-Bloebaum, S; Marsden, J E
2008-01-01
The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion sequences in robotics and biomechanics. In most cases, some sort of discretization of the original, infinite-dimensional optimization problem has to be performed in order to make the problem amenable to computations. The approach proposed in this paper is to directly discretize the variational description of the system's motion. The resulting optimization algorithm lets the discrete solution directly inherit characteristic structural properties from the continuous one like symmetries and integrals of the motion. We show that the DMOC approach is equivalent to a finite difference discretization of Hamilton's equations by a symplectic partitioned Runge-Kutta scheme and employ this fact in order to give a proof of convergence. The numerical performance of DMOC and its relationsh...
An Image Hiding Scheme Using 3D Sawtooth Map and Discrete Wavelet Transform
Directory of Open Access Journals (Sweden)
Ruisong Ye
2012-07-01
Full Text Available An image encryption scheme based on the 3D sawtooth map is proposed in this paper. The 3D sawtooth map is utilized to generate chaotic orbits to permute the pixel positions and to generate pseudo-random gray value sequences to change the pixel gray values. The image encryption scheme is then applied to encrypt the secret image which will be imbedded in one host image. The encrypted secret image and the host image are transformed by the wavelet transform and then are merged in the frequency domain. Experimental results show that the stego-image looks visually identical to the original host one and the secret image can be effectively extracted upon image processing attacks, which demonstrates strong robustness against a variety of attacks.
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.
Approximate solutions to neutral type finite difference equations
Pachpatte, Deepak B.
2012-01-01
In this article, we study the approximate solutions and the dependency of solutions on parameters to a neutral type finite difference equation, under a given initial condition. A fundamental finite difference inequality, with explicit estimate, is used to establish the results.
Investigation of Calculation Techniques of Finite Difference Method
Directory of Open Access Journals (Sweden)
Audrius Krukonis
2011-03-01
Full Text Available Finite difference method used for microstrip transmission line analysis is considered in this article. Paper mainly deals with iterative and bound matrix calculation techniques of finite difference method. Mathematical model for microstrip transmission line electrical potential calculations using both techniques is described. Results of characteristic impedance calculation using iterative and bound matrix techniques are presented and analyzed.Article in Lithuanian
Memory cost of absorbing conditions for the finite-difference time-domain method.
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. PMID:27475200
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.
A Fault Detection and Isolation Scheme Based on Parity Space Method for Discrete Time-delay System
Institute of Scientific and Technical Information of China (English)
WANG Hong-yu; TIAN Zuo-hua; SHI Song-jiao; WENG Zheng-xin
2008-01-01
A Fault detection and isolation (FDI) scheme for discrete time-delay system is proposed in this paper, which can not only detect but also isolate the faults. A time delay operator ▽ is introduced to resolve the problem brought by the time-delay system. The design and computation for the FDI system is carried by computer math tool Maple, which can easily deal with the symbolic computation. Residuals in the form of parity space can be deduced from the recursion of the system equations. Further mote, a generalized residual set is created using the freedom of the parity space redundancy. Thus, both fault detection and fault isolation have been accomplished. The proposed method has been verified by a numerical example.
International Nuclear Information System (INIS)
This paper proposes a Model Predictive Control (MPC) strategy to address regulation problems for constrained polytopic Linear Parameter Varying (LPV) systems subject to input and state constraints in which both plant measurements and command signals in the loop are sent through communication channels subject to time-varying delays (Networked Control System (NCS)). The results here proposed represent a significant extension to the LPV framework of a recent Receding Horizon Control (RHC) scheme developed for the so-called robust case. By exploiting the parameter availability, the pre-computed sequences of one- step controllable sets inner approximations are less conservative than the robust counterpart. The resulting framework guarantees asymptotic stability and constraints fulfilment regardless of plant uncertainties and time-delay occurrences. Finally, experimental results on a laboratory two-tank test-bed show the effectiveness of the proposed approach
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.
Vincenti, H.; Vay, J.-L.
2016-03-01
Very high order or pseudo-spectral Maxwell solvers are the method of choice to reduce discretization effects (e.g. numerical dispersion) that are inherent to low order Finite-Difference Time-Domain (FDTD) schemes. However, due to their large stencils, these solvers are often subject to truncation errors in many electromagnetic simulations. These truncation errors come from non-physical modifications of Maxwell's equations in space that may generate spurious signals affecting the overall accuracy of the simulation results. Such modifications for instance occur when Perfectly Matched Layers (PMLs) are used at simulation domain boundaries to simulate open media. Another example is the use of arbitrary order Maxwell solver with domain decomposition technique that may under some condition involve stencil truncations at subdomain boundaries, resulting in small spurious errors that do eventually build up. In each case, a careful evaluation of the characteristics and magnitude of the errors resulting from these approximations, and their impact at any frequency and angle, requires detailed analytical and numerical studies. To this end, we present a general analytical approach that enables the evaluation of numerical errors of fully three-dimensional arbitrary order finite-difference Maxwell solver, with arbitrary modification of the local stencil in the simulation domain. The analytical model is validated against simulations of domain decomposition technique and PMLs, when these are used with very high-order Maxwell solver, as well as in the infinite order limit of pseudo-spectral solvers. Results confirm that the new analytical approach enables exact predictions in each case. It also confirms that the domain decomposition technique can be used with very high-order Maxwell solvers and a reasonably low number of guard cells with negligible effects on the whole accuracy of the simulation.
Implicit Yee-Mesh-Based Finite-Difference Full-Vectorial Beam-Propagation Method
Yamauchi, Junji; Mugita, Takanori; Nakano, Hisamatsu
2005-01-01
A novel Yee-mesh-based finite-difference fullvectorialbeam-propagation method is proposed with the aid of animplicit scheme. The efficient algorithm is developed by splittingthe propagation axis into two steps. The eigenmode analysisof a rib waveguide is performed using the imaginary-distanceprocedure. The results show that the present method offers reductionin computational time and memory, while maintainingthe same accuracy as the conventional explicit Yee-mesh-basedimaginary-distance beam-...
Solution of the Fractional Black-Scholes Option Pricing Model by Finite Difference Method
Lina Song; Weiguo Wang
2013-01-01
This work deals with the put option pricing problems based on the time-fractional Black-Scholes equation, where the fractional derivative is a so-called modified Riemann-Liouville fractional derivative. With the aid of symbolic calculation software, European and American put option pricing models that combine the time-fractional Black-Scholes equation with the conditions satisfied by the standard put options are numerically solved using the implicit scheme of the finite difference method.
Finite-difference model for 3-D flow in bays and estuaries
Smith, Peter E.; Larock, Bruce E.
1993-01-01
This paper describes a semi-implicit finite-difference model for the numerical solution of three-dimensional flow in bays and estuaries. The model treats the gravity wave and vertical diffusion terms in the governing equations implicitly, and other terms explicitly. The model achieves essentially second-order accurate and stable solutions in strongly nonlinear problems by using a three-time-level leapfrog-trapezoidal scheme for the time integration.
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.
Hidden sl$_{2}$-algebra of finite-difference equations
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)
A k-Dimensional System of Fractional Finite Difference Equations
Dumitru Baleanu; Shahram Rezapour; Saeid Salehi
2014-01-01
We investigate the existence of solutions for a $k$ -dimensional system of fractional finite difference equations by using the Kranoselskii’s fixed point theorem. We present an example in order to illustrate our results.
Hidden $sl_2$-algebra of finite-difference equations
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 (the talk given at the Wigner Symposium, Guadalajara, Mexico, August 1995, to be published in the Proceedings)
Techniques for correcting approximate finite difference solutions. [considering transonic flow
Nixon, D.
1978-01-01
A method of correcting finite-difference solutions for the effect of truncation error or the use of an approximate basic equation is presented. Applications to transonic flow problems are described and examples are given.
Jang, Jihyeon; Hong, Song-You
2016-04-01
The spectral method is generally assumed to provide better numerical accuracy than the finite difference method. However, the majority of regional models use finite discretization methods due to the difficulty of specifying time-dependent lateral boundary conditions in spectral models. This study evaluates the behavior of nonhydrostatic dynamics with a spectral discretization. To this end, Juang's nonhydrostatic dynamical core for the National Centers for Environmental Prediction (NCEP) regional spectral model has been implemented into the Regional Model Program (RMP) of the Global/Regional Integrated Model system (GRIMs). The behavior of the nonhydrostatic RMP is validated, and compared with that of the hydrostatic core in 2-D idealized experiments: the mountain wave, rising thermal bubble, and density current experiments. The nonhydrostatic effect in the RMP is further validated in comparison with the results from the Weather Research and Forecasting (WRF) model, which uses a finite difference method. The analyses of the experimental results from the RMP generally follow the characteristics found in previous studies without any discernible difference. For example, in both the RMP and the WRF model, the eastward-tilted propagation of mountain waves is very similar in the nonhydrostatic core experiments. Both nonhydrostatic models also efficiently reproduce the motion and deformation of the warm and cold bubbles, but the RMP results contain more small-scale noise. In a 1-km real-case simulation testbed, the lee waves that originate over the eastern flank of the Korean peninsula travel further eastward in the WRF model than in the RMP. It is found that differences of small-scale wave characteristics between the RMP and WRF model are mainly from the numerical techniques used, such as the accuracy of the advection scheme and the magnitude of the numerical diffusion, rather than from discrepancies in the spatial discretization.
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
International Nuclear Information System (INIS)
A general adjoint Monte Carlo-forward discrete ordinates radiation transport calculational scheme has been created to study the effects of the radiation environment in Hiroshima and Nagasaki due to the bombing of these two cities. Various such studies for comparison with physical data have progressed since the end of World War II with advancements in computing machinery and computational methods. These efforts have intensified in the last several years with the U.S.-Japan joint reassessment of nuclear weapons dosimetry in Hiroshima and Nagasaki. Three principal areas of investigation are: (1) to determine by experiment and calculation the neutron and gamma-ray energy and angular spectra and total yield of the two weapons; (2) using these weapons descriptions as source terms, to compute radiation effects at several locations in the two cities for comparison with experimental data collected at various times after the bombings and thus validate the source terms; and (3) to compute radiation fields at the known locations of fatalities and surviving individuals at the time of the bombings and thus establish an absolute cause-and-effect relationship between the radiation received and the resulting injuries to these individuals and any of their descendants as indicated by their medical records. It is in connection with the second and third items, the determination of the radiation effects and the dose received by individuals, that the current study is concerned
Directory of Open Access Journals (Sweden)
A. Caserta
1998-06-01
Full Text Available This paper deals with the antiplane wave propagation in a 2D heterogeneous dissipative medium with complex layer interfaces and irregular topography. The initial boundary value problem which represents the viscoelastic dynamics driving 2D antiplane wave propagation is formulated. The discretization scheme is based on the finite-difference technique. Our approach presents some innovative features. First, the introduction of the forcing term into the equation of motion offers the advantage of an easier handling of different inputs such as general functions of spatial coordinates and time. Second, in the case of a straight-line source, the symmetry of the incident plane wave allows us to solve the problem of oblique incidence simply by rotating the 2D model. This artifice reduces the oblique incidence to the vertical one. Third, the conventional rheological model of the generalized Maxwell body has been extended to include the stress-free boundary condition. For this reason we solve explicitly the stress-free boundary condition, not following the most popular technique called vacuum formalism. Finally, our numerical code has been constructed to model the seismic response of complex geological structures: real geological interfaces are automatically digitized and easily introduced in the input model. Three numerical applications are discussed. To validate our numerical model, the first test compares the results of our code with others shown in the literature. The second application rotates the input model to simulate the oblique incidence. The third one deals with a real high-complexity 2D geological structure.
On the Definition of Surface Potentials for Finite-Difference Operators
Tsynkov, S. V.; Bushnell, Dennis M. (Technical Monitor)
2001-01-01
For a class of linear constant-coefficient finite-difference operators of the second order, we introduce the concepts similar to those of conventional single- and double-layer potentials for differential operators. The discrete potentials are defined completely independently of any notion related to the approximation of the continuous potentials on the grid. We rather use all approach based on differentiating, and then inverting the differentiation of a function with surface discontinuity of a particular kind, which is the most general way of introducing surface potentials in the theory of distributions. The resulting finite-difference "surface" potentials appear to be solutions of the corresponding continuous potentials. Primarily, this pertains to the possibility of representing a given solution to the homogeneous equation on the domain as a variety of surface potentials, with the density defined on the domain's boundary. At the same time the discrete surface potentials can be interpreted as one specific realization of the generalized potentials of Calderon's type, and consequently, their approximation properties can be studied independently in the framework of the difference potentials method by Ryaben'kii. The motivation for introducing and analyzing the discrete surface potentials was provided by the problems of active shielding and control of sound, in which the aforementioned source terms that drive the potentials are interpreted as the acoustic control sources that cancel out the unwanted noise on a predetermined region of interest.
Byun, Jaeseung; Bodony, Daniel; Pantano, Carlos
2014-11-01
Improved order-of-accuracy discretizations often require careful consideration of their numerical stability. We report on new high-order finite difference schemes using Summation-By-Parts (SBP) operators along with the Simultaneous-Approximation-Terms (SAT) boundary condition treatment for first and second-order spatial derivatives with variable coefficients. In particular, we present a highly accurate operator for SBP-SAT-based approximations of second-order derivatives with variable coefficients for Dirichlet and Neumann boundary conditions. These terms are responsible for approximating the physical dissipation of kinetic and thermal energy in a simulation, and contain grid metrics when the grid is curvilinear. Analysis using the Laplace transform method shows that strong stability is ensured with Dirichlet boundary conditions while weaker stability is obtained for Neumann boundary conditions. Furthermore, the benefits of the scheme is shown in the direct numerical simulation (DNS) of a Mach 1.5 compressible turbulent supersonic jet using curvilinear grids and skew-symmetric discretization. Particularly, we show that the improved methods allow minimization of the numerical filter often employed in these simulations and we discuss the qualities of the simulation.
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.
An improved finite-difference analysis of uncoupled vibrations of tapered cantilever beams
Subrahmanyam, K. B.; Kaza, K. R. V.
1983-01-01
An improved finite difference procedure for determining the natural frequencies and mode shapes of tapered cantilever beams undergoing uncoupled vibrations is presented. Boundary conditions are derived in the form of simple recursive relations involving the second order central differences. Results obtained by using the conventional first order central differences and the present second order central differences are compared, and it is observed that the present second order scheme is more efficient than the conventional approach. An important advantage offered by the present approach is that the results converge to exact values rapidly, and thus the extrapolation of the results is not necessary. Consequently, the basic handicap with the classical finite difference method of solution that requires the Richardson's extrapolation procedure is eliminated. Furthermore, for the cases considered herein, the present approach produces consistent lower bound solutions.
Stability and non-standard finite difference method of the generalized Chua's circuit
Radwan, Ahmed
2011-08-01
In this paper, we develop a framework to obtain approximate numerical solutions of the fractional-order Chua\\'s circuit with Memristor using a non-standard finite difference method. Chaotic response is obtained with fractional-order elements as well as integer-order elements. Stability analysis and the condition of oscillation for the integer-order system are discussed. In addition, the stability analyses for different fractional-order cases are investigated showing a great sensitivity to small order changes indicating the poles\\' locations inside the physical s-plane. The GrnwaldLetnikov method is used to approximate the fractional derivatives. Numerical results are presented graphically and reveal that the non-standard finite difference scheme is an effective and convenient method to solve fractional-order chaotic systems, and to validate their stability. © 2011 Elsevier Ltd. All rights reserved.
A mapped finite difference study of noise propagation in nonuniform ducts with mean flow
Raad, Peter E.; White, James W.
1987-01-01
The primary objective of this work is to study noise propagation in acoustically lined variable area ducts with mean fluid flow. The method of study is numerical in nature and involves a body-fitted grid mapping procedure in conjunction with a factored-implicit finite difference technique. The mean fluid flow model used is two-dimensional, inviscid, irrotational, incompressible, and nonheat conducting. Fully-coupled solutions of the linearized gasdynamic equations are obtained for both positive and negative Mach numbers as well as for hard and soft wall conditions. The factored-implicit finite difference technique used did give rise to short wavelength perturbations, but these were dampened by the introduction of higher order artificial dissipation terms into the scheme. Results compared favorably with available numerical and experimental data.
A semi-implicit finite difference model for three-dimensional tidal circulation,
Casulli, V.; Cheng, R.T.
1992-01-01
A semi-implicit finite difference formulation for the numerical solution of three-dimensional tidal circulation is presented. The governing equations are the three-dimensional Reynolds equations in which the pressure is assumed to be hydrostatic. A minimal degree of implicitness has been introduced in the finite difference formula so that in the absence of horizontal viscosity the resulting algorithm is unconditionally stable at a minimal computational cost. When only one vertical layer is specified this method reduces, as a particular case, to a semi-implicit scheme for the solutions of the corresponding two-dimensional shallow water equations. The resulting two- and three-dimensional algorithm is fast, accurate and mass conservative. This formulation includes the simulation of flooding and drying of tidal flats, and is fully vectorizable for an efficient implementation on modern vector computers.
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.
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.
Hejranfar, Kazem; Ezzatneshan, Eslam
2015-11-01
A high-order compact finite-difference lattice Boltzmann method (CFDLBM) is extended and applied to accurately simulate two-phase liquid-vapor flows with high density ratios. Herein, the He-Shan-Doolen-type lattice Boltzmann multiphase model is used and the spatial derivatives in the resulting equations are discretized by using the fourth-order compact finite-difference scheme and the temporal term is discretized with the fourth-order Runge-Kutta scheme to provide an accurate and efficient two-phase flow solver. A high-order spectral-type low-pass compact nonlinear filter is used to regularize the numerical solution and remove spurious waves generated by flow nonlinearities in smooth regions and at the same time to remove the numerical oscillations in the interfacial region between the two phases. Three discontinuity-detecting sensors for properly switching between a second-order and a higher-order filter are applied and assessed. It is shown that the filtering technique used can be conveniently adopted to reduce the spurious numerical effects and improve the numerical stability of the CFDLBM implemented. A sensitivity study is also conducted to evaluate the effects of grid size and the filtering procedure implemented on the accuracy and performance of the solution. The accuracy and efficiency of the proposed solution procedure based on the compact finite-difference LBM are examined by solving different two-phase systems. Five test cases considered herein for validating the results of the two-phase flows are an equilibrium state of a planar interface in a liquid-vapor system, a droplet suspended in the gaseous phase, a liquid droplet located between two parallel wettable surfaces, the coalescence of two droplets, and a phase separation in a liquid-vapor system at different conditions. Numerical results are also presented for the coexistence curve and the verification of the Laplace law. Results obtained are in good agreement with the analytical solutions and also
Finite-Difference Frequency-Domain Method in Nanophotonics
DEFF Research Database (Denmark)
Ivinskaya, Aliaksandra
often indispensable. This thesis presents the development of rigorous finite-difference method, a very general tool to solve Maxwell’s equations in arbitrary geometries in three dimensions, with an emphasis on the frequency-domain formulation. Enhanced performance of the perfectly matched layers is...... obtained through free space squeezing technique, and nonuniform orthogonal grids are built to greatly improve the accuracy of simulations of highly heterogeneous nanostructures. Examples of the use of the finite-difference frequency-domain method in this thesis range from simulating localized modes in a...
Modeling anisotropic flow and heat transport by using mimetic finite differences
Chen, Tao; Clauser, Christoph; Marquart, Gabriele; Willbrand, Karen; Büsing, Henrik
2016-08-01
Modeling anisotropic flow in porous or fractured rock often assumes that the permeability tensor is diagonal, which means that its principle directions are always aligned with the coordinate axes. However, the permeability of a heterogeneous anisotropic medium usually is a full tensor. For overcoming this shortcoming, we use the mimetic finite difference method (mFD) for discretizing the flow equation in a hydrothermal reservoir simulation code, SHEMAT-Suite, which couples this equation with the heat transport equation. We verify SHEMAT-Suite-mFD against analytical solutions of pumping tests, using both diagonal and full permeability tensors. We compare results from three benchmarks for testing the capability of SHEMAT-Suite-mFD to handle anisotropic flow in porous and fractured media. The benchmarks include coupled flow and heat transport problems, three-dimensional problems and flow through a fractured porous medium with full equivalent permeability tensor. It shows firstly that the mimetic finite difference method can model anisotropic flow both in porous and in fractured media accurately and its results are better than those obtained by the multi-point flux approximation method in highly anisotropic models, secondly that the asymmetric permeability tensor can be included and leads to improved results compared the symmetric permeability tensor in the equivalent fracture models, and thirdly that the method can be easily implemented in existing finite volume or finite difference codes, which has been demonstrated successfully for SHEMAT-Suite.
Higher-order finite-difference formulation of periodic Orbital-free Density Functional Theory
Ghosh, Swarnava; Suryanarayana, Phanish
2016-02-01
We present a real-space formulation and higher-order finite-difference implementation of periodic Orbital-free Density Functional Theory (OF-DFT). Specifically, utilizing a local reformulation of the electrostatic and kernel terms, we develop a generalized framework for performing OF-DFT simulations with different variants of the electronic kinetic energy. In particular, we propose a self-consistent field (SCF) type fixed-point method for calculations involving linear-response kinetic energy functionals. In this framework, evaluation of both the electronic ground-state and forces on the nuclei are amenable to computations that scale linearly with the number of atoms. We develop a parallel implementation of this formulation using the finite-difference discretization. We demonstrate that higher-order finite-differences can achieve relatively large convergence rates with respect to mesh-size in both the energies and forces. Additionally, we establish that the fixed-point iteration converges rapidly, and that it can be further accelerated using extrapolation techniques like Anderson's mixing. We validate the accuracy of the results by comparing the energies and forces with plane-wave methods for selected examples, including the vacancy formation energy in Aluminum. Overall, the suitability of the proposed formulation for scalable high performance computing makes it an attractive choice for large-scale OF-DFT calculations consisting of thousands of atoms.
Higher-order finite-difference formulation of periodic Orbital-free Density Functional Theory
Ghosh, Swarnava
2014-01-01
We present a real-space formulation and higher-order finite-difference implementation of periodic Orbital-free Density Functional Theory (OF-DFT). Specifically, utilizing a local reformulation of the electrostatic and kernel terms, we develop a generalized framework suitable for performing OF-DFT simulations with different variants of the electronic kinetic energy. In particular, we develop a self-consistent field (SCF) type fixed-point method for calculations involving linear-response kinetic energy functionals. In doing so, we make the calculation of the electronic ground-state and forces on the nuclei amenable to computations that altogether scale linearly with the number of atoms. We develop a parallel implementation of this formulation using the finite-difference discretization, using which we demonstrate that higher-order finite-differences can achieve relatively large convergence rates with respect to mesh-size in both the energies and forces. Additionally, we establish that the fixed-point iteration c...
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.
Farhat, Charbel; Geuzaine, Philippe; Grandmont, Céline
2001-12-01
Discrete geometric conservation laws (DGCLs) govern the geometric parameters of numerical schemes designed for the solution of unsteady flow problems on moving grids. A DGCL requires that these geometric parameters, which include among others grid positions and velocities, be computed so that the corresponding numerical scheme reproduces exactly a constant solution. Sometimes, this requirement affects the intrinsic design of an arbitrary Lagrangian Eulerian (ALE) solution method. In this paper, we show for sample ALE schemes that satisfying the corresponding DGCL is a necessary and sufficient condition for a numerical scheme to preserve the nonlinear stability of its fixed grid counterpart. We also highlight the impact of this theoretical result on practical applications of computational fluid dynamics.
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
Finite Difference Weights Using The Modified Lagrange Interpolant
Sadiq, Burhan
2011-01-01
Let $z_{1},z_{2},\\ldots,z_{N}$ be a sequence of distinct grid points. A finite difference formula approximates the $m$-th derivative $f^{(m)}(0)$ as $\\sum w_{i}f\\left(z_{i}\\right)$, with $w_{i}$ being the weights. We give two algorithms for finding the weights $w_{i}$ either of which is an improvement of an algorithm of Fornberg (\\emph{Mathematics of Computation}, vol. 51 (1988), p. 699-706). The first algorithm, which we call the direct method, uses fewer arithmetic operations than that of Fornberg by a factor of $4/(5m+5)$. The order of accuracy of the finite difference formula for $f^{(m)}(0)$ with grid points $hz_{i}$, $1\\leq i\\leq N$, is typically $\\mathcal{O}\\left(h^{N-m}\\right)$. However, the most commonly used finite difference formulas have an order of accuracy that is higher than the typical. For instance, the centered difference approximation $\\left(f(h)-2f(0)+f(-h)\\right)/h^{2}$ to $f''(0)$ has an order of accuracy equal to $2$ not $1$ . Even unsymmetric finite difference formulas can have such bo...
Continuous dependence and differentiation of solutions of finite difference equations
Johnny Henderson; Linda Lee
1991-01-01
Conditions are given for the continuity and differentiability of solutions of initial value problems and boundary value problems for the nth order finite difference equation, u(m+n)=f(m,u(m),u(m+1),…,u(m+n−1)),m∈ℤ.
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
基于离散对数的无证书群签名方案%Certificateless Group Signature Scheme based on Discrete Logarithm Problem
Institute of Scientific and Technical Information of China (English)
朱清芳; 魏春艳
2012-01-01
在基于求解离散对数困难的基础上，设计了一种新的无证书群签名方案，它可以抵抗伪造攻击，还具有不可链接性和匿名性．%This paper proposes a new certificateless group signature scheme, because of difficulties on solving discrete logarithm problems. The new scheme has characteristics of forgery attack resistance, unlinkablity and anonymity.
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.
International Nuclear Information System (INIS)
As an effort to achieve efficient yet accurate transport transient calculations for power reactors, the conditional transport update scheme in method of characteristics (MOC) based coarse mesh finite difference (CMFD) transient calculation is developed. In this scheme, the transport calculations serves as an online group constant generator for the 3-D CMFD transient calculation and the solution of 3-D transient problem is mainly obtained from the 3-D CMFD transient calculation. In order to reduce the computational burden of the intensive transport calculation, the transport updates is conditionally performed by monitoring change of composition and core condition. This efficient transient transport method is applied to 3x3 assembly rod ejection problem to examine the effectiveness and accuracy of the conditional transport calculation scheme. (author)
An outgoing energy flux boundary condition for finite difference ICRP antenna models
International Nuclear Information System (INIS)
For antennas at the ion cyclotron range of frequencies (ICRF) modeling in vacuum can now be carried out to a high level of detail such that shaping of the current straps, isolating septa, and discrete Faraday shield structures can be included. An efficient approach would be to solve for the fields in the vacuum region near the antenna in three dimensions by finite methods and to match this solution at the plasma-vacuum interface to a solution obtained in the plasma region in one dimension by Fourier methods. This approach has been difficult to carry out because boundary conditions must be imposed at the edge of the finite difference grid on a point-by-point basis, whereas the condition for outgoing energy flux into the plasma is known only in terms of the Fourier transform of the plasma fields. A technique is presented by which a boundary condition can be imposed on the computational grid of a three-dimensional finite difference, or finite element, code by constraining the discrete Fourier transform of the fields at the boundary points to satisfy an outgoing energy flux condition appropriate for the plasma. The boundary condition at a specific grid point appears as a coupling to other grid points on the boundary, with weighting determined by a kemel calctdated from the plasma surface impedance matrix for the various plasma Fourier modes. This boundary condition has been implemented in a finite difference solution of a simple problem in two dimensions, which can also be solved directly by Fourier transformation. Results are presented, and it is shown that the proposed boundary condition does enforce outgoing energy flux and yields the same solution as is obtained by Fourier methods
Stamatakos, Georgios S.; Dimitra D. Dionysiou
2009-01-01
The tremendous rate of accumulation of experimental and clinical knowledge pertaining to cancer dictates the development of a theoretical framework for the meaningful integration of such knowledge at all levels of biocomplexity. In this context our research group has developed and partly validated a number of spatiotemporal simulation models of in vivo tumour growth and in particular tumour response to several therapeutic schemes. Most of the modeling modules have been based on discrete mathe...
Optimal implicit 2-D finite differences to model wave propagation in poroelastic media
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 (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.
Staircase-free finite-difference time-domain formulation for general materials in complex geometries
DEFF Research Database (Denmark)
Dridi, Kim; Hesthaven, J.S.; Ditkowski, A.
2001-01-01
A stable Cartesian grid staircase-free finite-difference time-domain formulation for arbitrary material distributions in general geometries is introduced. It is shown that the method exhibits higher accuracy than the classical Yee scheme for complex geometries since the computational representation...... of physical structures is not of a staircased nature, Furthermore, electromagnetic boundary conditions are correctly enforced. The method significantly reduces simulation times as fewer points per wavelength are needed to accurately resolve the wave and the geometry. Both perfect electric conductors...
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.
Tadghighi, Hormoz; Hassan, Ahmed A.; Charles, Bruce
1990-01-01
The present numerical finite-difference scheme for helicopter blade-load prediction during realistic, self-generated three-dimensional blade-vortex interactions (BVI) derives the velocity field through a nonlinear superposition of the rotor flow-field yielded by the full potential rotor flow solver RFS2 for BVI, on the one hand, over the rotational vortex flow field computed with the Biot-Savart law. Despite the accurate prediction of the acoustic waveforms, peak amplitudes are found to have been persistently underpredicted. The inclusion of BVI noise source in the acoustic analysis significantly improved the perceived noise level-corrected tone prediction.
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.
Characteristic fractional step finite difference method for nonlinear section coupled system
Institute of Scientific and Technical Information of China (English)
袁益让; 李长峰; 孙两军; 刘允欣
2014-01-01
For the section coupled system of multilayer dynamics of fluids in porous media, a parallel scheme modified by the characteristic finite difference fractional steps is proposed for a complete point set consisting of coarse and fine partitions. Some tech-niques, such as calculus of variations, energy method, twofold-quadratic interpolation of product type, multiplicative commutation law of difference operators, decomposition of high order difference operators, and prior estimates, are used in theoretical analysis. Optimal order estimates in l2 norm are derived to show accuracy of the second order approximation solutions. These methods have been used to simulate the problems of migration-accumulation of oil resources.
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.
Coelho, Pedro J.
2014-08-01
High order resolution schemes based on the NVD and TVD boundedness criteria are applied to radiative transfer problems using the DOM in two-dimensional unstructured triangular grids. The implementation of these schemes in unstructured grids requires approximations, and two implementations reported in the literature are compared with a new one. Three different methods have been used to calculate the gradient of the radiation intensity at the center of the control volumes. The various schemes are applied to several test problems, the results are compared with those obtained using the step scheme, the mean flux interpolation scheme and another high order scheme based on a truncated Taylor series expansion, and the most accurate implementations are identified. It is concluded that although the high order schemes perform much better than the others, they are not as accurate as in Cartesian coordinates, and their order of convergence is lower than in that case.
Semianalytical computation of path lines for finite-difference models
Pollock, D.W.
1988-01-01
A semianalytical particle tracking method was developed for use with velocities generated from block-centered finite-difference ground-water flow models. Based on the assumption that each directional velocity component varies linearly within a grid cell in its own coordinate directions, the method allows an analytical expression to be obtained describing the flow path within an individual grid cell. Given the intitial position of a particle anywhere in a cell, the coordinates of any other point along its path line within the cell, and the time of travel between them, can be computed directly. For steady-state systems, the exit point for a particle entering a cell at any arbitrary location can be computed in a single step. By following the particle as it moves from cell to cell, this method can be used to trace the path of a particle through any multidimensional flow field generated from a block-centered finite-difference flow model. -Author
FRP Retrofitted RC Slabs Using Finite Difference Model
Institute of Scientific and Technical Information of China (English)
WU Chengqing; OEHLERS Deric John; WHITTAKER Andrew
2008-01-01
Current guidelines recommend using single-degree-of-freedom(SDOF) method for dy namic analysis of reinforced concretec(RC)structures against biast loads,which is not suitable for retrofitted members.Thus.a finite difference procedure developed in another study was used fo accurately and efficiently analyze the dynamic response of fibre reinforced polymer(FRP)plated members under biasf loads.It can accommodate changes in the mechanical properties of a member's cross section along its length and through its depth in each time step.making it possible to directly incorporate both strain rate effects(which will vary along the length and depth of a member)and non-uniform member loading to solve the partial differential equation of morion.The accuracy of the proposed method was validated in part using data from field blast testing.The finite difference procedure is implemented easily and enables accurate predictions of FRP-plated member response.
FINITE DIFFERENCE MODEL OF A CIRCULAR FIN WITH RECTANGULAR PROFILE
GİRGİN, İbrahim; EZGİ, Cüneyt
2015-01-01
Numerical methods are commonly used in engineering where the analytical resultsare not reached or as a support of experimental studies. Various techniques are being usedas a numeritical method as finite difference, finite volume or finite elements, etc. In thisstudy, numerical solutions are obtained for a circular fin of rectangular profile using finitedifference method, and the results are compared to the analytical solutions. It is seen thatthe analytical solution and numerical results are ...
Finite difference time domain simulation of subpicosecond semiconductor optical devices
HE, JIANQING
1993-01-01
An efficient numerical method to simulate a subpicosecond semiconductor optical switch is developed in this research. The problem under studying involves both electromagnetic wave propagation and semiconductor dynamic transport, which is a nonlinear phenomenon. Finite difference time domain (FDTD) technique is used to approximate the time dependent Maxwell's equations for full-wave analysis of the wave propagation. The dynamic transport is handled by solving the balance equatio...
Finite Difference Time Domain Method For Grating Structures
Baida, F.I.; Belkhir, A.
2012-01-01
International audience The aim of this chapter is to present the principle of the FDTD method when applied to the resolution of Maxwell equations. Centered finite differences are used to approximate the value of both time and space derivatives that appear in these equations. The convergence criteria in addition to the boundary conditions (periodic or absorbing ones) are given. The special case of bi-periodic structures illuminated at oblique incidence is solved with the SFM (split field me...
Finite difference time domain modeling of phase grating diffusion
Kowalczyk K.; Van Walstijn M.
2010-01-01
In this paper, a method for modeling diffusion caused by non-smooth boundary surfaces in simulations of room acoustics using finite difference time domain (FDTD) technique is investigated. The proposed approach adopts the well-known theory of phase grating diffusers to efficiently model sound scattering from rough surfaces. The variation of diffuser well-depths is attained by nesting allpass filters within the reflection filters from which the digital impedance filters used in the boundary im...
Finite difference time domain grid generation from AMC helicopter models
Cravey, Robin L.
1992-01-01
A simple technique is presented which forms a cubic grid model of a helicopter from an Aircraft Modeling Code (AMC) input file. The AMC input file defines the helicopter fuselage as a series of polygonal cross sections. The cubic grid model is used as an input to a Finite Difference Time Domain (FDTD) code to obtain predictions of antenna performance on a generic helicopter model. The predictions compare reasonably well with measured data.
Calculating rotordynamic coefficients of seals by finite-difference techniques
Dietzen, F. J.; Nordmann, R.
1987-01-01
For modelling the turbulent flow in a seal the Navier-Stokes equations in connection with a turbulence (kappa-epsilon) model are solved by a finite-difference method. A motion of the shaft round the centered position is assumed. After calculating the corresponding flow field and the pressure distribution, the rotor-dynamic coefficients of the seal can be determined. These coefficients are compared with results obtained by using the bulk flow theory of Childs and with experimental results.
Optimized Finite-Difference Coefficients for Hydroacoustic Modeling
Preston, L. A.
2014-12-01
Responsible utilization of marine renewable energy sources through the use of current energy converter (CEC) and wave energy converter (WEC) devices requires an understanding of the noise generation and propagation from these systems in the marine environment. Acoustic noise produced by rotating turbines, for example, could adversely affect marine animals and human-related marine activities if not properly understood and mitigated. We are utilizing a 3-D finite-difference acoustic simulation code developed at Sandia that can accurately propagate noise in the complex bathymetry in the near-shore to open ocean environment. As part of our efforts to improve computation efficiency in the large, high-resolution domains required in this project, we investigate the effects of using optimized finite-difference coefficients on the accuracy of the simulations. We compare accuracy and runtime of various finite-difference coefficients optimized via criteria such as maximum numerical phase speed error, maximum numerical group speed error, and L-1 and L-2 norms of weighted numerical group and phase speed errors over a given spectral bandwidth. We find that those coefficients optimized for L-1 and L-2 norms are superior in accuracy to those based on maximal error and can produce runtimes of 10% of the baseline case, which uses Taylor Series finite-difference coefficients at the Courant time step limit. We will present comparisons of the results for the various cases evaluated as well as recommendations for utilization of the cases studied. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.
Deb Nath S.K.; Peyada N.K.
2015-01-01
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 N...
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.
ATLAS: A Real-Space Finite-Difference Implementation of Orbital-Free Density Functional Theory
Mi, Wenhui; Sua, Chuanxun; Zhoua, Yuanyuan; Zhanga, Shoutao; Lia, Quan; Wanga, Hui; Zhang, Lijun; Miao, Maosheng; Wanga, Yanchao; Ma, Yanming
2015-01-01
Orbital-free density functional theory (OF-DFT) is a promising method for large-scale quantum mechanics simulation as it provides a good balance of accuracy and computational cost. Its applicability to large-scale simulations has been aided by progress in constructing kinetic energy functionals and local pseudopotentials. However, the widespread adoption of OF-DFT requires further improvement in its efficiency and robustly implemented software. Here we develop a real-space finite-difference method for the numerical solution of OF-DFT in periodic systems. Instead of the traditional self-consistent method, a powerful scheme for energy minimization is introduced to solve the Euler--Lagrange equation. Our approach engages both the real-space finite-difference method and a direct energy-minimization scheme for the OF-DFT calculations. The method is coded into the ATLAS software package and benchmarked using periodic systems of solid Mg, Al, and Al$_{3}$Mg. The test results show that our implementation can achieve ...
Baumeister, K. J.; Kreider, K. L.
1996-01-01
An explicit finite difference iteration scheme is developed to study harmonic sound propagation in ducts. To reduce storage requirements for large 3D problems, the time dependent potential form of the acoustic wave equation is used. To insure that the finite difference scheme is both explicit and stable, time is introduced into the Fourier transformed (steady-state) acoustic potential field as a parameter. Under a suitable transformation, the time dependent governing equation in frequency space is simplified to yield a parabolic partial differential equation, which is then marched through time to attain the steady-state solution. The input to the system is the amplitude of an incident harmonic sound source entering a quiescent duct at the input boundary, with standard impedance boundary conditions on the duct walls and duct exit. The introduction of the time parameter eliminates the large matrix storage requirements normally associated with frequency domain solutions, and time marching attains the steady-state quickly enough to make the method favorable when compared to frequency domain methods. For validation, this transient-frequency domain method is applied to sound propagation in a 2D hard wall duct with plug flow.
Baumeister, Kenneth J.; Kreider, Kevin L.
1996-01-01
An explicit finite difference iteration scheme is developed to study harmonic sound propagation in aircraft engine nacelles. To reduce storage requirements for large 3D problems, the time dependent potential form of the acoustic wave equation is used. To insure that the finite difference scheme is both explicit and stable, time is introduced into the Fourier transformed (steady-state) acoustic potential field as a parameter. Under a suitable transformation, the time dependent governing equation in frequency space is simplified to yield a parabolic partial differential equation, which is then marched through time to attain the steady-state solution. The input to the system is the amplitude of an incident harmonic sound source entering a quiescent duct at the input boundary, with standard impedance boundary conditions on the duct walls and duct exit. The introduction of the time parameter eliminates the large matrix storage requirements normally associated with frequency domain solutions, and time marching attains the steady-state quickly enough to make the method favorable when compared to frequency domain methods. For validation, this transient-frequency domain method is applied to sound propagation in a 2D hard wall duct with plug flow.
DEVELOPMENT AND APPLICATIONS OF WENO SCHEMES IN CONTINUUM PHYSICS
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
This paper briefly presents the general ideas of high order accurate weighted essentially non-oscillatory (WENO) schemes, and describes the similarities and differences of the two classes of WENO schemes: finite volume schemes and finite difference schemes. We also briefly mention a recent development of WENO schemes,namely an adaptive approach within the finite difference framework using smooth time dependent curvilinear coordinates.``
Institute of Scientific and Technical Information of China (English)
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.
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.
Sman, van der R.G.M.
2006-01-01
In the special case of relaxation parameter = 1 lattice Boltzmann schemes for (convection) diffusion and fluid flow are equivalent to finite difference/volume (FD) schemes, and are thus coined finite Boltzmann (FB) schemes. We show that the equivalence is inherent to the homology of the Maxwell-Bolt
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.
A Positivity-Preserving Numerical Scheme for Nonlinear Option Pricing Models
Directory of Open Access Journals (Sweden)
Shengwu Zhou
2012-01-01
Full Text Available A positivity-preserving numerical method for nonlinear Black-Scholes models is developed in this paper. The numerical method is based on a nonstandard approximation of the second partial derivative. The scheme is not only unconditionally stable and positive, but also allows us to solve the discrete equation explicitly. Monotone properties are studied in order to avoid unwanted oscillations of the numerical solution. The numerical results for European put option and European butterfly spread are compared to the standard finite difference scheme. It turns out that the proposed scheme is efficient and reliable.
The finite-difference and finite-element modeling of seismic wave propagation and earthquake motion
International Nuclear Information System (INIS)
Numerical modeling of seismic wave propagation and earthquake motion is an irreplaceable tool in investigation of the Earth's structure, processes in the Earth, and particularly earthquake phenomena. Among various numerical methods, the finite-difference method is the dominant method in the modeling of earthquake motion. Moreover, it is becoming more important in the seismic exploration and structural modeling. At the same time we are convinced that the best time of the finite-difference method in seismology is in the future. This monograph provides tutorial and detailed introduction to the application of the finite difference (FD), finite-element (FE), and hybrid FD-FE methods to the modeling of seismic wave propagation and earthquake motion. The text does not cover all topics and aspects of the methods. We focus on those to which we have contributed. We present alternative formulations of equation of motion for a smooth elastic continuum. We then develop alternative formulations for a canonical problem with a welded material interface and free surface. We continue with a model of an earthquake source. We complete the general theoretical introduction by a chapter on the constitutive laws for elastic and viscoelastic media, and brief review of strong formulations of the equation of motion. What follows is a block of chapters on the finite-difference and finite-element methods. We develop FD targets for the free surface and welded material interface. We then present various FD schemes for a smooth continuum, free surface, and welded interface. We focus on the staggered-grid and mainly optimally-accurate FD schemes. We also present alternative formulations of the FE method. We include the FD and FE implementations of the traction-at-split-nodes method for simulation of dynamic rupture propagation. The FD modeling is applied to the model of the deep sedimentary Grenoble basin, France. The FD and FE methods are combined in the hybrid FD-FE method. The hybrid
Finite difference evolution equations and quantum dynamical semigroups
International Nuclear Information System (INIS)
We consider the recently proposed [Bonifacio, Lett. Nuovo Cimento, 37, 481 (1983)] coarse grained description of time evolution for the density operator rho(t) through a finite difference equation with steps tau, and we prove that there exists a generator of the quantum dynamical semigroup type yielding an equation giving a continuous evolution coinciding at all time steps with the one induced by the coarse grained description. The map rho(0)→rho(t) derived in this way takes the standard form originally proposed by Lindblad [Comm. Math. Phys., 48, 119 (1976)], even when the map itself (and, therefore, the corresponding generator) is not bounded. (author)
Application of a finite difference technique to thermal wave propagation
Baumeister, K. J.
1975-01-01
A finite difference formulation is presented for thermal wave propagation resulting from periodic heat sources. The numerical technique can handle complex problems that might result from variable thermal diffusivity, such as heat flow in the earth with ice and snow layers. In the numerical analysis, the continuous temperature field is represented by a series of grid points at which the temperature is separated into real and imaginary terms. Next, computer routines previously developed for acoustic wave propagation are utilized in the solution for the temperatures. The calculation procedure is illustrated for the case of thermal wave propagation in a uniform property semi-infinite medium.
FDIPS: Finite Difference Iterative Potential-field Solver
Toth, Gabor; van der Holst, Bartholomeus; Huang, Zhenguang
2016-06-01
FDIPS is a finite difference iterative potential-field solver that can generate the 3D potential magnetic field solution based on a magnetogram. It is offered as an alternative to the spherical harmonics approach, as when the number of spherical harmonics is increased, using the raw magnetogram data given on a grid that is uniform in the sine of the latitude coordinate can result in inaccurate and unreliable results, especially in the polar regions close to the Sun. FDIPS is written in Fortran 90 and uses the MPI library for parallel execution.
Mimetic Finite Differences for Flow in Fractures from Microseismic Data
Al-Hinai, Omar
2015-01-01
We present a method for porous media flow in the presence of complex fracture networks. The approach uses the Mimetic Finite Difference method (MFD) and takes advantage of MFD\\'s ability to solve over a general set of polyhedral cells. This flexibility is used to mesh fracture intersections in two and three-dimensional settings without creating small cells at the intersection point. We also demonstrate how to use general polyhedra for embedding fracture boundaries in the reservoir domain. The target application is representing fracture networks inferred from microseismic analysis.
Finite difference time domain modeling of spiral antennas
Penney, Christopher W.; Beggs, John H.; Luebbers, Raymond J.
1992-01-01
The objectives outlined in the original proposal for this project were to create a well-documented computer analysis model based on the finite-difference, time-domain (FDTD) method that would be capable of computing antenna impedance, far-zone radiation patterns, and radar cross-section (RCS). The ability to model a variety of penetrable materials in addition to conductors is also desired. The spiral antennas under study by this project meet these requirements since they are constructed of slots cut into conducting surfaces which are backed by dielectric materials.
Finite element and finite difference methods in electromagnetic scattering
Morgan, MA
2013-01-01
This second volume in the Progress in Electromagnetic Research series examines recent advances in computational electromagnetics, with emphasis on scattering, as brought about by new formulations and algorithms which use finite element or finite difference techniques. Containing contributions by some of the world's leading experts, the papers thoroughly review and analyze this rapidly evolving area of computational electromagnetics. Covering topics ranging from the new finite-element based formulation for representing time-harmonic vector fields in 3-D inhomogeneous media using two coupled sca
Two-dimensional discrete mathematical model of tumor-induced angiogenesis
Institute of Scientific and Technical Information of China (English)
Gai-ping ZHAO; Er-yun CHEN; Jie WU; Shi-xiong XU; M.W. Collins; Quan LONG
2009-01-01
A 2D discrete mathematical model of a nine-point finite difference scheme is built to simulate tumor-induced angiogenesis. Nine motion directions of an individual endothelial cell and two parent vessels are extended in the present model. The process of tumor-induced angiogenesis is performed by coupling random motility, chemotaxis, and haptotaxis of endothelial cell in different mechanical environments inside and outside the tumor. The results show that nearly realistic tumor microvascular networks with neoplastic pathophysiological characteristics can be generated from the present model. Moreover, the theoretical capillary networks generated in numerical simulations of the discrete model may provide useful information for further clinical research.
基于离散对数的无证书代理签名方案%Certificateless proxy signature scheme on discrete logarithm problem
Institute of Scientific and Technical Information of China (English)
王会歌; 王彩芬; 曹浩; 程节华
2011-01-01
By studying the existing proxy signatures, found that there are few such schemes based on discrete logarithm. Taking the advantage of discrete logarithm on the finite filed and certificateless cryptosystem, we propose an efficient certificateless proxy signature scheme based on DLP is proposed, which not only satisfies all the required characteristic of the proxy signature such as the unforgeability, the dependence of secret key, the distinguishability and abuseness of proxy signature etc, but removes the key-escrow in ID-based cryptosystem and certificate in PKI-based cryptosystem. The entire scheme is proved to be correct and security under the hardness of discrete logarithm problem in the finite field.%对已有无证书代理签名方案进行研究发现,基于离散对数知识构造的无证书代理签名方案几乎没有,结合有限域上的离散对数知识和无证书密码体制的优点,提出了一种高效的、基于离散对数的无证书代理签名方案.该方案避免了基于身份密码体制中的密钥托管问题和证书密码体制中的证书存在问题,满足代理签名的不可伪造性、代理密钥的依赖性、代理签名的可区分性和抗滥用性等良好性质.整个方案没有使用双线性对操作,在有限域上离散对数问题难解的条件下证明和讨论了方案的正确性和安全性.
Directory of Open Access Journals (Sweden)
Md. Kamal Hossain
2010-10-01
Full Text Available In this paper, the wave propagation in free space and different dielectric material by using Finite Difference Time Domain (FDTD method has been studied. Among various numerical methods Finite Difference Time Domain method is being used to study the time evolution behavior of electromagnetic field by solving the Maxwell’sequation in time domain. In this paper, FDTD method has been employed to study the wave propagation in free space and different dielectric materials. The wave equations are discretized in time and space as required by this FDTD method and leaf-frog algorithm is used to find the solution. We observed wave propagation for one and two dimensional cases. We also observed wave propagation through lossy medium for one dimensional case. For two dimensional cases the patterns of wave incident on rectangular dielectric slab, square metal, RCC pillar were observed. In order to visualize the wave propagation, the evaluation of the excitation at various locations of problem space is monitored. The numerical results agree with the propagation characteristics as expected.
Enhancing finite differences with radial basis functions: Experiments on the Navier-Stokes equations
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.
A finite element technique for a system of fully-discrete time-dependent Joule heating equations
Chin, Pius W. M.
2016-06-01
A system of decoupled nonlinear fully-discrete time-dependent Joule heating equation is studied. Instead of the traditional technique of combining the Euler and the finite element methods, we design a reliable scheme consisting of coupling the Non-standard finite difference in the time space and finite element method in the space variables. We prove for the optimal rate of convergence of the solution of the said scheme in both the H1 as well as the L2-norms. Furthermore, we show that the scheme under study preserves the properties of the exact solution. Numerical experiments are provided to confirm our theoretical analysis.
A RBF Based Local Gridfree Scheme for Unsteady Convection-Diffusion Problems
Directory of Open Access Journals (Sweden)
Sanyasiraju VSS Yedida
2009-12-01
Full Text Available In this work a Radial Basis Function (RBF based local gridfree scheme has been presented for unsteady convection diffusion equations. Numerical studies have been made using multiquadric (MQ radial function. Euler and a three stage Runge-Kutta schemes have been used for temporal discretization. The developed scheme is compared with the corresponding finite difference (FD counterpart and found that the solutions obtained using the former are more superior. As expected, for a fixed time step and for large nodal densities, thought the Runge-Kutta scheme is able to maintain higher order of accuracy over the Euler method, the temporal discretization is independent of the improvement in the solution which in the developed scheme has been achived by optimizing the shape parameter of the RBF.
International Nuclear Information System (INIS)
The use of the albedo boundary conditions for multigroup one-dimensional neutron transport eigenvalue problems in the discrete ordinates (SN) formulation is described. The hybrid spectral diamond-spectral Green's function (SD-SGF) nodal method that is completely free from all spatial truncation errors, is used to determine the multigroup albedo operator. In the inner iteration it is used the 'one-node block inversion' (NBI) iterative scheme, which has convergence rate greater than the modified source iteration (SI) scheme. The power method for convergence of the dominant numerical solution is accelerated by the Tchebycheff method. Numerical results are given to illustrate the method's efficiency. (author). 7 refs, 4 figs, 3 tabs
一种基于离散对数的公开密钥认证方案%A Public Key Authentication Scheme Based on Discrete Logarithms
Institute of Scientific and Technical Information of China (English)
施荣华; 王国才; 胡湘陵
2001-01-01
介绍了一种基于离散对数的公开密钥认证方案,该方案不需要设立特权者来认证公开密钥。用户公开密钥的"证明书"是由该用户的口令和保密密钥组合而成的。该方案不但安全,而且认证过程简单。%This paper introduces a public key authentication scheme Based on discrete logarithms.The shcheme needn＇t setup any authority to authenticate public keys.the certificate of the public key of a user is a combination of his password and private key.The scheme is not only secure,but also the authentication process simple.
Arrayed waveguide grating using the finite difference beam propagation method
Toledo, M. C. F.; Alayo, M. I.
2013-03-01
The purpose of this work is to analyze by simulation the coupling effects occurring in Arrayed Waveguide Grating (AWG) using the finite difference beam propagation method (FD-BPM). Conventional FD-BPM techniques do not immediately lend themselves to the analysis of large structures such as AWG. Cooper et al.1 introduced a description of the coupling between the interface of arrayed waveguides and star couplers using the numerically-assisted coupled-mode theory. However, when the arrayed waveguides are spatially close, such that, there is strong coupling between them, and coupled-mode theory is not adequate. On the other hand, Payne2 developed an exact eigenvalue equation for the super modes of a straight arrayed waveguide which involve a computational overhead. In this work, an integration of both methods is accomplished in order to describe the behavior of the propagation of light in guided curves. This new method is expected to reduce the necessary effort for simulation while also enabling the simulation of large and curved arrayed waveguides using a fully vectorial finite difference technique.
Comparison Study on the Performances of Finite Volume Method and Finite Difference Method
Directory of Open Access Journals (Sweden)
Renwei Liu
2013-01-01
Full Text Available Vorticity-stream function method and MAC algorithm are adopted to systemically compare the finite volume method (FVM and finite difference method (FDM in this paper. Two typical problems—lid-driven flow and natural convection flow in a square cavity—are taken as examples to compare and analyze the calculation performances of FVM and FDM with variant mesh densities, discrete forms, and treatments of boundary condition. It is indicated that FVM is superior to FDM from the perspective of accuracy, stability of convection term, robustness, and calculation efficiency. Particularly ,when the mesh is coarse and taken as 20×20, the results of FDM suffer severe oscillation and even lose physical meaning.
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.
Hughes, S
2004-01-01
An untraditional space-time method for describing the dynamics of high-field electron-hole wave packets in semiconductor quantum wells is presented. A finite-difference time-domain technique is found to be computationally efficient and can incorporate Coulomb, static, terahertz, and magnetic fields to all orders, and thus can be applied to study many areas of high-field semiconductor physics. Several electro-optical and electro-magneto-optical excitation schemes are studied, some well known a...
The finite-difference neutron-diffusion programme TWODIM
International Nuclear Information System (INIS)
A description of the B 6700 Algol version of the two-dimensional neutron-diffusion programme TWODIM is given. The interative scheme used in TWODIM for solution of the eigenvalueproblems is the so-called Equipuise - or neutron-balance method, based on the SLOR-splitting. The Equipoise-scheme has been compared to DC3 and DC4 schemes. A sample problem is given. (author)
基于离散对数问题的一般盲签名方案%A General Blind Signature Scheme Based on the Discrete Logarithm Problem
Institute of Scientific and Technical Information of China (English)
敖青云; 陈克非; 白英彩
2001-01-01
盲签名是一种所签的消息对签名者不可知的数字签名。从1983年David Chaum首先提出了盲签名的概念以来,许多实现方案相继推出。文章提出了基于离散对数问题的一般盲签名方案,对其完备性、不可伪造性、安全性以及盲性进行了分析,并给出了用该方案设计一个有效的盲签名协议应该满足的参数规则。%A blind signature is a digital signature in which the message to be signed is blind to the signer.After David Chaum introduced this concept in 1983,many implementations have come into being.In this paper,we present a general blind signature scheme based on the discrete logarithm problem.Then,a detailed analysis on its completeness,unforgeability,security and blindness is given.We also discuss some rules,which have to be followed to design a valid discrete-logarithm-based blind signature protocol with this scheme.
Implementing the Standards. Teaching Discrete Mathematics in Grades 7-12.
Hart, Eric W.; And Others
1990-01-01
Discrete mathematics are defined briefly. A course in discrete mathematics for high school students and teaching discrete mathematics in grades 7 and 8 including finite differences, recursion, and graph theory are discussed. (CW)
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. PMID:24489518
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.
Energy Technology Data Exchange (ETDEWEB)
Wang, Wei [Deprartment of Mathematics. Florida Intl Univ., Miami, FL (United States); Shu, Chi-Wang [Division of Applied Mathematics. Brown Univ., Providence, RI (United States); Yee, H.C. [NASA Ames Research Center (ARC), Moffett Field, Mountain View, CA (United States); Sjögreen, Björn [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
2012-01-01
A new high order finite-difference method utilizing the idea of Harten ENO subcell resolution method is proposed for chemical reactive flows and combustion. In reaction problems, when the reaction time scale is very small, e.g., orders of magnitude smaller than the fluid dynamics time scales, the governing equations will become very stiff. Wrong propagation speed of discontinuity may occur due to the underresolved numerical solution in both space and time. The present proposed method is a modified fractional step method which solves the convection step and reaction step separately. In the convection step, any high order shock-capturing method can be used. In the reaction step, an ODE solver is applied but with the computed flow variables in the shock region modified by the Harten subcell resolution idea. For numerical experiments, a fifth-order finite-difference WENO scheme and its anti-diffusion WENO variant are considered. A wide range of 1D and 2D scalar and Euler system test cases are investigated. Studies indicate that for the considered test cases, the new method maintains high order accuracy in space for smooth flows, and for stiff source terms with discontinuities, it can capture the correct propagation speed of discontinuities in very coarse meshes with reasonable CFL numbers.
International Nuclear Information System (INIS)
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)
Finite-difference time-domain simulation of fusion plasmas at radiofrequency time scales
International Nuclear Information System (INIS)
Simulation of dense plasmas in the radiofrequency range are typically performed in the frequency domain, i.e., by solving Laplace-transformed Maxwell's equations. This technique is well-suited for the study of linear heating and quasilinear evolution, but does not generalize well to the study of nonlinear phenomena. Conversely, time-domain simulation in this range is difficult because the time scale is long compared to the electron plasma wave period, and in addition, the various cutoff and resonance behaviors within the plasma insure that any explicit finite-difference scheme would be numerically unstable. To resolve this dilemma, explicit finite-difference Maxwell terms are maintained, but a carefully time-centered locally implicit method is introduced to treat the plasma current, such that all linear plasma dispersion behavior is faithfully reproduced at the available temporal and spatial resolution, despite the fact that the simulation time step may exceed the electron gyro and electron plasma time scales by orders of magnitude. Demonstrations are presented of the method for several classical benchmarks, including mode conversion to ion cyclotron wave, cyclotron resonance, propagation into a plasma-wave cutoff, and tunneling through low-density edge plasma
Generalized Finite Difference Time Domain Method and Its Application to Acoustics
Directory of Open Access Journals (Sweden)
Jianguo Wei
2015-01-01
Full Text Available A meshless generalized finite difference time domain (GFDTD method is proposed and applied to transient acoustics to overcome difficulties due to use of grids or mesh. Inspired by the derivation of meshless particle methods, the generalized finite difference method (GFDM is reformulated utilizing Taylor series expansion. It is in a way different from the conventional derivation of GFDM in which a weighted energy norm was minimized. The similarity and difference between GFDM and particle methods are hence conveniently examined. It is shown that GFDM has better performance than the modified smoothed particle method in approximating the first- and second-order derivatives of 1D and 2D functions. To solve acoustic wave propagation problems, GFDM is used to approximate the spatial derivatives and the leap-frog scheme is used for time integration. By analog with FDTD, the whole algorithm is referred to as GFDTD. Examples in one- and two-dimensional domain with reflection and absorbing boundary conditions are solved and good agreements with the FDTD reference solutions are observed, even with irregular point distribution. The developed GFDTD method has advantages in solving wave propagation in domain with irregular and moving boundaries.
A coarse-mesh nodal method-diffusive-mesh finite difference method
International Nuclear Information System (INIS)
Modern nodal methods have been successfully used for conventional light water reactor core analyses where the homogenized, node average cross sections (XSs) and the flux discontinuity factors (DFs) based on equivalence theory can reliably predict core behavior. For other types of cores and other geometries characterized by tightly-coupled, heterogeneous core configurations, the intranodal flux shapes obtained from a homogenized nodal problem may not accurately portray steep flux gradients near fuel assembly interfaces or various reactivity control elements. This may require extreme values of DFs (either very large, very small, or even negative) to achieve a desired solution accuracy. Extreme values of DFs, however, can disrupt the convergence of the iterative methods used to solve for the node average fluxes, and can lead to a difficulty in interpolating adjacent DF values. Several attempts to remedy the problem have been made, but nothing has been satisfactory. A new coarse-mesh nodal scheme called the Diffusive-Mesh Finite Difference (DMFD) technique, as contrasted with the coarse-mesh finite difference (CMFD) technique, has been developed to resolve this problem. This new technique and the development of a few-group, multidimensional kinetics computer program are described in this paper
Stability analysis for acoustic wave propagation in tilted TI media by finite differences
Bakker, Peter M.; Duveneck, Eric
2011-05-01
Several papers in recent years have reported instabilities in P-wave modelling, based on an acoustic approximation, for inhomogeneous transversely isotropic media with tilted symmetry axis (TTI media). In particular, instabilities tend to occur if the axis of symmetry varies rapidly in combination with strong contrasts of medium parameters, which is typically the case at the foot of a steeply dipping salt flank. In a recent paper, we have proposed and demonstrated a P-wave modelling approach for TTI media, based on rotated stress and strain tensors, in which the wave equations reduce to a coupled set of two second-order partial differential equations for two scalar stress components: a normal component along the variable axis of symmetry and a lateral component of stress in the plane perpendicular to that axis. Spatially constant density is assumed in this approach. A numerical discretization scheme was proposed which uses discrete second-derivative operators for the non-mixed second-order derivatives in the wave equations, and combined first-derivative operators for the mixed second-order derivatives. This paper provides a complete and rigorous stability analysis, assuming a uniformly sampled grid. Although the spatial discretization operator for the TTI acoustic wave equation is not self-adjoint, this operator still defines a complete basis of eigenfunctions of the solution space, provided that the solution space is somewhat restricted at locations where the medium is elliptically anisotropic. First, a stability analysis is given for a discretization scheme, which is purely based on first-derivative operators. It is shown that the coefficients of the central difference operators should satisfy certain conditions. In view of numerical artefacts, such a discretization scheme is not attractive, and the non-mixed second-order derivatives of the wave equation are discretized directly by second-derivative operators. It is shown that this modification preserves
Application of a new finite difference algorithm for computational aeroacoustics
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.
Computational electrodynamics the finite-difference time-domain method
Taflove, Allen
2005-01-01
This extensively revised and expanded third edition of the Artech House bestseller, Computational Electrodynamics: The Finite-Difference Time-Domain Method, offers engineers the most up-to-date and definitive resource on this critical method for solving Maxwell's equations. The method helps practitioners design antennas, wireless communications devices, high-speed digital and microwave circuits, and integrated optical devices with unsurpassed efficiency. There has been considerable advancement in FDTD computational technology over the past few years, and the third edition brings professionals the very latest details with entirely new chapters on important techniques, major updates on key topics, and new discussions on emerging areas such as nanophotonics. What's more, to supplement the third edition, the authors have created a Web site with solutions to problems, downloadable graphics and videos, and updates, making this new edition the ideal textbook on the subject as well.
Finite difference time domain implementation of surface impedance boundary conditions
Beggs, John H.; Luebbers, Raymond J.; Yee, Kane S.; Kunz, Karl S.
1991-01-01
Surface impedance boundary conditions are employed to reduce the solution volume during the analysis of scattering from lossy dielectric objects. In the finite difference solution, they also can be utilized to avoid using small cells, made necessary by shorter wavelengths in conducting media throughout the solution volume. The standard approach is to approximate the surface impedance over a very small bandwidth by its value at the center frequency, and then use that result in the boundary condition. Here, two implementations of the surface impedance boundary condition are presented. One implementation is a constant surface impedance boundary condition and the other is a dispersive surface impedance boundary condition that is applicable over a very large frequency bandwidth and over a large range of conductivities. Frequency domain results are presented in one dimension for two conductivity values and are compared with exact results. Scattering width results from an infinite square cylinder are presented as a two dimensional demonstration. Extensions to three dimensions should be straightforward.
Finite-difference modeling of commercial aircraft using TSAR
Energy Technology Data Exchange (ETDEWEB)
Pennock, S.T.; Poggio, A.J.
1994-11-15
Future aircraft may have systems controlled by fiber optic cables, to reduce susceptibility to electromagnetic interference. However, the digital systems associated with the fiber optic network could still experience upset due to powerful radio stations, radars, and other electromagnetic sources, with potentially serious consequences. We are modeling the electromagnetic behavior of commercial transport aircraft in support of the NASA Fly-by-Light/Power-by-Wire program, using the TSAR finite-difference time-domain code initially developed for the military. By comparing results obtained from TSAR with data taken on a Boeing 757 at the Air Force Phillips Lab., we hope to show that FDTD codes can serve as an important tool in the design and certification of U.S. commercial aircraft, helping American companies to produce safe, reliable air transportation.
Visualization of elastic wavefields computed with a finite difference code
Energy Technology Data Exchange (ETDEWEB)
Larsen, S. [Lawrence Livermore National Lab., CA (United States); Harris, D.
1994-11-15
The authors have developed a finite difference elastic propagation model to simulate seismic wave propagation through geophysically complex regions. To facilitate debugging and to assist seismologists in interpreting the seismograms generated by the code, they have developed an X Windows interface that permits viewing of successive temporal snapshots of the (2D) wavefield as they are calculated. The authors present a brief video displaying the generation of seismic waves by an explosive source on a continent, which propagate to the edge of the continent then convert to two types of acoustic waves. This sample calculation was part of an effort to study the potential of offshore hydroacoustic systems to monitor seismic events occurring onshore.
Parallel finite-difference time-domain method
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.
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...
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.
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.
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.
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.
Experiments with explicit filtering for LES using a finite-difference method
Lund, T. S.; Kaltenbach, H. J.
1995-01-01
The equations for large-eddy simulation (LES) are derived formally by applying a spatial filter to the Navier-Stokes equations. The filter width as well as the details of the filter shape are free parameters in LES, and these can be used both to control the effective resolution of the simulation and to establish the relative importance of different portions of the resolved spectrum. An analogous, but less well justified, approach to filtering is more or less universally used in conjunction with LES using finite-difference methods. In this approach, the finite support provided by the computational mesh as well as the wavenumber-dependent truncation errors associated with the finite-difference operators are assumed to define the filter operation. This approach has the advantage that it is also 'automatic' in the sense that no explicit filtering: operations need to be performed. While it is certainly convenient to avoid the explicit filtering operation, there are some practical considerations associated with finite-difference methods that favor the use of an explicit filter. Foremost among these considerations is the issue of truncation error. All finite-difference approximations have an associated truncation error that increases with increasing wavenumber. These errors can be quite severe for the smallest resolved scales, and these errors will interfere with the dynamics of the small eddies if no corrective action is taken. Years of experience at CTR with a second-order finite-difference scheme for high Reynolds number LES has repeatedly indicated that truncation errors must be minimized in order to obtain acceptable simulation results. While the potential advantages of explicit filtering are rather clear, there is a significant cost associated with its implementation. In particular, explicit filtering reduces the effective resolution of the simulation compared with that afforded by the mesh. The resolution requirements for LES are usually set by the need to capture
改进的基于离散对数的代理签名体制%An Improved Proxy Signature Scheme Based on Discrete Logarithm
Institute of Scientific and Technical Information of China (English)
王宁昌; 王斌
2011-01-01
基于离散对数的代理签名方案,一般分为需要可信中心和不需要可信中心两种.但在现实中,许多特定的应用环境下,一个完全可信的第三方认证中心并不存在,而且在第三方认证中心出现问题时,容易对信息的安全性造成直接影响.因此,构造一个不需要可信中心的代理签名方案显得非常重要.它通过对代理授权信息的盲化,加强了信息的安全性,使得授权信息可以在公共信道中传输.这样不但保证了方案在授权阶段的信息保密性,还在一定程度上提高了方案的性能.%Some proxy signature schemes based on discrete logarithm problem need trusted party to guarantee security.But in reality, it is hard to build a trusted party under some specific application enVJronment.In addition, introduction of a trusted third-party certification may cause problems.Therefore, it is attractive to construct a proxy signature without a trusted party.To enhance security, a proxy signature scheme based on the DLP is proposed.In this scheme, the proxy authorization information issued by the original signer is blinded so that it can be transmitted in the public channel.This scheme can guarantee the confidentiality of information authorization stage, and improve performance of the scheme.
Directory of Open Access Journals (Sweden)
Georgios S. Stamatakos
2009-10-01
Full Text Available The tremendous rate of accumulation of experimental and clinical knowledge pertaining to cancer dictates the development of a theoretical framework for the meaningful integration of such knowledge at all levels of biocomplexity. In this context our research group has developed and partly validated a number of spatiotemporal simulation models of in vivo tumour growth and in particular tumour response to several therapeutic schemes. Most of the modeling modules have been based on discrete mathematics and therefore have been formulated in terms of rather complex algorithms (e.g. in pseudocode and actual computer code. However, such lengthy algorithmic descriptions, although sufficient from the mathematical point of view, may render it difficult for an interested reader to readily identify the sequence of the very basic simulation operations that lie at the heart of the entire model. In order to both alleviate this problem and at the same time provide a bridge to symbolic mathematics, we propose the introduction of the notion of hypermatrix in conjunction with that of a discrete operator into the already developed models. Using a radiotherapy response simulation example we demonstrate how the entire model can be considered as the sequential application of a number of discrete operators to a hypermatrix corresponding to the dynamics of the anatomic area of interest. Subsequently, we investigate the operators’ commutativity and outline the “summarize and jump” strategy aiming at efficiently and realistically address multilevel biological problems such as cancer. In order to clarify the actual effect of the composite discrete operator we present further simulation results which are in agreement with the outcome of the clinical study RTOG 83–02, thus strengthening the reliability of the model developed.
Stamatakos, Georgios S; Dionysiou, Dimitra D
2009-01-01
The tremendous rate of accumulation of experimental and clinical knowledge pertaining to cancer dictates the development of a theoretical framework for the meaningful integration of such knowledge at all levels of biocomplexity. In this context our research group has developed and partly validated a number of spatiotemporal simulation models of in vivo tumour growth and in particular tumour response to several therapeutic schemes. Most of the modeling modules have been based on discrete mathematics and therefore have been formulated in terms of rather complex algorithms (e.g. in pseudocode and actual computer code). However, such lengthy algorithmic descriptions, although sufficient from the mathematical point of view, may render it difficult for an interested reader to readily identify the sequence of the very basic simulation operations that lie at the heart of the entire model. In order to both alleviate this problem and at the same time provide a bridge to symbolic mathematics, we propose the introduction of the notion of hypermatrix in conjunction with that of a discrete operator into the already developed models. Using a radiotherapy response simulation example we demonstrate how the entire model can be considered as the sequential application of a number of discrete operators to a hypermatrix corresponding to the dynamics of the anatomic area of interest. Subsequently, we investigate the operators' commutativity and outline the "summarize and jump" strategy aiming at efficiently and realistically address multilevel biological problems such as cancer. In order to clarify the actual effect of the composite discrete operator we present further simulation results which are in agreement with the outcome of the clinical study RTOG 83-02, thus strengthening the reliability of the model developed.
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.
Black-Scholes finite difference modeling in forecasting of call warrant prices in Bursa Malaysia
Mansor, Nur Jariah; Jaffar, Maheran Mohd
2014-07-01
Call warrant is a type of structured warrant in Bursa Malaysia. It gives the holder the right to buy the underlying share at a specified price within a limited period of time. The issuer of the structured warrants usually uses European style to exercise the call warrant on the maturity date. Warrant is very similar to an option. Usually, practitioners of the financial field use Black-Scholes model to value the option. The Black-Scholes equation is hard to solve analytically. Therefore the finite difference approach is applied to approximate the value of the call warrant prices. The central in time and central in space scheme is produced to approximate the value of the call warrant prices. It allows the warrant holder to forecast the value of the call warrant prices before the expiry date.
A fast high-order finite difference algorithm for pricing American options
Tangman, D. Y.; Gopaul, A.; Bhuruth, M.
2008-12-01
We describe an improvement of Han and Wu's algorithm [H. Han, X.Wu, A fast numerical method for the Black-Scholes equation of American options, SIAM J. Numer. Anal. 41 (6) (2003) 2081-2095] for American options. A high-order optimal compact scheme is used to discretise the transformed Black-Scholes PDE under a singularity separating framework. A more accurate free boundary location based on the smooth pasting condition and the use of a non-uniform grid with a modified tridiagonal solver lead to an efficient implementation of the free boundary value problem. Extensive numerical experiments show that the new finite difference algorithm converges rapidly and numerical solutions with good accuracy are obtained. Comparisons with some recently proposed methods for the American options problem are carried out to show the advantage of our numerical method.
Directory of Open Access Journals (Sweden)
M. Mosleh E. Abu Samak
2016-04-01
Full Text Available This paper discusses numerical analysis methods for different geometrical features that have limited interval values for typically used sensor wavelengths. Compared with existing Finite Difference Time Domain (FDTD methods, the alternating direction implicit (ADI-FDTD method reduces the number of sub-steps by a factor of two to three, which represents a 33% time savings in each single run. The local one-dimensional (LOD-FDTD method has similar numerical equation properties, which should be calculated as in the previous method. Generally, a small number of arithmetic processes, which result in a shorter simulation time, are desired. The alternating direction implicit technique can be considered a significant step forward for improving the efficiency of unconditionally stable FDTD schemes. This comparative study shows that the local one-dimensional method had minimum relative error ranges of less than 40% for analytical frequencies above 42.85 GHz, and the same accuracy was generated by both methods.
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.
Ramadan, Omar
2014-12-01
Systematic split-step finite difference time domain (SS-FDTD) formulations, based on the general Lie-Trotter-Suzuki product formula, are presented for solving the time-dependent Maxwell equations in double-dispersive electromagnetic materials. The proposed formulations provide a unified tool for constructing a family of unconditionally stable algorithms such as the first order split-step FDTD (SS1-FDTD), the second order split-step FDTD (SS2-FDTD), and the second order alternating direction implicit FDTD (ADI-FDTD) schemes. The theoretical stability of the formulations is included and it has been demonstrated that the formulations are unconditionally stable by construction. Furthermore, the dispersion relation of the formulations is derived and it has been found that the proposed formulations are best suited for those applications where a high space resolution is needed. Two-dimensional (2-D) and 3-D numerical examples are included and it has been observed that the SS1-FDTD scheme is computationally more efficient than the ADI-FDTD counterpart, while maintaining approximately the same numerical accuracy. Moreover, the SS2-FDTD scheme allows using larger time step than the SS1-FDTD or ADI-FDTD and therefore necessitates less CPU time, while giving approximately the same numerical accuracy.
Finite-difference modeling of Biot's poroelastic equations across all frequencies
Energy Technology Data Exchange (ETDEWEB)
Masson, Y.J.; Pride, S.R.
2009-10-22
An explicit time-stepping finite-difference scheme is presented for solving Biot's equations of poroelasticity across the entire band of frequencies. In the general case for which viscous boundary layers in the pores must be accounted for, the time-domain version of Darcy's law contains a convolution integral. It is shown how to efficiently and directly perform the convolution so that the Darcy velocity can be properly updated at each time step. At frequencies that are low enough compared to the onset of viscous boundary layers, no memory terms are required. At higher frequencies, the number of memory terms required is the same as the number of time points it takes to sample accurately the wavelet being used. In practice, we never use more than 20 memory terms and often considerably fewer. Allowing for the convolution makes the scheme even more stable (even larger time steps might be used) than it is when the convolution is entirely neglected. The accuracy of the scheme is confirmed by comparing numerical examples to exact analytic results.
Energy Technology Data Exchange (ETDEWEB)
Ewing, R.E.; Saevareid, O.; Shen, J. [Texas A& M Univ., College Station, TX (United States)
1994-12-31
A multigrid algorithm for the cell-centered finite difference on equilateral triangular grids for solving second-order elliptic problems is proposed. This finite difference is a four-point star stencil in a two-dimensional domain and a five-point star stencil in a three dimensional domain. According to the authors analysis, the advantages of this finite difference are that it is an O(h{sup 2})-order accurate numerical scheme for both the solution and derivatives on equilateral triangular grids, the structure of the scheme is perhaps the simplest, and its corresponding multigrid algorithm is easily constructed with an optimal convergence rate. They are interested in relaxation of the equilateral triangular grid condition to certain general triangular grids and the application of this multigrid algorithm as a numerically reasonable preconditioner for the lowest-order Raviart-Thomas mixed triangular finite element method. Numerical test results are presented to demonstrate their analytical results and to investigate the applications of this multigrid algorithm on general triangular grids.
Finite difference approximation of hedging quantities in the Heston model
in't Hout, Karel
2012-09-01
This note concerns the hedging quantities Delta and Gamma in the Heston model for European-style financial options. A modification of the discretization technique from In 't Hout & Foulon (2010) is proposed, which enables a fast and accurate approximation of these important quantities. Numerical experiments are given that illustrate the performance.
Bakhouche, A.; Doghmane, N.
2008-06-01
In this paper, a new adaptive watermarking algorithm is proposed for still image based on the wavelet transform. The two major applications for watermarking are protecting copyrights and authenticating photographs. Our robust watermarking [3] [22] is used for copyright protection owners. The main reason for protecting copyrights is to prevent image piracy when the provider distributes the image on the Internet. Embed watermark in low frequency band is most resistant to JPEG compression, blurring, adding Gaussian noise, rescaling, rotation, cropping and sharpening but embedding in high frequency is most resistant to histogram equalization, intensity adjustment and gamma correction. In this paper, we extend the idea to embed the same watermark in two bands (LL and HH bands or LH and HL bands) at the second level of Discrete Wavelet Transform (DWT) decomposition. Our generalization includes all the four bands (LL, HL, LH, and HH) by modifying coefficients of the all four bands in order to compromise between acceptable imperceptibility level and attacks' resistance.
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.
QED multi-dimensional vacuum polarization finite-difference solver
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
Finite difference algorithm in real-time optical CD applications
Opsal, Jon L.; Chu, Hanyou; Leng, Jingmin
2004-05-01
In real-time optical CD applications of shallow trench isolation (STI), shallow trench removal (STR), deep trench isolation (DTI), and deep trench removal (DTR), a single recipe is required for each type of application to accommodate wide ranges of process windows by monitoring parameters such as bottom CD (BCD), middle CD (MCD), top CD (TCD) and side wall angle (SWA). The modeling of the grating profiles of silicon trenches with nitride caps requires a large number of slices (> 10) to generate smooth shapes for top rounding of the nitride, curvature of the silicon trench waist, and the silicon trench footing or undercut. The number of orders for Fourier expansion is also high (larger than 13 in the best case). With these requirements we found that the rigorous coupled wave analysis (RCWA) algorithm is generally too slow to calculate the CD profiles from the raw scatterometry spectra. In this paper we present a finite difference (FD) algorithm and its applications to real-time CD scatterometry. The mathematical analysis of the FD algorithm was published elsewhere. We demonstrate that the FD algorithm has an advantage over RCWA in terms of calculation speed (up to a factor of 10 improvement), better capture of profile shapes in comparison with cross sectional SEM (X-SEM) and more robust in terms of numerical stability. Details of comparisons between FD and RCWA will be shown for the applications of STR and DTR.
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.
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.
Development of an explicit non-staggered scheme for solving three-dimensional Maxwell's equations
Sheu, Tony W. H.; Chung, Y. W.; Li, J. H.; Wang, Y. C.
2016-10-01
An explicit finite-difference scheme for solving the three-dimensional Maxwell's equations in non-staggered grids is presented. We aspire to obtain time-dependent solutions of the Faraday's and Ampère's equations and predict the electric and magnetic fields within the discrete zero-divergence context (or Gauss's law). The local conservation laws in Maxwell's equations are numerically preserved using the explicit second-order accurate symplectic partitioned Runge-Kutta temporal scheme. Following the method of lines, the spatial derivative terms in the semi-discretized Faraday's and Ampère's equations are approximated theoretically to obtain a highly accurate numerical phase velocity. The proposed fourth-order accurate space-centered finite difference scheme minimizes the discrepancy between the exact and numerical phase velocities. This minimization process considerably reduces the dispersion and anisotropy errors normally associated with finite difference time-domain methods. The computational efficiency of getting the same level of accuracy at less computing time and the ability of preserving the symplectic property have been numerically demonstrated through several test problems.
3D Finite Difference Modelling of Basaltic Region
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.
Edward A. Bouchet Award Talk: NSFD Schemes: Genesis, Methodology and Applications
Mickens, Ronald
2008-04-01
Nonstandard finite difference (NSFD) schemes are based on a generalization of the usual discrete representations of first derivatives and the use of nonlocal discrete replacements for both linear and nonlinear functions of dependent variables. These numerical integration techniques for differential equations had their genesis in a 1989 publication.^1) In the past decade much progress has occurred on the general methodology of these techniques and the range of phenomena to which these schemes have been applied.^2) This talk will give a broad introduction to NSFD schemes and show that the principle of dynamic consistency (DC)^3) can be used to place great restrictions on the constructions of such discretizations for both ODE's and PDE's. The essential features of the NSFD methodology will be illustrated by means of several ``toy" models.^4) ^1)R. E. Mickens, Numerical Methods for PDE's, 5 (1989), 313--325. ^2)K. C. Patidar, Journal of Difference Equations and Applications 11 (2005), 735--758. ^3)R. E. Mickens, Journal of Difference Equations and Applications 11 (2005), 645--653. ^4)R. E. Mickens (editor), Advances in the Applications of Nonstandard Finite Difference Schemes. World Scientific, Singapore, 2006.
Bivariate discrete Linnik distribution
Directory of Open Access Journals (Sweden)
Davis Antony Mundassery
2014-10-01
Full Text Available Christoph and Schreiber (1998a studied the discrete analogue of positive Linnik distribution and obtained its characterizations using survival function. In this paper, we introduce a bivariate form of the discrete Linnik distribution and study its distributional properties. Characterizations of the bivariate distribution are obtained using compounding schemes. Autoregressive processes are developed with marginals follow the bivariate discrete Linnik distribution.
Matrix-based, finite-difference algorithms for computational acoustics
Davis, Sanford
1990-01-01
A compact numerical algorithm is introduced for simulating multidimensional acoustic waves. The algorithm is expressed in terms of a set of matrix coefficients on a three-point spatial grid that approximates the acoustic wave equation with a discretization error of O(h exp 5). The method is based on tracking a local phase variable and its implementation suggests a convenient coordinate splitting along with natural intermediate boundary conditions. Results are presented for oblique plane waves and compared with other procedures. Preliminary computations of acoustic diffraction are also considered.
Institute of Scientific and Technical Information of China (English)
SunWeitao; YangHuizhu
2003-01-01
Based on the first-order Biot-equation with simplified coefficients, a staggered irregular-grid finite difference method (FDM) is developed to simulate elastic wave propagation in 3-D heterogeneous anisotropic porous media. The ‘slow' P wave in porous media wave simulation is highly dispersive. Finer grids are needed to get a precise wavefield calculation for models with curved interface and complex geometric structure. Fine grids in a global model greatly increase computation costs of regular grids scheme. Irregular fine or coarse grids in local fields not only cost less computing time than the conventional velocity-stress FDM, but also give a more accurate wavefield description. A dispersion analysis of the irregular-grid finite difference operator has confirmed the stability and high efficiency. The absorbing boundary condition is used to eliminate artificial reflections. Numerical examples show that this new irregular-grid finite difference method is of higher performance than conventional methods using regular rectangular grids in simulating elastic wave propagation in heterogeneous anisotropic porous media.
Institute of Scientific and Technical Information of China (English)
ZikangWu; ArneJakobsen; 等
1994-01-01
The pupose of this paper is to investigate the validity of a lumped model,i.e.a reaction front model,for the simulation of solid absorption process.A distributed model is developed for solid absorption process,and a dimensionless RF number is suggested to predict the qualitative shape of reaction degree profile.The simulation results from the reaction front model are compared with those from the distributed model solved by a finite difference scheme,and it is shown that they are in good agreement in almost all cased.no matter whether there is reaction front or not.
Ouyang, Chaojun; He, Siming; Xu, Qiang; Luo, Yu; Zhang, Wencheng
2013-03-01
A two-dimensional mountainous mass flow dynamic procedure solver (Massflow-2D) using the MacCormack-TVD finite difference scheme is proposed. The solver is implemented in Matlab on structured meshes with variable computational domain. To verify the model, a variety of numerical test scenarios, namely, the classical one-dimensional and two-dimensional dam break, the landslide in Hong Kong in 1993 and the Nora debris flow in the Italian Alps in 2000, are executed, and the model outputs are compared with published results. It is established that the model predictions agree well with both the analytical solution as well as the field observations.
Institute of Scientific and Technical Information of China (English)
无
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.
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.
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.
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.
Application of a Strong Tracking Finite-Difference Extended Kalman Filter to Eye Tracking
Zhang, Zutao; Zhang, Jiashu
2010-01-01
This paper proposes a new eye tracking method using strong finite-difference Kalman filter. Firstly, strong tracking factor is introduced to modify priori covariance matrix to improve the accuracy of the eye tracking algorithm. Secondly, the finite-difference method is proposed to replace partial derivatives of nonlinear functions to eye tracking. From above deduction, the new strong finite-difference Kalman filter becomes very simple because of replacing partial derivatives calculation using...
El-Amin, Mohamed
2012-01-01
The problem of coupled structural deformation with two-phase flow in porous media is solved numerically using cellcentered finite difference (CCFD) method. In order to solve the system of governed partial differential equations, the implicit pressure explicit saturation (IMPES) scheme that governs flow equations is combined with the the implicit displacement scheme. The combined scheme may be called IMplicit Pressure-Displacement Explicit Saturation (IMPDES). The pressure distribution for each cell along the entire domain is given by the implicit difference equation. Also, the deformation equations are discretized implicitly. Using the obtained pressure, velocity is evaluated explicitly, while, using the upwind scheme, the saturation is obtained explicitly. Moreover, the stability analysis of the present scheme has been introduced and the stability condition is determined.
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...
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
Sui, Liansheng; Duan, Kuaikuai; Liang, Junli
2016-05-01
A secure double-image sharing scheme is proposed by using the Shamir's three-pass protocol in the discrete multiple-parameter fractional angular transform domain. First, an enlarged image is formed by assembling two plain images successively in the horizontal direction and scrambled in the chaotic permutation process, in which the sequences of chaotic pairs are generated by the two-dimensional Sine Logistic modulation map. Second, the scrambled image is divided into two components which are used to constitute a complex image. One component is normalized and regarded as the phase part of the complex image as well as other is considered as the amplitude part. Finally, the complex image is shared between the sender and the receiver by using the Shamir's three-pass protocol, in which the discrete multiple-parameter fractional angular transform is used as the encryption function due to its commutative property. The proposed double-image sharing scheme has an obvious advantage that the key management is convenient without distributing the random phase mask keys in advance. Moreover, the security of the image sharing scheme is enhanced with the help of extra parameters of the discrete multiple-parameter fractional angular transform. To the best of our knowledge, this is the first report on integrating the Shamir's three-pass protocol with double-image sharing scheme in the information security field. Simulation results and security analysis verify the feasibility and effectiveness of the proposed scheme.
Directory of Open Access Journals (Sweden)
Huong Dinh Cong
2016-09-01
Full Text Available In this paper, we construct a non-standard finite difference scheme for a general model of glucose-insulin interaction. We establish some new sufficient conditions to ensure that the discretized model preserves the persistence and global attractivity of the continuous model. One of the main findings in this paper is that we derive two important propositions (Proposition 3.1 and Proposition 3.2 which are used to prove the global attractivity of the discretized model. Furthermore, when investigating the persistence and, in some cases, the global attractivity of the discretized model, the nonlinear functions f and h are not required to be differentiable. Hence, our results are more realistic because the statistical data of glucose and insulin are collected and reported in discrete time. We also present some numerical examples and their simulations to illustrate our results.
同时基于离散对数和素因子分解的新的数字签名方案%New Signature Schemes Based on Discrete Logarithms and Factoring
Institute of Scientific and Technical Information of China (English)
吴秋新; 杨义先; 胡正名
2001-01-01
提出了两个新的数字签名方案，它们的安全性同时基于离散对数和素因子分解两个困难问题，并各有特点.对两个方案的性能和可能遭受到的攻击进行了详细讨论.%Two new digital signature schemes whose security are based onboth discrete logarithms and factorization are proposed.The paper also considers some possible attacks to the schemes,shows that the two schemes are more secure than the ElGamal's signature scheme and the Rabin's signature scheme.
Treatment of late time instabilities in finite difference EMP scattering codes
International Nuclear Information System (INIS)
Time-domain solutions to the finite-differenced Maxwell's equations give rise to several well-known nonphysical propagation anomalies. In particular, when a radiative electric-field look back scheme is employed to terminate the calculation, a high-frequency, growing, numerical instability is introduced. This paper describes the constraints made on the mesh to minimize this instability, and a technique of applying an absorbing sheet to damp out this instability without altering the early time solution. Also described are techniques to extend the data record in the presence of high-frequency noise through application of a low-pass digital filter and the fitting of a damped sinusoid to the late-time tail of the data record. An application of these techniques is illustrated with numerical models of the FB-111 aircraft and the B-52 aircraft in the in-flight refueling configuration using the THREDE finite difference computer code. Comparisons are made with experimental scale model measurements with agreement typically on the order of 3 to 6 dB near the fundamental resonances
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.
Semi-implicit finite difference methods for three-dimensional shallow water flow
Casulli, Vincenzo; Cheng, Ralph T.
1992-01-01
A semi-implicit finite difference method for the numerical solution of three-dimensional shallow water flows is presented and discussed. The governing equations are the primitive three-dimensional turbulent mean flow equations where the pressure distribution in the vertical has been assumed to be hydrostatic. In the method of solution a minimal degree of implicitness has been adopted in such a fashion that the resulting algorithm is stable and gives a maximal computational efficiency at a minimal computational cost. At each time step the numerical method requires the solution of one large linear system which can be formally decomposed into a set of small three-diagonal systems coupled with one five-diagonal system. All these linear systems are symmetric and positive definite. Thus the existence and uniquencess of the numerical solution are assured. When only one vertical layer is specified, this method reduces as a special case to a semi-implicit scheme for solving the corresponding two-dimensional shallow water equations. The resulting two- and three-dimensional algorithm has been shown to be fast, accurate and mass-conservative and can also be applied to simulate flooding and drying of tidal mud-flats in conjunction with three-dimensional flows. Furthermore, the resulting algorithm is fully vectorizable for an efficient implementation on modern vector computers.
Liu, C.; Liu, Z.
1993-01-01
The high order finite difference and multigrid methods have been successfully applied to direct numerical simulation (DNS) for flow transition in 3D channels and 3D boundary layers with 2D and 3D isolated and distributed roughness in a curvilinear coordinate system. A fourth-order finite difference technique on stretched and staggered grids, a fully-implicit time marching scheme, a semicoarsening multigrid method associated with line distributive relaxation scheme, and a new treatment of the outflow boundary condition, which needs only a very short buffer domain to damp all wave reflection, are developed. These approaches make the multigrid DNS code very accurate and efficient. This makes us not only able to do spatial DNS for the 3D channel and flat plate at low computational costs, but also able to do spatial DNS for transition in the 3D boundary layer with 3D single and multiple roughness elements. Numerical results show good agreement with the linear stability theory, the secondary instability theory, and a number of laboratory experiments.
Kreider, Kevin L.; Baumeister, Kenneth J.
1996-01-01
An explicit finite difference real time iteration scheme is developed to study harmonic sound propagation in aircraft engine nacelles. To reduce storage requirements for future large 3D problems, the time dependent potential form of the acoustic wave equation is used. To insure that the finite difference scheme is both explicit and stable for a harmonic monochromatic sound field, a parabolic (in time) approximation is introduced to reduce the order of the governing equation. The analysis begins with a harmonic sound source radiating into a quiescent duct. This fully explicit iteration method then calculates stepwise in time to obtain the 'steady state' harmonic solutions of the acoustic field. For stability, applications of conventional impedance boundary conditions requires coupling to explicit hyperbolic difference equations at the boundary. The introduction of the time parameter eliminates the large matrix storage requirements normally associated with frequency domain solutions, and time marching attains the steady-state quickly enough to make the method favorable when compared to frequency domain methods. For validation, this transient-frequency domain method is applied to sound propagation in a 2D hard wall duct with plug flow.
Vinh, Hoang; Dwyer, Harry A.; Van Dam, C. P.
1992-01-01
The applications of two CFD-based finite-difference methods to computational electromagnetics are investigated. In the first method, the time-domain Maxwell's equations are solved using the explicit Lax-Wendroff scheme and in the second method, the second-order wave equations satisfying the Maxwell's equations are solved using the implicit Crank-Nicolson scheme. The governing equations are transformed to a generalized curvilinear coordinate system and solved on a body-conforming mesh using the scattered-field formulation. The induced surface current and the bistatic radar cross section are computed and the results are validated for several two-dimensional test cases involving perfectly-conducting scatterers submerged in transverse-magnetic plane waves.
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.
2-D Finite Difference Modeling of the D'' Structure Beneath the Eastern Cocos Plate: Part I
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
Institute of Scientific and Technical Information of China (English)
周克元
2014-01-01
T he security of Z-C digital signature schemes and I-T digital signature schemes based on discrete logarithms and factoring were analyzed .If the difficulties of discrete logarithms or factoring can be solved , Z-C digital signature schemes can be attacked by forged signature . If the difficulties of discrete logarithms can be solved , I-T digital signature schemes can be attacked by forged signature .%对基于离散对数和因子分解双难题的数字签名方案Z-C方案和I-T方案进行了攻击分析。若因子分解难题可计算或离散对数难题可计算，则Z-C方案可被替换消息伪造签名攻击；若离散对数难题可计算，则I-T方案可被伪造签名攻击。
On generalized discrete PML optimized for propagative and evanescent waves
Druskin, Vladimir; Guddati, Murthy; Hagstrom, Thomas
2012-01-01
We suggest a unified spectrally matched optimal grid approach for finite-difference and finite-element approximation of the PML. The new approach allows to combine optimal discrete absorption for both evanescent and propagative waves.
DeBonis, James R.
2013-01-01
A computational fluid dynamics code that solves the compressible Navier-Stokes equations was applied to the Taylor-Green vortex problem to examine the code s ability to accurately simulate the vortex decay and subsequent turbulence. The code, WRLES (Wave Resolving Large-Eddy Simulation), uses explicit central-differencing to compute the spatial derivatives and explicit Low Dispersion Runge-Kutta methods for the temporal discretization. The flow was first studied and characterized using Bogey & Bailley s 13-point dispersion relation preserving (DRP) scheme. The kinetic energy dissipation rate, computed both directly and from the enstrophy field, vorticity contours, and the energy spectra are examined. Results are in excellent agreement with a reference solution obtained using a spectral method and provide insight into computations of turbulent flows. In addition the following studies were performed: a comparison of 4th-, 8th-, 12th- and DRP spatial differencing schemes, the effect of the solution filtering on the results, the effect of large-eddy simulation sub-grid scale models, and the effect of high-order discretization of the viscous terms.
Institute of Scientific and Technical Information of China (English)
张兴华
2014-01-01
In this paper we analyse in detail the existing discrete logarithm problem-based strong proxy signature schemes,and find that these schemes have the defects of not being able to resist the public key substitution attack,and we provide the attacking methods as well. Based on the difficulty of discrete logarithm and Schnorr system,we present a new strong proxy signature scheme by improving the signature algorithm.We elaborately analyse the new scheme in its capabilities of resisting the public key substitution attack and limiting the range of proxy signature and the signature time.The new scheme has stronger practicability and security.%详细分析现有的基于离散对数问题的强代理签名方案，发现方案存在不能抵抗公钥替换攻击的缺陷，并给出攻击方法。基于离散对数的困难性和Schnorr体制，通过签名算法的改进，给出一种新的强代理签名方案。重点分析新方案可以抵抗公钥替换攻击，可以对代理签名的范围和签名时间进行限制等。该方案的实用性及安全性更强。
Lansing, F. L.
1980-01-01
A numerical procedure was established using the finite-difference technique in the determination of the time-varying temperature distribution of a tubular solar collector under changing solar radiancy and ambient temperature. Three types of spatial discretization processes were considered and compared for their accuracy of computations and for selection of the shortest computer time and cost. The stability criteria of this technique were analyzed in detail to give the critical time increment to ensure stable computations. The results of the numerical analysis were in good agreement with the analytical solution previously reported. The numerical method proved to be a powerful tool in the investigation of the collector sensitivity to two different flow patterns and several flow control mechanisms.
R. Muthucumaraswamy; Saravanan Balasubramani
2016-01-01
MHD and thermal radiation effects on unsteady flow past an oscillating semi-infinite vertical plate with variable surface temperature and uniform mass flux have been studied. The dimensionless governing equations are solved by an efficient, more accurate, unconditionally stable and fast converging implicit finite difference scheme. The effect of velocity, concentratiion and temperature profiles for different parameters like magnetic field , thermal radiation, Schmidt number, therm...
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.
Analysis of Finite Elements and Finite Differences for Shallow Water Equations: A Review
Neta, Beny
1992-01-01
Mathematics and Computers in Simulation, 34, (1992), 141–161. In this review article we discuss analyses of finite-element and finite-difference approximations of the shallow water equations. An extensive bibliography is given.
Techniques for correcting approximate finite difference solutions. [applied to transonic flow
Nixon, D.
1979-01-01
A method of correcting finite-difference solutions for the effect of truncation error or the use of an approximate basic equation is presented. Applications to transonic flow problems are described and examples given.
APPLICATION OF A FINITE-DIFFERENCE TECHNIQUE TO THE HUMAN RADIOFREQUENCY DOSIMETRY PROBLEM
A powerful finite difference numerical technique has been applied to the human radiofrequency dosimetry problem. The method possesses inherent advantages over the method of moments approach in that its implementation requires much less computer memory. Consequently, it has the ca...
Institute of Scientific and Technical Information of China (English)
WANG Xiuming; ZHANG Hailan
2004-01-01
Based on existing direct and imaging methods of a staggered finite-difference scheme, an improved algorithm for staggered finite-difference is proposed to implement rugged topographic free boundary conditions. This method assumes that the free surface can be implemented with horizontal and vertical free surface segments and their corners; the free surface passes through the grid points of shear stress components, instead of the normal stress components. Imaging is carried out for stress components in both horizontal and vertical directions, thus increasing the accuracy. To update particle- velocities, imaging and updating are first performed in the horizontal direction, and then in the vertical direction. The numerical results for elastic flat horizontal free surface with the imaging method and those for flat free surfaces of various slope angles with the proposed method are compared, and are shown to be in good agreement. The advantage of the proposed method is that only the stresses are dealt with in implementing the free surface into the staggered algorithm, which improves computation efficiency.
Institute of Scientific and Technical Information of China (English)
Xiao Jin-Biao; Sun Xiao-Han
2006-01-01
A modified alternating direction implicit algorithm is proposed to solve the full-vectorial finite-difference beam propagation method formulation based on H fields. The cross-coupling terms are neglected in the first sub-step, but evaluated and doubly used in the second sub-step. The order of two sub-steps is reversed for each transverse magnetic field component so that the cross-coupling terms are always expressed in implicit form, thus the calculation is very efficient and stable. Moreover, an improved six-point finite-difference scheme with high accuracy independent of specific structures of waveguide is also constructed to approximate the cross-coupling terms along the transverse directions. The imaginary-distance procedure is used to assess the validity and utility of the present method. The field patterns and the normalized propagation constants of the fundamental mode for a buried rectangular waveguide and a rib waveguide are presented. Solutions are in excellent agreement with the benchmark results from the modal transverse resonance method.
Srivastava, Vineet K.; Mukesh K. Awasthi; Sarita Singh
2013-01-01
This article describes a new implicit finite-difference method: an implicit logarithmic finite-difference method (I-LFDM), for the numerical solution of two dimensional time-dependent coupled viscous Burgers’ equation on the uniform grid points. As the Burgers’ equation is nonlinear, the proposed technique leads to a system of nonlinear systems, which is solved by Newton's iterative method at each time step. Computed solutions are compared with the analytical solutions and those already avail...
Wang, Zhi-Hua; Bou-Zeid, Elie; Smith, James A.
2011-02-01
In the urban environment, surface temperatures and conductive heat fluxes through solid media (roofs, walls, roads and vegetated surfaces) are of paramount importance for the comfort of residents (indoors) and for microclimatic conditions (outdoors). Fully discrete numerical methods are currently used to model heat transfer in these solid media in parametrisations of built surfaces commonly used in weather prediction models. These discrete methods usually use finite difference schemes in both space and time. We propose a spatially-analytical scheme where the temperature field and conductive heat fluxes are solved analytically in space. Spurious numerical oscillations due to temperature discontinuities at the sublayer interfaces can be avoided since the method does not involve spatial discretisation. The proposed method is compared to the fully discrete method for a test case of one-dimensional heat conduction with sinusoidal forcing. Subsequently, the analytical scheme is incorporated into the offline version of the current urban canopy model (UCM) used in the Weather Research and Forecasting model and the new UCM is validated against field measurements using a wireless sensor network and other supporting measurements over a suburban area under real-world conditions. Results of the comparison clearly show the advantage of the proposed scheme over the fully discrete model, particularly for more complicated cases.
An Efficient Identification Scheme Based on Discrete Logarithm Assumption%一种高效的基于离散对数假设的身份认证方案
Institute of Scientific and Technical Information of China (English)
钟鸣; 杨义先
2001-01-01
提出了一种新的实用的基于比特承诺和Schnorr的一次性知识证明方案的身份认证方案.在方案中不再需要使用Cut-and-Choose方法，而使用了单一的一个“挑战”整数取代在认证协议中通常使用的多个随机生成的校验侯选整数.在基于离散对数假设的前提下，证明了方案的安全性，从而澄清了该方案的密码学基础，也开辟了基于离散对数假设构筑身份认证方案的新途径.%A new practical identification scheme based on bit commitment andSchnorr's one-time knowledge proof scheme is presented. Here the use of Cut-and-Choose method and many random exam candidates in the identification protocol is replaced by a single challenge number. Therefore our identification scheme is more efficient and practical than the previous schemes. In addition, we prove the security of the proposed scheme under discrete logarithm assumption, thus clarify the cryptographic basis of the proposed scheme.
International Nuclear Information System (INIS)
In the lagrangian calculations of some nuclear reactor problems such as a bubble expansion in the core of a fast breeder reactor, the crash of an airplane on the external containment or the perforation of a concrete slab by a rigid missile, the mesh may become highly distorted. A remesh is then necessary to continue the calculation with precision and economy. Similarly, an eulerian calculation of a fluid volume bounded by lagrangian shells can be facilitated by a remesh scheme with continuously adapts the boundary of the eulerian domain to the lagrangian shell. This paper reviews available remesh algorithms for finite element and finite difference calculations of solid and fluid continuum mechanics problems, and presents an improved Finite Element Remesh Method which is independent of the quantities at the nodal points (NP) and the integration points (IP) and permits a restart with a new mesh. (orig.)
Okuyama, Yoshifumi
2014-01-01
Discrete Control Systems establishes a basis for the analysis and design of discretized/quantized control systemsfor continuous physical systems. Beginning with the necessary mathematical foundations and system-model descriptions, the text moves on to derive a robust stability condition. To keep a practical perspective on the uncertain physical systems considered, most of the methods treated are carried out in the frequency domain. As part of the design procedure, modified Nyquist–Hall and Nichols diagrams are presented and discretized proportional–integral–derivative control schemes are reconsidered. Schemes for model-reference feedback and discrete-type observers are proposed. Although single-loop feedback systems form the core of the text, some consideration is given to multiple loops and nonlinearities. The robust control performance and stability of interval systems (with multiple uncertainties) are outlined. Finally, the monograph describes the relationship between feedback-control and discrete ev...
Duan, Shu-Chao
2016-01-01
We construct eight implicit-explicit (IMEX) Runge-Kutta (RK) schemes up to third order of the type in which all stages are implicit so that they can be used in the zero relaxation limit in a unified and convenient manner. These all-stages-implicit (ASI) schemes attain the strong-stability-preserving (SSP) property in the limiting case, and two are SSP for not only the explicit part but also the implicit part and the entire IMEX scheme. Three schemes can completely recover to the designed accuracy order in two sides of the relaxation parameter for both equilibrium and non-equilibrium initial conditions. Two schemes converge nearly uniformly for equilibrium cases. These ASI schemes can be used for hyperbolic systems with stiff relaxation terms or differential equations with some type constraints.
ATTRACTORS FOR DISCRETIZATION OF GINZBURG-LANDAU-BBM EQUATIONS
Institute of Scientific and Technical Information of China (English)
Mu-rong Jiang; Bo-ling Guo
2001-01-01
In this paper, Ginzburg-Landau equation coupled with BBM equationwith periodic initial boundary value conditions are discreted by the finite difference method in spatial direction. Existence of the attractors for the spatially discreted Ginzburg-Landau-BBM equations is proved. For each mesh size, there exist attractors for the discretized system. Moreover, finite Hausdorff and fractal dimensions of the discrete attractors are obtained and the bounds are independent of the mesh sizes.
Directory of Open Access Journals (Sweden)
Zhenyu Han
2016-04-01
Full Text Available To solve the problem that gravity deformation curve of large-span cast-iron beam analyzed by finite element method simulation is inaccurate due to material imperfection, a discretization calculation considering the inhomogeneity of the material based on finite difference method is proposed. Supposing the flexural rigidity of the beam is different along the length, the continuous beam is discretized into segments based on finite difference method, and equivalent flexural rigidity is presented to characterize the inhomogeneity of the material. Correction model of bending deformation is constructed to revise the results of finite element method simulation applying equivalent flexural rigidity that could be obtained by combining the discretization model and deformation data acquired in a simple self-load experiment in which the beam is simply supported without any assembly process. Finally, flowchart of application is presented, and the approach is illustrated through an example from real case. The experimental results show that the computational accuracy is improved from 73.14% to 88.33%, compared with just finite element method simulation.
3D Staggered-Grid Finite-Difference Simulation of Acoustic Waves in Turbulent Moving Media
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
Low-dissipation and low-dispersion Runge-Kutta schemes for computational acoustics
International Nuclear Information System (INIS)
In this paper, we investigate accurate and efficient time advancing methods for computational acoustics, where nondissipative and nondispersive properties are of critical importance. Our analysis pertains to the application of Runge-Kutta methods to high-order finite difference discretization. In many CFD applications, multistage Runge-Kutta schemes have often been favored for their low storage requirements and relatively large stability limits. For computing acoustic waves, however, the stability consideration alone is not sufficient, since the Runge-Kutta schemes entail both dissipation and dispersion errors. The time step is now limited by the tolerable dissipation and dispersion errors in the computation. In the present paper, it is shown that if the traditional Runge-Kutta schemes are used for time advancing in acoustic problems, time steps greatly smaller than those allowed by the stability limit are necessary. Low-dissipation and low-dispersion Runge-Kutta (LDDRK) schemes are proposed, based on an optimization that minimizes the dissipation and dispersion errors for wave propagation. Optimizations fo both single-step and two-step alternating schemes are considered. The proposed LDDRK schemes are remarkably more efficient than the classical Runge-Kutta schemes for acoustic computations. Moreover, low storage implementations of the optimized schemes are discussed. Special issues of implementing numerical boundary conditions in the LDDRK schemes are also addressed. 16 refs., 11 figs., 4 tabs
Introduction to the Finite-Difference Time-Domain (FDTD) Method for Electromagnetics
Gedney, Stephen
2011-01-01
Introduction to the Finite-Difference Time-Domain (FDTD) Method for Electromagnetics provides a comprehensive tutorial of the most widely used method for solving Maxwell's equations -- the Finite Difference Time-Domain Method. This book is an essential guide for students, researchers, and professional engineers who want to gain a fundamental knowledge of the FDTD method. It can accompany an undergraduate or entry-level graduate course or be used for self-study. The book provides all the background required to either research or apply the FDTD method for the solution of Maxwell's equations to p
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.
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.
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.
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....
Flood routing using finite differences and the fourth order Runge-Kutta method
International Nuclear Information System (INIS)
The Saint-Venant continuity and momentum equations are solved numerically by discretising the time variable using finite differences and then the Runge-Kutta method is employed to solve the resulting ODE. A model of the Rufiji river downstream on the proposed Stiegler Gourge Dam is used to provide numerical results for comparison. The present approach is found to be superior to an earlier analysis using finite differences in both space and time. Moreover, the steady and unsteady flow analyses give almost identical predictions for the stage downstream provided that the variations of the discharge and stage upstream are small. (author)
Two Conservative Difference Schemes for Rosenau-Kawahara Equation
Directory of Open Access Journals (Sweden)
Jinsong Hu
2014-01-01
Full Text Available Two conservative finite difference schemes for the numerical solution of the initialboundary value problem of Rosenau-Kawahara equation are proposed. The difference schemes simulate two conservative quantities of the problem well. The existence and uniqueness of the difference solution are proved. It is shown that the finite difference schemes are of second-order convergence and unconditionally stable. Numerical experiments verify the theoretical results.
ELEMENT FUNCTIONS OF DISCRETE OPERATOR DIFFERENCE METHOD
Institute of Scientific and Technical Information of China (English)
田中旭; 唐立民; 刘正兴
2002-01-01
The discrete scheme called discrete operator difference for differential equations was given. Several difference elements for plate bending problems and plane problems were given. By investigating these elements, the ability of the discrete forms expressing to the element functions was talked about. In discrete operator difference method, the displacements of the elements can be reproduced exactly in the discrete forms whether the displacements are conforming or not. According to this point, discrete operator difference method is a method with good performance.
Institute of Scientific and Technical Information of China (English)
PEI Zheng-lin; WANG Shang-xu
2005-01-01
The paper presents a staggered-grid any even-order accurate finite-difference scheme for two-dimensional (2D),three-component (3C), first-order stress-velocity elastic wave equation and its stability condition in the arbitrary tilt anisotropic media; and derives a perfectly matched absorbing layer (PML) boundary condition and its staggered-grid any even-order accurate difference scheme in the 2D arbitrary tilt anisotropic media. The results of numerical modeling indicate that the modeling precision is high, the calculation efficiency is satisfactory and the absorbing boundary condition is better. The wave-front shapes of elastic waves are complex in the anisotropic media, and the velocity of qP wave is not always faster than that of qS wave. The wave-front triplication of qS wave and its events in both reflected domain and propagated domain, which are not commonly hyperbola, is a common phenomenon. When the symmetry axis is tilted in the TI media, the phenomenon of S-wave splitting is clearly observed in the snaps of three components and synthetic seismograms, and the events of all kinds of waves are asymmetric.
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...
Analysis of microstrip discontinuities using the finite difference time domain technique
Railton, CJ; McGeehan, JP
1989-01-01
This contribution demonstrates the potential of the Finite Difference Time Domain technique to analyse MMIC structures of arbitrary complexity with moderate computational effort and to meet the requirement for CAD tools capable of treating high density MMIC’s. Results are presented for uniform microstrip, the abrupt termination and the microstrip right angle bend.
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.
A hybrid tree-finite difference approach for the Heston model
Maya Briani; Lucia Caramellino; Antonino Zanette
2013-01-01
We propose a hybrid tree-finite difference method in order to approximate the Heston model. We prove the convergence by embedding the procedure in a bivariate Markov chain and we study the convergence of European and American option prices. We finally provide numerical experiments that give accurate option prices in the Heston model, showing the reliability and the efficiency of the algorithm.
The rate of the electromagnetic energy deposition and the resultant thermoregulatory response of a block model of a squirrel monkey exposed to plane-wave fields at 350 MHz were calculated using a finite-difference procedure. Noninvasive temperature measurements in live squirrel m...
Institute of Scientific and Technical Information of China (English)
无
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.
The finite-difference time-domain method for electromagnetics with Matlab simulations
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.
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 specia...
Finite-difference time-domain analysis of time-resolved terahertz spectroscopy experiments
DEFF Research Database (Denmark)
Larsen, Casper; Cooke, David G.; Jepsen, Peter Uhd
2011-01-01
In this paper we report on the numerical analysis of a time-resolved terahertz (THz) spectroscopy experiment using a modified finite-difference time-domain method. Using this method, we show that ultrafast carrier dynamics can be extracted with a time resolution smaller than the duration of the T...
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...
On the spectrum of relativistic Schrödinger equation in finite differences
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.
A new key authenticated scheme for cryptosystems based on discrete logarithms%基于离散对数加密系统的密钥认证模式
Institute of Scientific and Technical Information of China (English)
何桂萍
2000-01-01
在公开密钥制中保护公开密钥使其不被篡改是很重要的,大部分密钥认证 模式都要求一个或多个认证机构来认证密钥。文中针对基于离散对数加密系统介 绍一种新的密钥认证模式,该模式类似于传统的基于证明的模式,但不要求认证机 构,用户的公开密钥证明是将其口令与私有密钥两者结合生成的,该模式具有高的 安全性且认证过程简单。%Protecting public keys against intruders is very important in public key cryptosystems.Most key authentication schemes require one or more authorities to authenticate keys.In this paper, a new scheme f or cryptosystems based on discrete logarithms is provided.It is simila r to the conventional certificate-based schemes,yet it requires no aut horities.The certificate of the public key of a user is a combination of his password and private key.The scheme is highly secure and authen tication process is very simple.
DEFF Research Database (Denmark)
Bieniasz, Leslaw K.; Østerby, Ole; Britz, Dieter
1995-01-01
of the discretization of the mixed, linear boundary condition on stability, assuming the two-point, forward-difference approximation for the gradient at the left boundary (electrode). Criteria regulating the error growth in time have been identified. In particular it has been shown that, in contrast to the claims......The stepwise numerical stability of the Saul'yev finite difference discretization of an example diffusional initial boundary value problem from electrochemical kinetics has been investigated using the matrix method of stability analysis. Special attention has been paid to the effect...... of unconditional stability of the Saul'yev algorithms, reported in the literature, the left-right variant of the Saul'yev algorithm becomes unstable for large values of the dimensionless diffusion parameter λ = δt/h2, under mixed boundary conditions. This limitation is not, however, severe for most practical...
International Nuclear Information System (INIS)
The reactor code PUMA, developed in CNEA, simulates nuclear reactors discretizing space in finite difference elements. Core representation is performed by means a cylindrical mesh, but the reactor channels are arranged in an hexagonal lattice. That is why a mapping using volume intersections must be used. This spatial treatment is the reason of an overestimation of the control rod reactivity values, which must be adjusted modifying the incremental cross sections. Also, a not very good treatment of the continuity conditions between core and reflector leads to an overestimation of channel power of the peripherical fuel elements between 5 to 8 per cent. Another code, DELFIN, developed also in CNEA, treats the spatial discretization using heterogeneous finite elements, allowing a correct treatment of the continuity of fluxes and current among elements and a more realistic representation of the hexagonal lattice of the reactor. A comparison between results obtained using both methods in done in this paper. (author). 4 refs., 3 figs
Institute of Scientific and Technical Information of China (English)
孙澈; 曹松
2004-01-01
In this paper, the economical finite difference-streamline diffusion (EFDSD) schemes based on the linear F.E. space for time-dependent linear and non-linear convection-dominated diffusion problems are constructed. The stability and error estimation with quasi-optimal order approximation are established in the norm stronger than L2 - norm for the schemes considered. It is indicated by the results obtained that,for linear F.E. space, the EFDSD schemes have the same specific properties of stability and convergence as the traditional FDSD schemes for the problems discussed.
Directory of Open Access Journals (Sweden)
René Roland Colditz
2015-07-01
Full Text Available Land cover mapping for large regions often employs satellite images of medium to coarse spatial resolution, which complicates mapping of discrete classes. Class memberships, which estimate the proportion of each class for every pixel, have been suggested as an alternative. This paper compares different strategies of training data allocation for discrete and continuous land cover mapping using classification and regression tree algorithms. In addition to measures of discrete and continuous map accuracy the correct estimation of the area is another important criteria. A subset of the 30 m national land cover dataset of 2006 (NLCD2006 of the United States was used as reference set to classify NADIR BRDF-adjusted surface reflectance time series of MODIS at 900 m spatial resolution. Results show that sampling of heterogeneous pixels and sample allocation according to the expected area of each class is best for classification trees. Regression trees for continuous land cover mapping should be trained with random allocation, and predictions should be normalized with a linear scaling function to correctly estimate the total area. From the tested algorithms random forest classification yields lower errors than boosted trees of C5.0, and Cubist shows higher accuracies than random forest regression.
Torus Bifurcation Under Discretization
Institute of Scientific and Technical Information of China (English)
邹永魁; 黄明游
2002-01-01
Parameterized dynamical systems with a simple zero eigenvalue and a couple of purely imaginary eigenvalues are considered. It is proved that this type of eigen-structure leads to torns bifurcation under certain nondegenerate conditions. We show that the discrete systems, obtained by discretizing the ODEs using symmetric, eigen-structure preserving schemes, inherit the similar torus bifurcation properties. Fredholm theory in Banach spaces is applied to obtain the global torns bifurcation. Our results complement those on the study of discretization effects of global bifurcation.
Jacobs, Christian T; Sandham, Neil D
2016-01-01
Exascale computing will feature novel and potentially disruptive hardware architectures. Exploiting these to their full potential is non-trivial. Numerical modelling frameworks involving finite difference methods are currently limited by the 'static' nature of the hand-coded discretisation schemes and repeatedly may have to be re-written to run efficiently on new hardware. In contrast, OpenSBLI uses code generation to derive the model's code from a high-level specification. Users focus on the equations to solve, whilst not concerning themselves with the detailed implementation. Source-to-source translation is used to tailor the code and enable its execution on a variety of hardware.
Energy Technology Data Exchange (ETDEWEB)
Dattoli, Giuseppe; Torre, Amalia [ENEA, Centro Ricerche Frascati, Rome (Italy). Dipt. Innovazione; Ottaviani, Pier Luigi [ENEA, Centro Ricerche Bologna (Italy); Vasquez, Luis [Madris, Univ. Complutense (Spain). Dept. de Matemateca Aplicado
1997-10-01
The finite-difference based integration method for evolution-line equations is discussed in detail and framed within the general context of the evolution operator picture. Exact analytical methods are described to solve evolution-like equations in a quite general physical context. The numerical technique based on the factorization formulae of exponential operator is then illustrated and applied to the evolution-operator in both classical and quantum framework. Finally, the general view to the finite differencing schemes is provided, displaying the wide range of applications from the classical Newton equation of motion to the quantum field theory.
Difference schemes for fully nonlinear pseudo-parabolic systems with two space dimensions
Institute of Scientific and Technical Information of China (English)
周毓麟; 袁光伟
1996-01-01
The first boundary value problem for the fully nonlinear pseudoparabolic systems of partial differential equations with two space dimensions by the finite difference method is studied. The existence and uniqueness of the discrete vector solutions for the difference systems are established by the fixed point technique. The stability and convergence of the discrete vector solutions of the difference schemes to the vector solutions of the original boundary problem of the fully nonlinear pseudo-parabolic system are obtained by way of a priori estimation. Here the unique smooth vector solution of the original problems for the fully nonlinear pseudo-parabolic system is assumed. Moreover, by the method used here, it can be proved that analogous results hold for fully nonlinear pseudo-parabolic system with three space dimensions, and improve the known results in the case of one space dimension.
Deyasi, Arpan; Bhattacharyya, S.; Das, N. R.
2013-08-01
In this paper, intersubband transition energy is computed for core-shell (normal and inverted) quantum dots (CSQD) of cubic and spherical geometries by solving time-independent Schrödinger equation using finite-difference technique. Sparse, structured Hamiltonian matrices of order N3 × N3 for cubic and N × N for spherical dots are produced considering N discrete points in spatial direction. The matrices are diagonalized to obtain eigenstates for electrons. Computed results for the lowest three eigenstates and intersubband transitions are shown for different structural parameters taking GaAs/AlxGa1-xAs based CSQD as example. Transition energy decreases with increase in core thickness. When compared, spherical CSQDs show higher transition energy between two subbands than cubic CSQDs of similar size and same material composition. Also, in inverted configuration, transition energy decreases for a cubic dot while increases for a spherical dot as core size is increased. Wide tuning range for intersubband transition by tailoring dot dimensions indicates important applications for optical emitters/detectors.
Bohlen, Thomas; Wittkamp, Florian
2016-03-01
We analyse the performance of a higher order accurate staggered viscoelastic time-domain finite-difference method, in which the staggered Adams-Bashforth (ABS) third-order and fourth-order accurate time integrators are used for temporal discretization. ABS is a multistep method that uses previously calculated wavefields to increase the order of accuracy in time. The analysis shows that the numerical dispersion is much lower than that of the widely used second-order leapfrog method. Numerical dissipation is introduced by the ABS method which is significantly smaller for fourth-order than third-order accuracy. In 1-D and 3-D simulation experiments, we verify the convincing improvements of simulation accuracy of the fourth-order ABS method. In a realistic elastic 3-D scenario, the computing time reduces by a factor of approximately 2.4, whereas the memory requirements increase by approximately a factor of 2.2. The ABS method thus provides an alternative strategy to increase the simulation accuracy in time by investing computer memory instead of computing time.
Simulation of rapidly varying flow using an efficient TVD-MacCormack scheme
Liang, Dongfang; Lin, Binliang; Falconer, Roger A.
2007-02-01
An efficient numerical scheme is outlined for solving the SWEs (shallow water equations) in environmental flow; this scheme includes the addition of a five-point symmetric total variation diminishing (TVD) term to the corrector step of the standard MacCormack scheme. The paper shows that the discretization of the conservative and non-conservative forms of the SWEs leads to the same finite difference scheme when the source term is discretized in a certain way. The non-conservative form is used in the solution outlined herein, since this formulation is simpler and more efficient. The time step is determined adaptively, based on the maximum instantaneous Courant number across the domain. The bed friction is included either explicitly or implicitly in the computational algorithm according to the local water depth. The wetting and drying process is simulated in a manner which complements the use of operator-splitting and two-stage numerical schemes. The numerical model was then applied to a hypothetical dam-break scenario, an experimental dam-break case and an extreme flooding event over the Toce River valley physical model. The predicted results are free of spurious oscillations for both sub- and super-critical flows, and the predictions compare favourably with the experimental measurements.
Numerical Study on Turbulent Airfoil Noise with High-Order Schemes
DEFF Research Database (Denmark)
Zhu, Wei Jun; Shen, Wen Zhong; Sørensen, Jens Nørkær
2009-01-01
High-order finite difference schemes are introduced in the flow/acoustics splitting technique for predicting flow generated noise. The flow equations are solved by a second-order finite volume method whereas the acoustic equations are solved by high-order finite difference schemes. At each time...
Wind Turbine Micrositing: Comparison of Finite Difference Method and Computational Fluid Dynamics
Directory of Open Access Journals (Sweden)
Samina Rajper
2012-01-01
Full Text Available For smooth and optimal operation of wind turbines the location of wind turbines in wind farm is critical. Parameters that need to be considered for micrositing of wind turbines are topographic effect and wind effect. The location under consideration for wind farm is Gharo, Sindh, Pakistan. Several techniques are being researched for finding the most optimal location for wind turbines. These techniques are based on linear and nonlinear mathematical models. In this paper wind pressure distribution and its effect on wind turbine on the wind farm are considered. This study is conducted to compare the mathematical model; Finite Difference Method with a computational fluid dynamics software results. Finally the results of two techniques are compared for micrositing of wind turbines and found that finite difference method is not applicable for wind turbine micrositing.
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...
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.
Finite difference modelling of scattered hydrates and its implications in gas-hydrate exploration
Digital Repository Service at National Institute of Oceanography (India)
Dewangan, P.; Ramprasad, T.; Ramana, M.V.
grid dispersion effect 10 . The time step was calculated from grid spacing and maximum velocity based on the stability criteria of finite difference algorithm 8 . Since the compu- tational domain has to be truncated to keep the reasonable resource... of tropical cyclone using NOAA-16 measurements over Indian re- gions. Mausam, 2004, 55, 149–154. 22. Singh, D., Bhatia, R. C. and Prasad, S., A neural network based algorithm for the retrieval of TPW from AMSU measurements. In Fourteenth International TOVS...
Papáček, Š.; Matonoha, C. (Ctirad); Štumbauer, V.; Štys, D.
2012-01-01
The paper deals with photosynthetic microorganism growth modelling and simulation in a distributed parameter system. Main result concerns the development and comparison of two modelling frameworks for photo-bioreactor modelling. The first ”classical" approach is based on PDE (reaction-turbulent diffusion system) and finite difference method. The alternative approach is based on random walk model of transport by turbulent diffusion. The complications residing in modelling of multi-scale transp...
Development of explicit finite difference-based simulation system for impact studies
Wong, Shaw Voon
2000-01-01
Development of numerical method-based simulation systems is presented. Two types of system development are shown. The former system is developed using conventional structured programming technique. The system incorporates a classical FD hydrocode. The latter system incorporates object-oriented design concept and numerous novel elements are included. Two explicit finite difference models for large deformation of several material characteristics are developed. The models are capable of hand...
TRUMP3-JR: a finite difference computer program for nonlinear heat conduction problems
International Nuclear Information System (INIS)
Computer program TRUMP3-JR is a revised version of TRUMP3 which is a finite difference computer program used for the solution of multi-dimensional nonlinear heat conduction problems. Pre- and post-processings for input data generation and graphical representations of calculation results of TRUMP3 are avaiable in TRUMP3-JR. The calculation equations, program descriptions and user's instruction are presented. A sample problem is described to demonstrate the use of the program. (author)
O'Reilly, Ossian; Nordstrom, Jan; Kozdon, Jeremy E.; Dunham, Eric M.
2013-01-01
A numerical method suitable for wave propagation problems in complex geometries is developed for simulating dynamic earthquake ruptures with realistic friction laws. The numerical method couples an unstructured, node-centered finite volume method to a structured, high order finite difference method. In this work we our focus attention on 2-D antiplane shear problems. The finite volume method is used on unstructured triangular meshes to resolve earthquake ruptures propagating along a nonplanar...
Finite Difference Time-Domain Modelling of Metamaterials: GPU Implementation of Cylindrical Cloak
Attique Dawood
2013-01-01
Finite difference time-domain (FDTD) technique can be used to model metamaterials by treating them as dispersive material. Drude or Lorentz model can be incorporated into the standard FDTD algorithm for modelling negative permittivity and permeability. FDTD algorithm is readily parallelisable and can take advantage of GPU acceleration to achieve speed-ups of 5x-50x depending on hardware setup. Metamaterial scattering problems are implemented using dispersive FDTD technique on GPU resulting in...
Zhi Mao; Aiguo Xiao; Zuguo Yu; Long Shi
2014-01-01
We propose an efficient numerical method for a class of fractional diffusion-wave equations with the Caputo fractional derivative of order $\\alpha $ . This approach is based on the finite difference in time and the global sinc collocation in space. By utilizing the collocation technique and some properties of the sinc functions, the problem is reduced to the solution of a system of linear algebraic equations at each time step. Stability and convergence of the proposed method are rigorously an...
Railton, CJ; Richardson, KM; McGeehan, JP; Elder, KE
1992-01-01
The necessity for the control and minimisation of unintentional electromagnetic emissions from electrical systems has long been appreciated and much skilled effort is spent on EMI suppression. Due to the complexity of the problem, however, very little in the way of CAD tools is available to help the designer. In this contribution, a method is described, based on the Finite Difference Time Domain technique, whereby the radiation levels from digital circuits may be predicted. The predicted resu...
Chebyshev Finite Difference Method for Solving Constrained Quadratic Optimal Control Problems
M Maleki; M. Dadkhah Tirani
2011-01-01
. In this paper the Chebyshev finite difference method is employed for finding the approximate solution of time varying constrained optimal control problems. This approach consists of reducing the optimal control problem to a nonlinear mathematical programming problem. To this end, the collocation points (Chebyshev Gauss-Lobatto nodes) are introduced then the state and control variables are approximated using special Chebyshev series with unknown parameters. The performan...
Zhifeng Liu; Xiaolei Song; Yongsheng Zhao; Ligang Cai; Hongsheng Guo; Jianchuan Ma
2013-01-01
The chatter vibration in high-speed machining mostly originates from the flexible connection of spindle and toolholder. Accurate identification of spindle-toolholder joint is crucial to predict machining stability of spindle system. This paper presents an enhanced stiffness identification method for the spindle-toolholder joint, in which the rotational degree of freedom (RDOF) is included. RDOF frequency response functions (FRFs) are formulated based on finite difference technique to construc...
Transport and dispersion of pollutants in surface impoundments: a finite difference model
Energy Technology Data Exchange (ETDEWEB)
Yeh, G.T.
1980-07-01
A surface impoundment model by finite-difference (SIMFD) has been developed. SIMFD computes the flow rate, velocity field, and the concentration distribution of pollutants in surface impoundments with any number of islands located within the region of interest. Theoretical derivations and numerical algorithm are described in detail. Instructions for the application of SIMFD and listings of the FORTRAN IV source program are provided. Two sample problems are given to illustrate the application and validity of the model.
Institute of Scientific and Technical Information of China (English)
WANG Man-sheng; JIANG Hui; HU Yu-xian
2005-01-01
Strong ground motion of an earthquake is simulated by using both staggered grid finite difference method (FDM)and stochastic method, respectively. The acceleration time histories obtained from the both ways and their response spectra are compared. The result demonstrates that the former is adequate to simulate the low-frequency seismic wave; the latter is adequate to simulate the high-frequency seismic wave. Moreover, the result obtained from FDM can better reflect basin effects.
M. Mosleh E. Abu Samak; Bakar, A. Ashrif A.; Muhammad Kashif; Mohd Saiful Dzulkifly Zan
2016-01-01
This paper discusses numerical analysis methods for different geometrical features that have limited interval values for typically used sensor wavelengths. Compared with existing Finite Difference Time Domain (FDTD) methods, the alternating direction implicit (ADI)-FDTD method reduces the number of sub-steps by a factor of two to three, which represents a 33% time savings in each single run. The local one-dimensional (LOD)-FDTD method has similar numerical equation properties, which should be...
Finite-difference grid for a doublet well in an anisotropic aquifer
Miller, R.T.; Voss, C.I.
1986-01-01
The U.S. Geological Survey is modeling hydraulic flow and thermal-energy transport at a two-well injection/ withdrawal system in St. Paul, Minnesota. The design of the finite-difference model grid for the doublet-well system is complicated because the aquifer is anisotropic and the principal axes of transmissivity are not aligned with the axis between the two wells.
Numerical techniques in linear duct acoustics. [finite difference and finite element analyses
Baumeister, K. J.
1980-01-01
Both finite difference and finite element analyses of small amplitude (linear) sound propagation in straight and variable area ducts with flow, as might be found in a typical turboject engine duct, muffler, or industrial ventilation system, are reviewed. Both steady state and transient theories are discussed. Emphasis is placed on the advantages and limitations associated with the various numerical techniques. Examples of practical problems are given for which the numerical techniques have been applied.
Modeling and Analysis of Printed Antenna Using Finite Difference Time Domain Algorithm
Directory of Open Access Journals (Sweden)
Dr.T.SHANMUGANANTHAM,
2010-12-01
Full Text Available An efficient Finite Difference Time Domain algorithm is developed for printed patch antenna without using commercial software packages like IE3D, HFSS, ADS, and CST. Printed patch antennas which are small andconformity are demanded from the points of carrying and designing. Numerical results of return loss, current distribution, electric field and magnetic field components are plotted. The results presented for the fundamental parameters of the Microstrip patch antenna useful for wireless communications and RFID applications.
Stable and High-Order Finite Difference Methods for Multiphysics Flow Problems
Berg, Jens
2013-01-01
Partial differential equations (PDEs) are used to model various phenomena in nature and society, ranging from the motion of fluids and electromagnetic waves to the stock market and traffic jams. There are many methods for numerically approximating solutions to PDEs. Some of the most commonly used ones are the finite volume method, the finite element method, and the finite difference method. All methods have their strengths and weaknesses, and it is the problem at hand that determines which me...
Simulation of realistic rotor blade-vortex interactions using a finite-difference technique
Hassan, Ahmed A.; Charles, Bruce D.
1989-01-01
A numerical finite-difference code has been used to predict helicopter blade loads during realistic self-generated three-dimensional blade-vortex interactions. The velocity field is determined via a nonlinear superposition of the rotor flowfield. Data obtained from a lifting-line helicopter/rotor trim code are used to determine the instantaneous position of the interaction vortex elements with respect to the blade. Data obtained for three rotor advance ratios show a reasonable correlation with wind tunnel data.
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.
International Nuclear Information System (INIS)
Electrical modeling of piezoelectric structronic systems by analog circuits has the disadvantages of huge circuit structure and low precision. However, studies of electrical simulation of segmented distributed piezoelectric structronic plate systems (PSPSs) by using output voltage signals of high-speed digital circuits to evaluate the real-time dynamic displacements are scarce in the literature. Therefore, an equivalent dynamic model based on the finite difference method (FDM) is presented to simulate the actual physical model of the segmented distributed PSPS with simply supported boundary conditions. By means of the FDM, the four-ordered dynamic partial differential equations (PDEs) of the main structure/segmented distributed sensor signals/control moments of the segmented distributed actuator of the PSPS are transformed to finite difference equations. A dynamics matrix model based on the Newmark-β integration method is established. The output voltage signal characteristics of the lower modes (m ≤ 3, n ≤ 3) with different finite difference mesh dimensions and different integration time steps are analyzed by digital signal processing (DSP) circuit simulation software. The control effects of segmented distributed actuators with different effective areas are consistent with the results of the analytical model in relevant references. Therefore, the method of digital simulation for vibration analysis of segmented distributed PSPSs presented in this paper can provide a reference for further research into the electrical simulation of PSPSs
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.