Chalupecký, Vladimír
2011-01-01
We propose a semi-discrete finite difference multiscale scheme for a concrete corrosion model consisting of a system of two-scale reaction-diffusion equations coupled with an ode. We prove energy and regularity estimates and use them to get the necessary compactness of the approximation estimates. Finally, we illustrate numerically the behavior of the two-scale finite difference approximation of the weak solution.
Nonstandard finite difference schemes for differential equations
Mohammad Mehdizadeh Khalsaraei
2014-12-01
Full Text Available In this paper, the reorganization of the denominator of the discrete derivative and nonlocal approximation of nonlinear terms are used in the design of nonstandard finite difference schemes (NSFDs. Numerical examples confirming then efficiency of schemes, for some differential equations are provided. In order to illustrate the accuracy of the new NSFDs, the numerical results are compared with standard methods.
Finite-difference schemes for anisotropic diffusion
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.
Higher order finite difference schemes for the magnetic induction equations
Koley, Ujjwal; Risebro, Nils Henrik; Svärd, Magnus
2011-01-01
We describe high order accurate and stable finite difference schemes for the initial-boundary value problem associated with the magnetic induction equations. These equations model the evolution of a magnetic field due to a given velocity field. The finite difference schemes are based on Summation by Parts (SBP) operators for spatial derivatives and a Simultaneous Approximation Term (SAT) technique for imposing boundary conditions. We present various numerical experiments that demonstrate both the stability as well as high order of accuracy of the schemes.
AN EXPLICIT MULTI-CONSERVATION FINITE-DIFFERENCE SCHEME FOR SHALLOW-WATER-WAVE EQUATION
Bin Wang
2008-01-01
An explicit multi-conservation finite-difference scheme for solving the spherical shallowwater-wave equation set of barotropic atmosphere has been proposed. The numerical scheme is based on a special semi-discrete form of the equations that conserves four basic physical integrals including the total energy, total mass, total potential vorticity and total enstrophy. Numerical tests show that the new scheme performs closely like but is much more time-saving than the implicit multi-conservation scheme.
PERTURBATIONAL FINITE DIFFERENCE SCHEME OF CONVECTION-DIFFUSION EQUATION
无
2002-01-01
The Perturbational Finite Difference (PFD) method is a kind of high-order-accurate compact difference method, But its idea is different from the normal compact method and the multi-nodes method. This method can get a Perturbational Exact Numerical Solution (PENS) scheme for locally linearlized Convection-Diffusion (CD) equation. The PENS scheme is similar to the Finite Analytical (FA) scheme and Exact Difference Solution (EDS) scheme, which are all exponential schemes, but PENS scheme is simpler and uses only 3, 5 and 7 nodes for 1-, 2- and 3-dimensional problems, respectively. The various approximate schemes of PENS scheme are also called Perturbational-High-order-accurate Difference (PHD) scheme. The PHD schemes can be got by expanding the exponential terms in the PENS scheme into power series of grid Renold number, and they are all upwind schemes and remain the concise structure form of first-order upwind scheme. For 1-dimensional (1-D) CD equation and 2-D incompressible Navier-Stokes equation, their PENS and PHD schemes were constituted in this paper, they all gave highly accurate results for the numerical examples of three 1-D CD equations and an incompressible 2-D flow in a square cavity.
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.
Wei-zhong Dai; Raja Nassar
2000-01-01
A finite difference scheme for the generalized nonlinear Schrodinger equation with variable coefficients is developed. The scheme is shown to satisfy two conser vation laws. Numerical results show that the scheme is accurate and efficient.
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.
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 smart nonstandard finite difference scheme for second order nonlinear boundary value problems
Erdogan, Utku; Ozis, Turgut
2011-01-01
A new kind of finite difference scheme is presented for special second order nonlinear two point boundary value problems. An artificial parameter is introduced in the scheme. Symbolic computation is proposed for the construction of the scheme. Local truncation error of the method is discussed. Numer
G. F. Sun
2015-01-01
Full Text Available A novel explicit finite-difference (FD method is presented to simulate the positive and bounded development process of a microbial colony subjected to a substrate of nutrients, which is governed by a nonlinear parabolic partial differential equations (PDE system. Our explicit FD scheme is uniquely designed in such a way that it transfers the nonlinear terms in the original PDE into discrete sets of linear ones in the algebraic equation system that can be solved very efficiently, while ensuring the stability and the boundedness of the solution. This is achieved through (1 a proper design of intertwined FD approximations for the diffusion function term in both time and spatial variations and (2 the control of the time-step through establishing theoretical stability criteria. A detailed theoretical stability analysis is conducted to reveal that our FD method is indeed stable. Our examples verified the fact that the numerical solution can be ensured nonnegative and bounded to simulate the actual physics. Numerical examples have also been presented to demonstrate the efficiency of the proposed scheme. The present scheme is applicable for solving similar systems of PDEs in the investigation of the dynamics of biological films.
A 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 ...
Trisjono, Philipp; Kang, Seongwon; Pitsch, Heinz
2016-12-01
The main objective of this study is to present an accurate and consistent numerical framework for turbulent reacting flows based on a high-order finite difference (HOFD) scheme. It was shown previously by Desjardins et al. (2008) [4] that a centered finite difference scheme discretely conserving the kinetic energy and an upwind-biased scheme for the scalar transport can be combined into a useful scheme for turbulent reacting flows. With a high-order spatial accuracy, however, an inconsistency among discretization schemes for different conservation laws is identified, which can disturb a scalar field spuriously under non-uniform density distribution. Various theoretical and numerical analyses are performed on the sources of the unphysical error. From this, the derivative of the mass-conserving velocity and the local Péclet number are identified as the primary factors affecting the error. As a solution, an HOFD stencil for the mass conservation is reformulated into a flux-based form that can be used consistently with an upwind-biased scheme for the scalar transport. The effectiveness of the proposed formulation is verified using two-dimensional laminar flows such as a scalar transport problem and a laminar premixed flame, where unphysical oscillations in the scalar fields are removed. The applicability of the proposed scheme is demonstrated in an LES of a turbulent stratified premixed flame.
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.
Sun, Zhen-sheng; Luo, Lei; Ren, Yu-xin; Zhang, Shi-ying
2014-08-01
The dispersion and dissipation properties of a scheme are of great importance for the simulation of flow fields which involve a broad range of length scales. In order to improve the spectral properties of the finite difference scheme, the authors have previously proposed the idea of optimizing the dispersion and dissipation properties separately and a fourth order scheme based on the minimized dispersion and controllable dissipation (MDCD) technique is thus constructed [29]. In the present paper, we further investigate this technique and extend it to a sixth order finite difference scheme to solve the Euler and Navier-Stokes equations. The dispersion properties of the scheme is firstly optimized by minimizing an elaborately designed integrated error function. Then the dispersion-dissipation condition which is newly derived by Hu and Adams [30] is introduced to supply sufficient dissipation to damp the unresolved wavenumbers. Furthermore, the optimized scheme is blended with an optimized Weighted Essentially Non-Oscillation (WENO) scheme to make it possible for the discontinuity-capturing. In this process, the approximation-dispersion-relation (ADR) approach is employed to optimize the spectral properties of the nonlinear scheme to yield the true wave propagation behavior of the finite difference scheme. Several benchmark test problems, which include broadband fluctuations and strong shock waves, are solved to validate the high-resolution, the good discontinuity-capturing capability and the high-efficiency of the proposed scheme.
Accuracy of spectral and finite difference schemes in 2D advection problems
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....
Bates, J. R.; Moorthi, S.; Higgins, R. W.
1993-01-01
An adiabatic global multilevel primitive equation model using a two time-level, semi-Lagrangian semi-implicit finite-difference integration scheme is presented. A Lorenz grid is used for vertical discretization and a C grid for the horizontal discretization. The momentum equation is discretized in vector form, thus avoiding problems near the poles. The 3D model equations are reduced by a linear transformation to a set of 2D elliptic equations, whose solution is found by means of an efficient direct solver. The model (with minimal physics) is integrated for 10 days starting from an initialized state derived from real data. A resolution of 16 levels in the vertical is used, with various horizontal resolutions. The model is found to be stable and efficient, and to give realistic output fields. Integrations with time steps of 10 min, 30 min, and 1 h are compared, and the differences are found to be acceptable.
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.
High Order Finite Difference Schemes for the Elastic Wave Equation in Discontinuous Media
Virta, Kristoffer
2013-01-01
Finite difference schemes for the simulation of elastic waves in materi- als with jump discontinuities are presented. The key feature is the highly accurate treatment of interfaces where media discontinuities arise. The schemes are constructed using finite difference operators satisfying a sum- mation - by - parts property together with a penalty technique to impose interface conditions at the material discontinuity. Two types of opera- tors are used, termed fully compatible or compatible. Stability is proved for the first case by bounding the numerical solution by initial data in a suitably constructed semi - norm. Numerical experiments indicate that the schemes using compatible operators are also stable. However, the nu- merical studies suggests that fully compatible operators give identical or better convergence and accuracy properties. The numerical experiments are also constructed to illustrate the usefulness of the proposed method to simulations involving typical interface phenomena in elastic materials...
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.
Single-cone real-space finite difference schemes for the Dirac von Neumann equation
Schreilechner, Magdalena
2015-01-01
Two finite difference schemes for the numerical treatment of the von Neumann equation for the (2+1)D Dirac Hamiltonian are presented. Both utilize a single-cone staggered space-time grid which ensures a single-cone energy dispersion to formulate a numerical treatment of the mixed-state dynamics within the von Neumann equation. The first scheme executes the time-derivative according to the product rule for "bra" and "ket" indices of the density operator. It therefore directly inherits all the favorable properties of the difference scheme for the pure-state Dirac equation and conserves positivity. The second scheme proposed here performs the time-derivative in one sweep. This direct scheme is investigated regarding stability and convergence. Both schemes are tested numerically for elementary simulations using parameters which pertain to topological insulator surface states. Application of the schemes to a Dirac Lindblad equation and real-space-time Green's function formulations are discussed.
Wolf, Elizabeth Skubak; Anderson, David F
2012-12-14
We present an efficient finite difference method for the approximation of second derivatives, with respect to system parameters, of expectations for a class of discrete stochastic chemical reaction networks. The method uses a coupling of the perturbed processes that yields a much lower variance than existing methods, thereby drastically lowering the computational complexity required to solve a given problem. Further, the method is simple to implement and will also prove useful in any setting in which continuous time Markov chains are used to model dynamics, such as population processes. We expect the new method to be useful in the context of optimization algorithms that require knowledge of the Hessian.
Lie group invariant finite difference schemes for the neutron diffusion equation
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.
Eighth-Order Compact Finite Difference Scheme for 1D Heat Conduction Equation
Asma Yosaf
2016-01-01
Full Text Available The purpose of this paper is to develop a high-order compact finite difference method for solving one-dimensional (1D heat conduction equation with Dirichlet and Neumann boundary conditions, respectively. A parameter is used for the direct implementation of Dirichlet and Neumann boundary conditions. The introduced parameter adjusts the position of the neighboring nodes very next to the boundary. In the case of Dirichlet boundary condition, we developed eighth-order compact finite difference method for the entire domain and fourth-order accurate proposal is presented for the Neumann boundary conditions. In the case of Dirichlet boundary conditions, the introduced parameter behaves like a free parameter and could take any value from its defined domain but for the Neumann boundary condition we obtained a particular value of the parameter. In both proposed compact finite difference methods, the order of accuracy is the same for all nodes. The time discretization is performed by using Crank-Nicholson finite difference method. The unconditional convergence of the proposed methods is presented. Finally, a set of 1D heat conduction equations is solved to show the validity and accuracy of our proposed methods.
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.
Korpusik, Adam
2017-02-01
We present a nonstandard finite difference scheme for a basic model of cellular immune response to viral infection. The main advantage of this approach is that it preserves the essential qualitative features of the original continuous model (non-negativity and boundedness of the solution, equilibria and their stability conditions), while being easy to implement. All of the qualitative features are preserved independently of the chosen step-size. Numerical simulations of our approach and comparison with other conventional simulation methods are presented.
Gao, Guang-hua; Sun, Zhi-zhong; Zhang, Ya-nan
2012-04-01
One-dimensional fractional anomalous sub-diffusion equations on an unbounded domain are considered in our work. Beginning with the derivation of the exact artificial boundary conditions, the original problem on an unbounded domain is converted into mainly solving an initial-boundary value problem on a finite computational domain. The main contribution of our work, as compared with the previous work, lies in the reduction of fractional differential equations on an unbounded domain by using artificial boundary conditions and construction of the corresponding finite difference scheme with the help of method of order reduction. The difficulty is the treatment of Neumann condition on the artificial boundary, which involves the time-fractional derivative operator. The stability and convergence of the scheme are proven using the discrete energy method. Two numerical examples clarify the effectiveness and accuracy of the proposed method.
万桂华
2000-01-01
In this paper, the Landau-Lifshitz equation with periodic initial boundary valued problem which is govnered by ()/(t)=-1 ( )+2( ) is discreted by using the Euler-forword finite difference method. The proposed scheme is explicit so that the parallel algorithm can be used to simulate numerically on computer. Moreove, the convergence and stability of the proposed scheme are proved by the finite extensive method of the nonlinear function. Finally, the numerical experiments are provided to check the theoritical results.
Grigory I. Shishkin
2008-01-01
A boundary value problem is considered for a singularly perturbed parabolic convection-diffusion equation; we construct a finite difference scheme on a priori (se-quentially) adapted meshes and study its convergence. The scheme on a priori adapted meshes is constructed using a majorant function for the singular component of the discrete solution, which allows us to find a priori a subdomain where the computed solution requires a further improvement. This subdomain is defined by the perturbation parameter ε, the step-size of a uniform mesh in x, and also by the required accuracy of the discrete solution and the prescribed number of refinement iterations K for im-proving the solution. To solve the discrete problems aimed at the improvement of the solution, we use uniform meshes on the subdomains. The error of the numerical so-lution depends weakly on the parameter ε. The scheme converges almost ε-uniformly, precisely, under the condition N-1 = o(ev), where N denotes the number of nodes in the spatial mesh, and the value v=v(K) can be chosen arbitrarily small for suitable K.
Fuhrmann, David R.; Bingham, Harry B.; Madsen, Per A.;
2004-01-01
This paper considers a method of lines stability analysis for finite difference discretizations of a recently published Boussinesq method for the study of highly nonlinear and extremely dispersive water waves. The analysis demonstrates the near-equivalence of classical linear Fourier (von Neumann......) techniques with matrix-based methods for formulations in both one and two horizontal dimensions. The matrix-based method is also extended to show the local de-stabilizing effects of the nonlinear terms, as well as the stabilizing effects of numerical dissipation. A comparison of the relative stability...... moderately non-normal, suggesting that the eigenvalues are likely suitable for analysis purposes. Numerical experiments demonstrate excellent agreement with the linear analysis, and good qualitative agreement with the local nonlinear analysis. The various methods of analysis combine to provide significant...
徐琛梅
2008-01-01
In the article,the fully discrete finite difference scheme for a type of nonlinear reaction-diffusion equation is established.Then the new function space is introduced and the stability problem for the finite difference scheme is discussed by means of variational approximation method in this function space.The approach used is of a simple characteristic in gaining the stability condition of the scheme.
Stability analysis of finite difference schemes for quantum mechanical equations of motion
Chattaraj, P. K.; Deb, B. M.; Koneru, S. Rao
1987-10-01
For a pdf involving both space and time variables, stability criteria are presently shown to change drastically when the equation contains i, as in the quantum-mechanical equations of motion. It is further noted that the stability of finite difference schemes for quantum-mechanical equations of motion depends on both spatial and temporal zoning. It is possible to compare a free particle Green's function to the solution of a simple diffusion equation, and the quantum-mechanical motion of a free particle to Fresnel diffraction in optics.
On the convergence of certain finite-difference schemes by an inverse-matrix method
Steger, J. L.; Warming, R. F.
1975-01-01
The inverse-matrix method of analyzing the convergence of the solution of a given system of finite-difference equations to the solution of the corresponding system of partial-differential equations is discussed and generalized. The convergence properties of a time- and space-centered differencing of the diffusion equation are analyzed as well as a staggered grid differencing of the Cauchy-Riemann equations. These two schemes are significant since they serve as simplified model algorithms for two recently developed methods used to calculate nonlinear aerodynamic flows.
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.
Svärd, Magnus; Nordström, Jan
2008-05-01
A stable wall boundary procedure is derived for the discretized compressible Navier-Stokes equations. The procedure leads to an energy estimate for the linearized equations. We discretize the equations using high-order accurate finite difference summation-by-parts (SBP) operators. The boundary conditions are imposed weakly with penalty terms. We prove linear stability for the scheme including the wall boundary conditions. The penalty imposition of the boundary conditions is tested for the flow around a circular cylinder at Ma=0.1 and Re=100. We demonstrate the robustness of the SBP-SAT technique by imposing incompatible initial data and show the behavior of the boundary condition implementation. Using the errors at the wall we show that higher convergence rates are obtained for the high-order schemes. We compute the vortex shedding from a circular cylinder and obtain good agreement with previously published (computational and experimental) results for lift, drag and the Strouhal number. We use our results to compare the computational time for a given for a accuracy and show the superior efficiency of the 5th-order scheme.
DNS of Sheared Particulate Flows with a 3D Explicit Finite-Difference Scheme
Perrin, Andrew; Hu, Howard
2007-11-01
A 3D explicit finite-difference code for direct simulation of the motion of solid particulates in fluids has been developed, and a periodic boundary condition implemented to study the effective viscosity of suspensions in shear. The code enforces the no-slip condition on the surface of spherical particles in a uniform Cartesian grid with a special particle boundary condition based on matching the Stokes flow solutions next to the particle surface with a numerical solution away from it. The method proceeds by approximating the flow next to the particle surface as a Stokes flow in the particle's local coordinates, which is then matched to the finite difference update in the bulk fluid on a ``cage'' of grid points near the particle surface. (The boundary condition is related to the PHYSALIS method (2003), but modified for explicit schemes and with an iterative process removed.) Advantages of the method include superior accuracy of the scheme on a relatively coarse grid for intermediate particle Reynolds numbers, ease of implementation, and the elimination of the need to track the particle surface. For the sheared suspension, the effects of fluid and solid inertia and solid volume fraction on effective viscosity at moderate particle Reynolds numbers and concentrated suspensions will be discussed.
A 3D staggered-grid finite difference scheme for poroelastic wave equation
Zhang, Yijie; Gao, Jinghuai
2014-10-01
Three dimensional numerical modeling has been a viable tool for understanding wave propagation in real media. The poroelastic media can better describe the phenomena of hydrocarbon reservoirs than acoustic and elastic media. However, the numerical modeling in 3D poroelastic media demands significantly more computational capacity, including both computational time and memory. In this paper, we present a 3D poroelastic staggered-grid finite difference (SFD) scheme. During the procedure, parallel computing is implemented to reduce the computational time. Parallelization is based on domain decomposition, and communication between processors is performed using message passing interface (MPI). Parallel analysis shows that the parallelized SFD scheme significantly improves the simulation efficiency and 3D decomposition in domain is the most efficient. We also analyze the numerical dispersion and stability condition of the 3D poroelastic SFD method. Numerical results show that the 3D numerical simulation can provide a real description of wave propagation.
Tsai, T. C.; Yu, H.-S.; Hsieh, M.-S.; Lai, S. H.; Yang, Y.-H.
2015-11-01
Nowadays most of supercomputers are based on the frame of PC cluster; therefore, the efficiency of parallel computing is of importance especially with the increasing computing scale. This paper proposes a high-order implicit predictor-corrector central finite difference (iPCCFD) scheme and demonstrates its high efficiency in parallel computing. Of special interests are the large scale numerical studies such as the magnetohydrodynamic (MHD) simulations in the planetary magnetosphere. An iPCCFD scheme is developed based on fifth-order central finite difference method and fourth-order implicit predictor-corrector method in combination with elimination-of-the-round-off-errors (ERE) technique. We examine several numerical studies such as one-dimensional Brio-Wu shock tube problem, two-dimensional Orszag-Tang vortex system, vortex type K-H instability, kink type K-H instability, field loop advection, and blast wave. All the simulation results are consistent with many literatures. iPCCFD can minimize the numerical instabilities and noises along with the additional diffusion terms. All of our studies present relatively small numerical errors without employing any divergence-free reconstruction. In particular, we obtain fairly stable results in the two-dimensional Brio-Wu shock tube problem which well conserves ∇ ṡ B = 0 throughout the simulation. The ERE technique removes the accumulation of roundoff errors in the uniform or non-disturbed system. We have also shown that iPCCFD is characterized by the high order of accuracy and the low numerical dissipation in the circularly polarized Alfvén wave tests. The proposed iPCCFD scheme is a parallel-efficient and high precision numerical scheme for solving the MHD equations in hyperbolic conservation systems.
Finite Difference Approach for Estimating the Thermal Conductivity by 6-point Crank-Nicolson Scheme
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.
Wang, Ying; Zhou, Hui; Yuan, Sanyi; Ye, Yameng
2017-01-01
The fourth order accuracy finite difference scheme is known advantageous in reducing memory and improving efficiency. Summation-by-parts finite difference operator is a natural way for wavefield simulation in complicated domains containing surface topography and irregular interfaces. The application of summation-by-parts method guarantees the stability of numerical approximation for heterogeneous media on curvilinear grids. This paper extends the second order summation-by-parts finite difference method to the fourth order case for the discretization of acoustic wave equation and perfect matched layer in boundary-conforming grids. In particular, the implementation of the fourth order method for wavefield simulation and reverse time migration in complicated domains can significantly improve the efficiency and decrease the storage. The elliptic method is applied for boundary-conforming grid generation in complicated domains. Under such grids, the two-dimensional acoustic wave equation in second order displacement formulation is compactly reformulated for forward modeling and reverse time migration, and the symmetric and compact form of perfectly matched layers expressed in a curvilinear coordinate system are applied to suppress artificial reflections. The discretizations of the acoustic wave equation and perfectly matched layer formula are fourth and second order accuracy in space and time respectively, where the spatial discretization satisfies the principle of summation-by-parts and is stable. Numerical experiments are presented to compare the accuracy of the second with fourth order summation-by-parts finite difference methods and to evaluate the efficiency of reverse time migration by using these two methods. As well, comparisons are performed between the fourth order accuracy summation-by-parts finite difference method and central finite difference method to illustrate the stability superiority of summation-by-parts operators.
A Finite Difference Scheme for Solving the Undamped Timoshenko Beam Equations with Both Ends Free
Fu-le LI; Zong-hu XIU
2012-01-01
In this paper,a boundary feedback system of a class of non-uniform undamped Timoshenko beam with both ends free is considered.A linearized three-level difference scheme for the Timoshenko beam equations is derived by the method of reduction of order on uniform meshes.The unique solvability,unconditional stability and convergence of the difference scheme are proved by the discrete energy method.The convergence order in maximum norm is of order two in both space and time. The validity of this theoretical analysis is verified experimentally.
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.
Magdy A. El-Tawil
2012-10-01
Full Text Available In this paper, the random finite difference method with three points is used in solving random partial differential equations problems mainly: random parabolic, elliptic and hyperbolic partial differential equations. The conditions of the mean square convergence of the numerical solutions are studied. The numerical solutions are computed through some numerical case studies.
Ackleh, Azmy S; Ma, Baoling; Thibodeaux, Jeremy J
2013-09-01
We develop a second-order high-resolution finite difference scheme to approximate the solution of a mathematical model describing the within-host dynamics of malaria infection. The model consists of two nonlinear partial differential equations coupled with three nonlinear ordinary differential equations. Convergence of the numerical method to the unique weak solution with bounded total variation is proved. Numerical simulations demonstrating the achievement of the designed accuracy are presented.
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)
E. Momoniat
2014-01-01
Full Text Available Two nonstandard finite difference schemes are derived to solve the regularized long wave equation. The criteria for choosing the “best” nonstandard approximation to the nonlinear term in the regularized long wave equation come from considering the modified equation. The two “best” nonstandard numerical schemes are shown to preserve conserved quantities when compared to an implicit scheme in which the nonlinear term is approximated in the usual way. Comparisons to the single solitary wave solution show significantly better results, measured in the L2 and L∞ norms, when compared to results obtained using a Petrov-Galerkin finite element method and a splitted quadratic B-spline collocation method. The growth in the error when simulating the single solitary wave solution using the two “best” nonstandard numerical schemes is shown to be linear implying the nonstandard finite difference schemes are conservative. The formation of an undular bore for both steep and shallow initial profiles is captured without the formation of numerical instabilities.
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...
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.
Fuhrman, David R.; Bingham, Harry B.; Madsen, Per A.;
2004-01-01
This paper considers a method of lines stability analysis for finite difference discretizations of a recently published Boussinesq method for the study of highly non-linear and extremely dispersive water waves. The analysis demonstrates the near-equivalence of classical linear Fourier (von Neumann......) techniques with matrix-based methods for formulations in both one and two horizontal dimensions. The matrix-based method is also extended to show the local de-stabilizing effects of the non-linear terms, as well as the stabilizing effects of numerical dissipation. A comparison of the relative stability...... moderately non-normal, suggesting that the eigenvalues are likely suitable for analysis purposes. Numerical experiments demonstrate excellent agreement with the linear analysis, and good qualitative agreement with the local non-linear analysis. The various methods of analysis combine to provide significant...
Etemadsaeed, Leila; Moczo, Peter; Kristek, Jozef; Ansari, Anooshiravan; Kristekova, Miriam
2016-10-01
We investigate the problem of finite-difference approximations of the velocity-stress formulation of the equation of motion and constitutive law on the staggered grid (SG) and collocated grid (CG). For approximating the first spatial and temporal derivatives, we use three approaches: Taylor expansion (TE), dispersion-relation preserving (DRP), and combined TE-DRP. The TE and DRP approaches represent two fundamental extremes. We derive useful formulae for DRP and TE-DRP approximations. We compare accuracy of the numerical wavenumbers and numerical frequencies of the basic TE, DRP and TE-DRP approximations. Based on the developed approximations, we construct and numerically investigate 14 basic TE, DRP and TE-DRP finite-difference schemes on SG and CG. We find that (1) the TE second-order in time, TE fourth-order in space, 2-point in time, 4-point in space SG scheme (that is the standard (2,4) VS SG scheme, say TE-2-4-2-4-SG) is the best scheme (of the 14 investigated) for large fractions of the maximum possible time step, or, in other words, in a homogeneous medium; (2) the TE second-order in time, combined TE-DRP second-order in space, 2-point in time, 4-point in space SG scheme (say TE-DRP-2-2-2-4-SG) is the best scheme for small fractions of the maximum possible time step, or, in other words, in models with large velocity contrasts if uniform spatial grid spacing and time step are used. The practical conclusion is that in computer codes based on standard TE-2-4-2-4-SG, it is enough to redefine the values of the approximation coefficients by those of TE-DRP-2-2-2-4-SG for increasing accuracy of modelling in models with large velocity contrast between rock and sediments.
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.
COMPACT FOURTH-ORDER FINITE DIFFERENCE SCHEMES FOR HELMHOLTZ EQUATION WITH HIGH WAVE NUMBERS
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.
Macías-Díaz, J E; 10.1016/j.cnsns.2009.04.017
2011-01-01
In this work, we present two numerical methods to approximate solutions of systems of dissipative sine-Gordon equations that arise in the study of one-dimensional, semi-infinite arrays of Josephson junctions coupled through superconducting wires. Also, we present schemes for the total energy of such systems in association with the finite-difference schemes used to approximate the solutions. The proposed methods are conditionally stable techniques that yield consistent approximations not only in the domains of the solution and the total energy, but also in the approximation to the rate of change of energy with respect to time. The methods are employed in the estimation of the threshold at which nonlinear supratransmission takes place, in the presence of parameters such as internal and external damping, generalized mass, and generalized Josephson current. Our results are qualitatively in agreement with the corresponding problem in mechanical chains of coupled oscillators, under the presence of the same paramete...
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.
Abarbanel, S.; Gottlieb, D.
1976-01-01
The paper considers the leap-frog finite-difference method (Kreiss and Oliger, 1973) for systems of partial differential equations of the form du/dt = dF/dx + dG/dy + dH/dz, where d denotes partial derivative, u is a q-component vector and a function of x, y, z, and t, and the vectors F, G, and H are functions of u only. The original leap-frog algorithm is shown to admit a modification that improves on the stability conditions for two and three dimensions by factors of 2 and 2.8, respectively, thereby permitting larger time steps. The scheme for three dimensions is considered optimal in the sense that it combines simple averaging and large time steps.
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.
Shishkin, G. I.; Shishkina, L. P.
2009-05-01
The boundary value problem for the singularly perturbed reaction-diffusion parabolic equation in a ball in the case of spherical symmetry is considered. The derivatives with respect to the radial variable appearing in the equation are written in divergent form. The third kind boundary condition, which admits the Dirichlet and Neumann conditions, is specified on the boundary of the domain. The Laplace operator in the differential equation involves a perturbation parameter ɛ2, where ɛ takes arbitrary values in the half-open interval (0, 1]. When ɛ → 0, the solution of such a problem has a parabolic boundary layer in a neighborhood of the boundary. Using the integro-interpolational method and the condensing grid technique, conservative finite difference schemes on flux grids are constructed that converge ɛ-uniformly at a rate of O( N -2ln2 N + N {0/-1}), where N + 1 and N 0 + 1 are the numbers of the mesh points in the radial and time variables, respectively.
Wang Hua; Tao Guo; Shang Xue-Feng; Fang Xin-Ding; Daniel R. Burns
2013-01-01
In acoustic logging-while-drilling (ALWD) finite difference in time domain (FDTD) simulations, large drill collar occupies, most of the fluid-filled borehole and divides the borehole fluid into two thin fluid columns (radius~27 mm). Fine grids and large computational models are required to model the thin fluid region between the tool and the formation. As a result, small time step and more iterations are needed, which increases the cumulative numerical error. Furthermore, due to high impedance contrast between the drill collar and fluid in the borehole (the difference is>30 times), the stability and efficiency of the perfectly matched layer (PML) scheme is critical to simulate complicated wave modes accurately. In this paper, we compared four different PML implementations in a staggered grid finite difference in time domain (FDTD) in the ALWD simulation, including field-splitting PML (SPML), multiaxial PML(M-PML), non-splitting PML (NPML), and complex frequency-shifted PML (CFS-PML). The comparison indicated that NPML and CFS-PML can absorb the guided wave reflection from the computational boundaries more efficiently than SPML and M-PML. For large simulation time, SPML, M-PML, and NPML are numerically unstable. However, the stability of M-PML can be improved further to some extent. Based on the analysis, we proposed that the CFS-PML method is used in FDTD to eliminate the numerical instability and to improve the efficiency of absorption in the PML layers for LWD modeling. The optimal values of CFS-PML parameters in the LWD simulation were investigated based on thousands of 3D simulations. For typical LWD cases, the best maximum value of the quadratic damping profile was obtained using one d0. The optimal parameter space for the maximum value of the linear frequency-shifted factor (α0) and the scaling factor (β0) depended on the thickness of the PML layer. For typical formations, if the PML thickness is 10 grid points, the global error can be reduced to<1%using
Two modified discrete chirp Fourier transform schemes
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.
El-Amin, Mohamed
2011-05-14
In this paper, a finite difference scheme is developed to solve the unsteady problem of combined heat and mass transfer from an isothermal curved surface to a porous medium saturated by a non-Newtonian fluid. The curved surface is kept at constant temperature and the power-law model is used to model the non-Newtonian fluid. The explicit finite difference method is used to solve simultaneously the equations of momentum, energy and concentration. The consistency of the explicit scheme is examined and the stability conditions are determined for each equation. Boundary layer and Boussinesq approximations have been incorporated. Numerical calculations are carried out for the various parameters entering into the problem. Velocity, temperature and concentration profiles are shown graphically. It is found that as time approaches infinity, the values of wall shear, heat transfer coefficient and concentration gradient at the wall, which are entered in tables, approach the steady state values.
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.
On the accuracy and efficiency of finite difference solutions for nonlinear waves
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...
Fa-yong Zhang; Shu-juan Lu
2001-01-01
A weakly demped Schrodinger equation possessing a global attractor are considered.The dynamical properties of a class of finite difference scheme are analysed. The exsitence of global attractor is proved for the discrete system. The stability of the difference scheme and the error estimate of the difference solution are obtained in the autonomous system case. Finally, long-time stability and convergence of the class of finite difference scheme also are analysed in the nonautonomous system case.
Yan, Hongyong; Yang, Lei; Li, Xiang-Yang
2016-12-01
High-order staggered-grid finite-difference (SFD) schemes have been universally used to improve the accuracy of wave equation modeling. However, the high-order SFD coefficients on spatial derivatives are usually determined by the Taylor-series expansion (TE) method, which just leads to great accuracy at small wavenumbers for wave equation modeling. Some conventional optimization methods can achieve high accuracy at large wavenumbers, but they hardly guarantee the small numerical dispersion error at small wavenumbers. In this paper, we develop new optimal explicit SFD (ESFD) and implicit SFD (ISFD) schemes for wave equation modeling. We first derive the optimal ESFD and ISFD coefficients for the first-order spatial derivatives by applying the combination of the TE and the sampling approximation to the dispersion relation, and then analyze their numerical accuracy. Finally, we perform elastic wave modeling with the ESFD and ISFD schemes based on the TE method and the optimal method, respectively. When the appropriate number and interval for the sampling points are chosen, these optimal schemes have extremely high accuracy at small wavenumbers, and can also guarantee small numerical dispersion error at large wavenumbers. Numerical accuracy analyses and modeling results demonstrate the optimal ESFD and ISFD schemes can efficiently suppress the numerical dispersion and significantly improve the modeling accuracy compared to the TE-based ESFD and ISFD schemes.
Alina BOGOI
2016-12-01
Full Text Available Supersonic/hypersonic flows with strong shocks need special treatment in Computational Fluid Dynamics (CFD in order to accurately capture the discontinuity location and his magnitude. To avoid numerical instabilities in the presence of discontinuities, the numerical schemes must generate low dissipation and low dispersion error. Consequently, the algorithms used to calculate the time and space-derivatives, should exhibit a low amplitude and phase error. This paper focuses on the comparison of the numerical results obtained by simulations with some high resolution numerical schemes applied on linear and non-linear one-dimensional conservation low. The analytical solutions are provided for all benchmark tests considering smooth periodical conditions. All the schemes converge to the proper weak solution for linear flux and smooth initial conditions. However, when the flux is non-linear, the discontinuities may develop from smooth initial conditions and the shock must be correctly captured. All the schemes accurately identify the shock position, with the price of the numerical oscillation in the vicinity of the sudden variation. We believe that the identification of this pure numerical behavior, without physical relevance, in 1D case is extremely useful to avoid problems related to the stability and convergence of the solution in the general 3D case.
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.
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)
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.
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.
Threshold Signature Scheme Based on Discrete Logarithm and Quadratic Residue
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
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.
Optimal 25-Point Finite-Difference Subgridding Techniques for the 2D Helmholtz Equation
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.
Explicit finite-difference lattice Boltzmann method for curvilinear coordinates.
Guo, Zhaoli; Zhao, T S
2003-06-01
In this paper a finite-difference-based lattice Boltzmann method for curvilinear coordinates is proposed in order to improve the computational efficiency and numerical stability of a recent method [R. Mei and W. Shyy, J. Comput. Phys. 143, 426 (1998)] in which the collision term of the Boltzmann Bhatnagar-Gross-Krook equation for discrete velocities is treated implicitly. In the present method, the implicitness of the numerical scheme is removed by introducing a distribution function different from that being used currently. As a result, an explicit finite-difference lattice Boltzmann method for curvilinear coordinates is obtained. The scheme is applied to a two-dimensional Poiseuille flow, an unsteady Couette flow, a lid-driven cavity flow, and a steady flow around a circular cylinder. The numerical results are in good agreement with the results of previous studies. Extensions to other lattice Boltzmann models based on nonuniform meshes are also discussed.
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
马亮亮; 刘冬兵
2014-01-01
A finite difference method and a convergence problem for a kind of anomalous diffusion equation with Neumann conditions are discussed. A finite difference scheme is obtained by adopting the method of the first-order forward difference quotient and second-order space center difference quotient and the formula of higher-order linear multistep method to discrete the fractional derivatives. The stability of the difference scheme is analyzed by means of Fourier analysis and the errors and convergence of the schemes are also discussed.%利用一阶向前差商和空间二阶中心差商以及高阶线性多步法公式构造了反常次扩散方程Neumann问题的有限差分格式，借助 Fourier分析方法对差分格式的稳定性进行了分析，并讨论了差分格式的误差和收敛性问题。
Riahi, H; Montaigne, F; Rougemaille, N; Canals, B; Lacour, D; Hehn, M
2013-07-24
The accuracy of finite difference methods is related to the mesh choice and cell size. Concerning the micromagnetism of nano-objects, we show here that discretization issues can drastically affect the symmetry of the problem and therefore the resulting computed properties of lattices of interacting curved nanomagnets. In this paper, we detail these effects for the multi-axis kagome lattice. Using the OOMMF finite difference method, we propose an alternative way of discretizing the nanomagnet shape via a variable moment per cell scheme. This method is shown to be efficient in reducing discretization effects.
Finite Difference Method for Reaction-Diffusion Equation with Nonlocal Boundary Conditions
Jianming Liu; Zhizhong Sun
2007-01-01
In this paper, we present a numerical approach to a class of nonlinear reactiondiffusion equations with nonlocal Robin type boundary conditions by finite difference methods. A second-order accurate difference scheme is derived by the method of reduction of order. Moreover, we prove that the scheme is uniquely solvable and convergent with the convergence rate of order two in a discrete L2-norm. A simple numerical example is given to illustrate the efficiency of the proposed method.
High order discretization schemes for stochastic volatility models
Jourdain, Benjamin
2009-01-01
In usual stochastic volatility models, the process driving the volatility of the asset price evolves according to an autonomous one-dimensional stochastic differential equation. We assume that the coefficients of this equation are smooth. Using It\\^o's formula, we get rid, in the asset price dynamics, of the stochastic integral with respect to the Brownian motion driving this SDE. Taking advantage of this structure, we propose - a scheme, based on the Milstein discretization of this SDE, with order one of weak trajectorial convergence for the asset price, - a scheme, based on the Ninomiya-Victoir discretization of this SDE, with order two of weak convergence for the asset price. We also propose a specific scheme with improved convergence properties when the volatility of the asset price is driven by an Orstein-Uhlenbeck process. We confirm the theoretical rates of convergence by numerical experiments and show that our schemes are well adapted to the multilevel Monte Carlo method introduced by Giles [2008a,b].
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
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
2016-08-05
Efficient numerical seismic wavefield modelling is a key component of modern seismic imaging techniques, such as reverse-time migration and full-waveform inversion. Finite difference methods are perhaps the most widely used numerical approach for forward modelling, and here we introduce a novel scheme for implementing finite difference by introducing a time-to-space wavelet mapping. Finite difference coefficients are then computed by minimising the difference between the spatial derivatives of the mapped wavelet and the finite difference operator over all propagation angles. Since the coefficients vary adaptively with different velocities and source wavelet bandwidths, the method is capable to maximise the accuracy of the finite difference operator. Numerical examples demonstrate that this method is superior to standard finite difference methods, while comparable to Zhang's optimised finite difference scheme.
Accurate finite-difference time-domain simulation of anisotropic media by subpixel smoothing.
Oskooi, Ardavan F; Kottke, Chris; Johnson, Steven G
2009-09-15
Finite-difference time-domain methods suffer from reduced accuracy when discretizing discontinuous materials. We previously showed that accuracy can be significantly improved by using subpixel smoothing of the isotropic dielectric function, but only if the smoothing scheme is properly designed. Using recent developments in perturbation theory that were applied to spectral methods, we extend this idea to anisotropic media and demonstrate that the generalized smoothing consistently reduces the errors and even attains second-order convergence with resolution.
SOME NEW FINITE DIFFERENCE METHODS FOR HELMHOLTZ EQUATIONS ON IRREGULAR DOMAINS OR WITH INTERFACES.
Wan, Xiaohai; Li, Zhilin
2012-06-01
Solving a Helmholtz equation Δu + λu = f efficiently is a challenge for many applications. For example, the core part of many efficient solvers for the incompressible Navier-Stokes equations is to solve one or several Helmholtz equations. In this paper, two new finite difference methods are proposed for solving Helmholtz equations on irregular domains, or with interfaces. For Helmholtz equations on irregular domains, the accuracy of the numerical solution obtained using the existing augmented immersed interface method (AIIM) may deteriorate when the magnitude of λ is large. In our new method, we use a level set function to extend the source term and the PDE to a larger domain before we apply the AIIM. For Helmholtz equations with interfaces, a new maximum principle preserving finite difference method is developed. The new method still uses the standard five-point stencil with modifications of the finite difference scheme at irregular grid points. The resulting coefficient matrix of the linear system of finite difference equations satisfies the sign property of the discrete maximum principle and can be solved efficiently using a multigrid solver. The finite difference method is also extended to handle temporal discretized equations where the solution coefficient λ is inversely proportional to the mesh size.
FINITE DIFFERENCE APPROXIMATION FOR PRICING THE AMERICAN LOOKBACK OPTION
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.
The Relation of Finite Element and Finite Difference Methods
Vinokur, M.
1976-01-01
Finite element and finite difference methods are examined in order to bring out their relationship. It is shown that both methods use two types of discrete representations of continuous functions. They differ in that finite difference methods emphasize the discretization of independent variable, while finite element methods emphasize the discretization of dependent variable (referred to as functional approximations). An important point is that finite element methods use global piecewise functional approximations, while finite difference methods normally use local functional approximations. A general conclusion is that finite element methods are best designed to handle complex boundaries, while finite difference methods are superior for complex equations. It is also shown that finite volume difference methods possess many of the advantages attributed to finite element methods.
High-order Finite Difference Solution of Euler Equations for Nonlinear Water Waves
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...... equation for the pressure is presented, in which the preconditioning step is based on an order-multigrid formulation with a direct solution on the lowest order-level. This ensures fast convergence of the DC method with a computational effort which scales linearly with the problem size. Results obtained...
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.
Nova, Omar; Peña, Néstor; Ney, Michel
2015-03-01
Perfectly matched layer stability in 3-D finite-difference time-domain simulations is demonstrated for two piezoelectric crystals: barium sodium niobate and bismuth germanate. Stability is achieved by adapting the discretization grid to meet a central-difference scheme. Stability is demonstrated by showing that the total energy of the piezoelectric system remains constant in the steady state.
Convergence of discrete duality finite volume schemes for the cardiac bidomain model
Andreianov, Boris; Karlsen, Kenneth H; Pierre, Charles
2010-01-01
We prove convergence of discrete duality finite volume (DDFV) schemes on distorted meshes for a class of simplified macroscopic bidomain models of the electrical activity in the heart. Both time-implicit and linearised time-implicit schemes are treated. A short description is given of the 3D DDFV meshes and of some of the associated discrete calculus tools. Several numerical tests are presented.
Optimal Runge-Kutta Schemes for High-order Spatial and Temporal Discretizations
2015-06-01
Discretizations 5a. CONTRACT NUMBER In-House 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) Mundis , N., Edoh, A. and Sankaran, V. 5d...Schemes for High-order Spatial and Temporal Discretizations Nathan L. Mundis ∗ Ayaboe K. Edoh† Venkateswaran Sankaran‡ * ERC, Inc., †University of...the wave number being the parameter) are overlaid on the contour map of the amplification factor in the complex plane for the chosen temporal scheme
DESIGN OF A DIGITAL SIGNATURE SCHEME BASED ON FACTORING AND DISCRETE LOGARITHMS
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.
Geometric Structure-Preserving Discretization Schemes for Nonlinear Elasticity
2015-08-13
S1,S2) measures the non-uniqueness of solutions of (4.1) in the sense that if T is a solution of (4.1), then so is T + T̂ , ∀T̂ ∈H(B,S1,S2). The...to discretize the Hilbert complex mentioned earlier using some appropriate finite element spaces. Let Bh be a 3D triangulation. Then, one can write the...Regardless of the refinement level of the mesh Bh , the cohomology groups of the above discrete Hilbert complexes are the same as those of the nonlinear
A New Digital Signature Scheme Based on Factoring and Discrete Logarithms
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.
Discrete unified gas kinetic scheme with force term for incompressible fluid flows
Wu, Chen; Chai, Zhenhua; Wang, Peng
2014-01-01
The discrete unified gas kinetic scheme (DUGKS) is a finite-volume scheme with discretization of particle velocity space, which combines the advantages of both lattice Boltzmann equation (LBE) method and unified gas kinetic scheme (UGKS) method, such as the simplified flux evaluation scheme, flexible mesh adaption and the asymptotic preserving properties. However, DUGKS is proposed for near incompressible fluid flows, the existing compressible effect may cause some serious errors in simulating incompressible problems. To diminish the compressible effect, in this paper a novel DUGKS model with external force is developed for incompressible fluid flows by modifying the approximation of Maxwellian distribution. Meanwhile, due to the pressure boundary scheme, which is wildly used in many applications, has not been constructed for DUGKS, the non-equilibrium extrapolation (NEQ) scheme for both velocity and pressure boundary conditions is introduced. To illustrate the potential of the proposed model, numerical simul...
Convergence of a finite difference method for combustion model problems
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.
TWO-GRID DISCRETIZATION SCHEMES OF THE NONCONFORMING FEM FOR EIGENVALUE PROBLEMS
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.
Sub-library of Discrete Level Schemes(CENPL-DLS )
2001-01-01
In the nuclear data evaluations, the reaction cross sections and angular distributions for discrete levels of reaction residual nuclei are important data. And the angular distributions are a very sensitive information on changes of reaction mechanisms as variations of the incident energy. But, in most case the experiments were only measured to less energy points and few angles. Therefore a lots of data on the reaction cross sections and angular distributions mentioned above have to generate by using theory model calculations. The nuclear reaction model calculations require the knowledge of complete
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)
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
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.
Thompson, Kelly Glen [Texas A & M Univ., College Station, TX (United States)
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
High-order finite-difference methods for Poisson's equation
van Linde, Hendrik Jan
1971-01-01
In this thesis finite-difference approximations to the three boundary value problems for Poisson’s equation are given, with discretization errors of O(H^3) for the mixed boundary value problem, O(H^3 |ln(h)| for the Neumann problem and O(H^4)for the Dirichlet problem respectively . First an operator
Generalized Rayleigh quotient and finite element two-grid discretization schemes
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.
Generalized Rayleigh quotient and finite element two-grid discretization schemes
YANG YiDu; FAN XinYue
2009-01-01
This study discusses generalized Rayleigh quotient and high efficiency finite element dis-cretization 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.
Arbitrary Dimension Convection-Diffusion Schemes for Space-Time Discretizations
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
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.
Spatial parallelism of a 3D finite difference, velocity-stress elastic wave propagation code
Minkoff, S.E.
1999-12-01
Finite difference methods for solving the wave equation more accurately capture the physics of waves propagating through the earth than asymptotic solution methods. Unfortunately, finite difference simulations for 3D elastic wave propagation are expensive. The authors model waves in a 3D isotropic elastic earth. The wave equation solution consists of three velocity components and six stresses. The partial derivatives are discretized using 2nd-order in time and 4th-order in space staggered finite difference operators. Staggered schemes allow one to obtain additional accuracy (via centered finite differences) without requiring additional storage. The serial code is most unique in its ability to model a number of different types of seismic sources. The parallel implementation uses the MPI library, thus allowing for portability between platforms. Spatial parallelism provides a highly efficient strategy for parallelizing finite difference simulations. In this implementation, one can decompose the global problem domain into one-, two-, and three-dimensional processor decompositions with 3D decompositions generally producing the best parallel speedup. Because I/O is handled largely outside of the time-step loop (the most expensive part of the simulation) the authors have opted for straight-forward broadcast and reduce operations to handle I/O. The majority of the communication in the code consists of passing subdomain face information to neighboring processors for use as ghost cells. When this communication is balanced against computation by allocating subdomains of reasonable size, they observe excellent scaled speedup. Allocating subdomains of size 25 x 25 x 25 on each node, they achieve efficiencies of 94% on 128 processors. Numerical examples for both a layered earth model and a homogeneous medium with a high-velocity blocky inclusion illustrate the accuracy of the parallel code.
Nonstandard Finite Difference Variational Integrators for Multisymplectic PDEs
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.
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
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.
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.
HERMITE WENO SCHEMES WITH LAX-WENDROFF TYPE TIME DISCRETIZATIONS FOR HAMILTON-JACOBI EQUATIONS
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.
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.
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.
EXTERNAL BODY FORCE IN FINITE DIFFERENCE LATTICE BOLTZMANN METHOD
CHEN Sheng; LIU Zhao-hui; SHI Bao-chang; ZHENG Chu-guang
2005-01-01
A new finite difference lattice Boltzmann scheme is developed. Because of analyzing the influence of external body force roundly, the correct Navier-Stokes equations with the external body force are recovered, without any additional unphysical terms. And some numerical results are presented. The result which close agreement with analytical data shows the good performance of the model.
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.
Eremin, Yuri; Wriedt, Thomas
2014-12-01
The Discrete Sources Method (DSM) has been modified to analyze polarized light scattering by an axial symmetric penetrable nanoparticle partially embedded into a substrate. The new numerical scheme of the DSM enables to consider scattering from such substrate defects as flat particles, mounds, pits and voids. A detailed description of the numerical scheme is provided. The developed computer model has been employed to investigate scattering from a shallow particle and pit. Simulation results corresponding to the Differential Scattering Cross-Section and the integral response for P/S polarized light are presented.
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_{\
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.
Numerical computation of transonic flows by finite-element and finite-difference methods
Hafez, M. M.; Wellford, L. C.; Merkle, C. L.; Murman, E. M.
1978-01-01
Studies on applications of the finite element approach to transonic flow calculations are reported. Different discretization techniques of the differential equations and boundary conditions are compared. Finite element analogs of Murman's mixed type finite difference operators for small disturbance formulations were constructed and the time dependent approach (using finite differences in time and finite elements in space) was examined.
邵秀民; 刘臻
2001-01-01
It is well known that in numerical computations of wave equationsby utiliz ing explicit schemes the stability is an extremely important problem when artifi cial boundaries are introduced and absorbing boundary conditions are imposed on them. In this paper, the stability of finite difference schemes for the acoustic wave equation with the first-and the second-order Clayton-Engquist-Majda absorbing boundary conditions is discussed by using energy techniques. The corresponding stability conditions (i.e., the stability bounds of the CFL number) are given, which is sharper than those stability conditions for interior schemes or other kinds of boundary conditions. Numerical results are presented to confirm the correctness of the theoretical analysis.
Macaraeg, M. G.
1986-01-01
For a Spacelab flight, a model experiment of the earth's atmospheric circulation has been proposed. This experiment is known as the Atmospheric General Circulation Experiment (AGCE). In the experiment concentric spheres will rotate as a solid body, while a dielectric fluid is confined in a portion of the gap between the spheres. A zero gravity environment will be required in the context of the simulation of the gravitational body force on the atmosphere. The present study is concerned with the development of pseudospectral/finite difference (PS/FD) model and its subsequent application to physical cases relevant to the AGCE. The model is based on a hybrid scheme involving a pseudospectral latitudinal formulation, and finite difference radial and time discretization. The advantages of the use of the hybrid PS/FD method compared to a pure second-order accurate finite difference (FD) method are discussed, taking into account the higher accuracy and efficiency of the PS/FD method.
A Two-Scale Discretization Scheme for Mixed Variational Formulation of Eigenvalue Problems
Yidu Yang
2012-01-01
Full Text Available This paper discusses highly efficient discretization schemes for mixed variational formulation of eigenvalue problems. A new finite element two-scale discretization scheme is proposed by combining the mixed finite element method with the shifted-inverse power method for solving matrix eigenvalue problems. With this scheme, the solution of an eigenvalue problem on a fine grid Kh is reduced to the solution of an eigenvalue problem on a much coarser grid KH and the solution of a linear algebraic system on the fine grid Kh. Theoretical analysis shows that the scheme has high efficiency. For instance, when using the Mini element to solve Stokes eigenvalue problem, the resulting solution can maintain an asymptotically optimal accuracy by taking H=O(h4, and when using the Pk+1-Pk element to solve eigenvalue problems of electric field, the calculation results can maintain an asymptotically optimal accuracy by taking H=O(h3. Finally, numerical experiments are presented to support the theoretical analysis.
马亮亮; 刘冬兵
2014-01-01
A finite difference problem for two-sided space fractional Lévy-Feller diffusion equation with Riesz-Feller potential is considered. By using the equivalent of fractional order differential operators, a weighted finite difference scheme for scattering the above diffusion equation is proposed. The stability and convergence of the scheme were analyzed. Finally, a numerical example was provided to demonstrate the validity and applicability of the difference scheme.%考虑了一类含有Riesz-Feller位势的两边空间分数阶Lévy-Feller扩散方程的差分问题。利用分数阶微分算子的等价性，提出了一种加权有限差分解法，并证明了所提出的差分格式是稳定和收敛的。最后通过一个数值例子说明了所提出的差分格式是有效和可靠的。
A parallel adaptive finite difference algorithm for petroleum reservoir simulation
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 Price-Based Demand Response Scheme for Discrete Manufacturing in Smart Grids
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.
Coco, Armando; Russo, Giovanni
2013-05-01
In this paper we present a numerical method for solving elliptic equations in an arbitrary domain (described by a level-set function) with general boundary conditions (Dirichlet, Neumann, Robin, etc.) on Cartesian grids, using finite difference discretization and non-eliminated ghost values. A system of Ni+Ng equations in Ni+Ng unknowns is obtained by finite difference discretization on the Ni internal grid points, and second order interpolation to define the conditions for the Ng ghost values. The resulting large sparse linear system is then solved by a multigrid technique. The novelty of the papers can be summarized as follows: general strategy to discretize the boundary condition to second order both in the solution and its gradient; a relaxation of inner equations and boundary conditions by a fictitious time method, inspired by the stability conditions related to the associated time dependent problem (with a convergence proof for the first order scheme); an effective geometric multigrid, which maintains the structure of the discrete system at all grid levels. It is shown that by increasing the relaxation step of the equations associated to the boundary conditions, a convergence factor close to the optimal one is obtained. Several numerical tests, including variable coefficients, anisotropic elliptic equations, and domains with kinks, show the robustness, efficiency and accuracy of the approach.
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.
Finite difference methods for the solution of unsteady potential flows
Caradonna, F. X.
1985-01-01
A brief review is presented of various problems which are confronted in the development of an unsteady finite difference potential code. This review is conducted mainly in the context of what is done for a typical small disturbance and full potential methods. The issues discussed include choice of equation, linearization and conservation, differencing schemes, and algorithm development. A number of applications including unsteady three-dimensional rotor calculation, are demonstrated.
Generalized rectangular finite difference beam propagation method.
Sujecki, Slawomir
2008-08-10
A method is proposed that allows for significant improvement of the numerical efficiency of the standard finite difference beam propagation algorithm. The advantages of the proposed method derive from the fact that it allows for an arbitrary selection of the preferred direction of propagation. It is demonstrated that such flexibility is particularly useful when studying the properties of obliquely propagating optical beams. The results obtained show that the proposed method achieves the same level of accuracy as the standard finite difference beam propagation method but with lower order Padé approximations and a coarser finite difference mesh.
Romá, Federico; Cugliandolo, Leticia F; Lozano, Gustavo S
2014-08-01
We introduce a numerical method to integrate the stochastic Landau-Lifshitz-Gilbert equation in spherical coordinates for generic discretization schemes. This method conserves the magnetization modulus and ensures the approach to equilibrium under the expected conditions. We test the algorithm on a benchmark problem: the dynamics of a uniformly magnetized ellipsoid. We investigate the influence of various parameters, and in particular, we analyze the efficiency of the numerical integration, in terms of the number of steps needed to reach a chosen long time with a given accuracy.
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.
Weighted Average Finite Difference Methods for Fractional Reaction-Subdiffusion Equation
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
Hegde, Ganapathi; Vaya, Pukhraj
2013-10-01
This article presents a parallel architecture for 3-D discrete wavelet transform (3-DDWT). The proposed design is based on the 1-D pipelined lifting scheme. The architecture is fully scalable beyond the present coherent Daubechies filter bank (9, 7). This 3-DDWT architecture has advantages such as no group of pictures restriction and reduced memory referencing. It offers low power consumption, low latency and high throughput. The computing technique is based on the concept that lifting scheme minimises the storage requirement. The application specific integrated circuit implementation of the proposed architecture is done by synthesising it using 65 nm Taiwan Semiconductor Manufacturing Company standard cell library. It offers a speed of 486 MHz with a power consumption of 2.56 mW. This architecture is suitable for real-time video compression even with large frame dimensions.
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.
ON THE CONSTRUCTION OF PARTIAL DIFFERENCE SCHEMES II: DISCRETE VARIABLES AND SCHWARZIAN LATTICES
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.
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.
An Average Linear Difference Scheme for the Generalized Rosenau-KdV Equation
Maobo Zheng
2014-01-01
Full Text Available An average linear finite difference scheme for the numerical solution of the initial-boundary value problem of Generalized Rosenau-KdV equation is proposed. The existence, uniqueness, and conservation for energy of the difference solution are proved by the discrete energy norm method. It is shown that the finite difference scheme is 2nd-order convergent and unconditionally stable. Numerical experiments verify that the theoretical results are right and the numerical method is efficient and reliable.
A non-linear constrained optimization technique for the mimetic finite difference method
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.
Discrete unified gas kinetic scheme for all Knudsen number flows: II. Compressible case
Guo, Zhaoli; Xu, Kun
2014-01-01
This paper is a continuation of our earlier work [Z.L. Guo {\\it et al.}, Phys. Rev. E {\\bf 88}, 033305 (2013)] where a multiscale numerical scheme based on kinetic model was developed for low speed isothermal flows with arbitrary Knudsen numbers. In this work, a discrete unified gas-kinetic scheme (DUGKS) for compressible flows with the consideration of heat transfer and shock discontinuity is developed based on the Shakhov model with an adjustable Prandtl number. The method is an explicit finite-volume scheme where the transport and collision processes are coupled in the evaluation of the fluxes at cell interfaces, so that the nice asymptotic preserving (AP) property is retained, such that the time step is limited only by the CFL number, the distribution function at cell interface recovers to the Chapman-Enskog one in the continuum limit while reduces to that of free-transport for free-molecular flow, and the time and spatial accuracy is of second-order accuracy in smooth region. These features make the DUGK...
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%.
A Novel Image Encryption Scheme Based on Multi-orbit Hybrid of Discrete Dynamical System
Ruisong Ye
2014-10-01
Full Text Available A multi-orbit hybrid image encryption scheme based on discrete chaotic dynamical systems is proposed. One generalized Arnold map is adopted to generate three orbits for three initial conditions. Another chaotic dynamical system, tent map, is applied to generate one pseudo-random sequence to determine the hybrid orbit points from which one of the three orbits of generalized Arnold map. The hybrid orbit sequence is then utilized to shuffle the pixels' positions of plain-image so as to get one permuted image. To enhance the encryption security, two rounds of pixel gray values' diffusion is employed as well. The proposed encryption scheme is simple and easy to manipulate. The security and performance of the proposed image encryption have been analyzed, including histograms, correlation coefficients, information entropy, key sensitivity analysis, key space analysis, differential analysis, etc. All the experimental results suggest that the proposed image encryption scheme is robust and secure and can be used for secure image and video communication applications.
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.
Asakura, T; Ishizuka, T; Miyajima, T; Toyoda, M; Sakamoto, S
2014-09-01
Due to limitations of computers, prediction of structure-borne sound remains difficult for large-scale problems. Herein a prediction method for low-frequency structure-borne sound transmissions on concrete structures using the finite-difference time-domain scheme is proposed. The target structure is modeled as a composition of multiple plate elements to reduce the dimensions of the simulated vibration field from three-dimensional discretization by solid elements to two-dimensional discretization. This scheme reduces both the calculation time and the amount of required memory. To validate the proposed method, the vibration characteristics using the numerical results of the proposed scheme are compared to those measured for a two-level concrete structure. Comparison of the measured and simulated results suggests that the proposed method can be used to simulate real-scale structures.
Observer-based fault detection scheme for a class of discrete time-delay systems
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.
Finite difference order doubling in two dimensions
Killingbeck, John P [Mathematics Centre, University of Hull, Hull HU6 7RX (United Kingdom); Jolicard, Georges [Universite de Franche-Comte, Institut Utinam (UMR CNRS 6213), Observatoire de Besancon, 41 bis Avenue de l' Observatoire, BP1615, 25010 Besancon cedex (France)
2008-03-28
An order doubling process previously used to obtain eighth-order eigenvalues from the fourth-order Numerov method is applied to the perturbed oscillator in two dimensions. A simple method of obtaining high order finite difference operators is reported and an odd parity boundary condition is found to be effective in facilitating the smooth operation of the order doubling process.
Hejranfar, Kazem; Saadat, Mohammad Hossein; Taheri, Sina
2017-02-01
In this work, a high-order weighted essentially nonoscillatory (WENO) finite-difference lattice Boltzmann method (WENOLBM) is developed and assessed for an accurate simulation of incompressible flows. To handle curved geometries with nonuniform grids, the incompressible form of the discrete Boltzmann equation with the Bhatnagar-Gross-Krook (BGK) approximation is transformed into the generalized curvilinear coordinates and the spatial derivatives of the resulting lattice Boltzmann equation in the computational plane are solved using the fifth-order WENO scheme. The first-order implicit-explicit Runge-Kutta scheme and also the fourth-order Runge-Kutta explicit time integrating scheme are adopted for the discretization of the temporal term. To examine the accuracy and performance of the present solution procedure based on the WENOLBM developed, different benchmark test cases are simulated as follows: unsteady Taylor-Green vortex, unsteady doubly periodic shear layer flow, steady flow in a two-dimensional (2D) cavity, steady cylindrical Couette flow, steady flow over a 2D circular cylinder, and steady and unsteady flows over a NACA0012 hydrofoil at different flow conditions. Results of the present solution are compared with the existing numerical and experimental results which show good agreement. To show the efficiency and accuracy of the solution methodology, the results are also compared with the developed second-order central-difference finite-volume lattice Boltzmann method and the compact finite-difference lattice Boltzmann method. It is shown that the present numerical scheme is robust, efficient, and accurate for solving steady and unsteady incompressible flows even at high Reynolds number flows.
Wave Propagation and Stability for Finite Difference Schemes.
1982-05-01
3) cs, r, moMtplicity or left-, rithtgoing hlals (52.3) - -- -. *--ec - CA paper of Gesamo, Kriss , and Sundstrtm-hnccorth "OKS’-in Irn [Cu72j. (See...do co. This in the situation A.’,,)(to 0hli rigit size The grswil. rate is t! ell gis is by Pn) I do )’- ineitiooei by Kriss in which a lito ittbility...33 (1979), 11-36. Univ. Pierre and Marie Curie, Paris, 1981. (Mi80 D. Michehton, Initial boundary-tal-n problems for hlperioic equations and tSo641 A
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.
Frank, J.E.
2006-01-01
In this note we show that multisymplectic Runge-Kutta box schemes, of which the Gauss-Legendre methods are the most important, preserve a discrete conservation law of wave action. The result follows by loop integration over an ensemble of flow realizations, and the local energy-momentum conservation
Implicit finite difference methods on composite grids
Mastin, C. Wayne
1987-01-01
Techniques for eliminating time lags in the implicit finite-difference solution of partial differential equations are investigated analytically, with a focus on transient fluid dynamics problems on overlapping multicomponent grids. The fundamental principles of the approach are explained, and the method is shown to be applicable to both rectangular and curvilinear grids. Numerical results for sample problems are compared with exact solutions in graphs, and good agreement is demonstrated.
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.
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.
SH-wave propagation in the whole mantle using high-order finite differences
H. Igel; Michael Weber;
1995-01-01
Finite-difference approximations to the wave equation in spherical coordinates are used to calculate synthetic seismograms for global Earth models. High-order finite-difference (FD) schemes were employed to obtain accurate waveforms and arrival times. Application to SH-wave propagation in the mantle shows that multiple reflections from the core-mantle boundary (CMB), with travel times of about one hour, can be modeled successfully. FD techniques, which are applicable in generally heterogeneou...
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.
A parallel finite-difference method for computational aerodynamics
Swisshelm, Julie M.
1989-01-01
A finite-difference scheme for solving complex three-dimensional aerodynamic flow on parallel-processing supercomputers is presented. The method consists of a basic flow solver with multigrid convergence acceleration, embedded grid refinements, and a zonal equation scheme. Multitasking and vectorization have been incorporated into the algorithm. Results obtained include multiprocessed flow simulations from the Cray X-MP and Cray-2. Speedups as high as 3.3 for the two-dimensional case and 3.5 for segments of the three-dimensional case have been achieved on the Cray-2. The entire solver attained a factor of 2.7 improvement over its unitasked version on the Cray-2. The performance of the parallel algorithm on each machine is analyzed.
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
General difference schemes with intrinsic parallelism for nonlinear parabolic systems
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.
Comparative study of numerical schemes of TVD3, UNO3-ACM and optimized compact scheme
Lee, Duck-Joo; Hwang, Chang-Jeon; Ko, Duck-Kon; Kim, Jae-Wook
1995-01-01
Three different schemes are employed to solve the benchmark problem. The first one is a conventional TVD-MUSCL (Monotone Upwind Schemes for Conservation Laws) scheme. The second scheme is a UNO3-ACM (Uniformly Non-Oscillatory Artificial Compression Method) scheme. The third scheme is an optimized compact finite difference scheme modified by us: the 4th order Runge Kutta time stepping, the 4th order pentadiagonal compact spatial discretization with the maximum resolution characteristics. The problems of category 1 are solved by using the second (UNO3-ACM) and third (Optimized Compact) schemes. The problems of category 2 are solved by using the first (TVD3) and second (UNO3-ACM) schemes. The problem of category 5 is solved by using the first (TVD3) scheme. It can be concluded from the present calculations that the Optimized Compact scheme and the UN03-ACM show good resolutions for category 1 and category 2 respectively.
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.
Finite difference methods for coupled flow interaction transport models
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.
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,…
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.
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.
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.
Abstract Level Parallelization of Finite Difference Methods
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
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.
Viscoelastic Finite Difference Modeling Using Graphics Processing Units
Fabien-Ouellet, G.; Gloaguen, E.; Giroux, B.
2014-12-01
Full waveform seismic modeling requires a huge amount of computing power that still challenges today's technology. This limits the applicability of powerful processing approaches in seismic exploration like full-waveform inversion. This paper explores the use of Graphics Processing Units (GPU) to compute a time based finite-difference solution to the viscoelastic wave equation. The aim is to investigate whether the adoption of the GPU technology is susceptible to reduce significantly the computing time of simulations. The code presented herein is based on the freely accessible software of Bohlen (2002) in 2D provided under a General Public License (GNU) licence. This implementation is based on a second order centred differences scheme to approximate time differences and staggered grid schemes with centred difference of order 2, 4, 6, 8, and 12 for spatial derivatives. The code is fully parallel and is written using the Message Passing Interface (MPI), and it thus supports simulations of vast seismic models on a cluster of CPUs. To port the code from Bohlen (2002) on GPUs, the OpenCl framework was chosen for its ability to work on both CPUs and GPUs and its adoption by most of GPU manufacturers. In our implementation, OpenCL works in conjunction with MPI, which allows computations on a cluster of GPU for large-scale model simulations. We tested our code for model sizes between 1002 and 60002 elements. Comparison shows a decrease in computation time of more than two orders of magnitude between the GPU implementation run on a AMD Radeon HD 7950 and the CPU implementation run on a 2.26 GHz Intel Xeon Quad-Core. The speed-up varies depending on the order of the finite difference approximation and generally increases for higher orders. Increasing speed-ups are also obtained for increasing model size, which can be explained by kernel overheads and delays introduced by memory transfers to and from the GPU through the PCI-E bus. Those tests indicate that the GPU memory size
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
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 FRACTIONAL STEP METHODS FOR THE TRANSIENT BEHAVIOR OF A SEMICONDUCTOR DEVICE
Yuan Yirang
2005-01-01
Characteristic finite difference fractional step schemes are put forward. The electric Potential equation is described by a seven-point finite difference scheme, and the electron and hole concentration equations are treated by a kind of characteristic finite difference fractional step methods. The temperature equation is described by a fractional step method. Thick and thin grids are made use of to form a complete set. Piecewise threefold quadratic interpolation, symmetrical extension, calculus of variations, commutativity of operator product, decomposition of high order difference operators and prior estimates are also made use of. Optimal order estimates in l2 norm are derived to determine the error of the approximate solution. The well-known problem is thorongley and completely solred.
New Conservative Schemes for Regularized Long Wave Equation
Tingchun Wang; Luming Zhang
2006-01-01
In this paper, two finite difference schemes are presented for initial-boundary value problems of Regularized Long-Wave(RLW) equation. They all have the advantages that there are discrete energies which are conserved. Convergence and stability of difference solutions with order O(h2 +τ2) are proved in the energy norm. Numerical experiment results demonstrate the effectiveness of the proposed schemes.
ON FINITE DIFFERENCES ON A STRING PROBLEM
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.
Situ, J. J.; Barron, R. M.; Higgins, M.
2011-11-01
Partial differential equations (PDEs) arise in connection with many physical phenomena involving two or more independent variables. Boundary conditions associated with the PDEs are either Dirichlet, Neumann or mixed conditions. Analytical solutions for most of these problems are not easy to obtain, and may not even be posssible. For such reasons, numerical methodologies for solving PDEs have been developed, such as finite element (FE), finite volume (FV) and finite difference (FD) methods. In the present paper, an innovative finite difference formulation, referred to as the cell-centred finite difference (CCFD) method, is proposed. Instead of applying finite difference approximations at the grid points as in the traditional finite difference method, the new methodology implements a finite difference scheme at each cell centroid in a predefined mesh topology. The prominent advantage of the proposed methodology is that it allows finite differencing to be applied on any arbitrary mesh topology, i.e. structured, unstructured or hybrid. The CCFD formulation is developed in this paper and implemented on a test problem to demonstrate its capabilities.
Dispersion and stability analysis for a finite difference beam propagation method.
de-Oliva-Rubio, J; Molina-Fernández, I; Godoy-Rubio, R
2008-06-09
Applying continuous and discrete transformation techniques, new analytical expressions to calculate dispersion and stability of a Runge- Kutta Finite Difference Beam Propagation Method (RK-FDBPM) are obtained. These expressions give immediate insight about the discretization errors introduced by the numerical method in the plane-wave spectrum domain. From these expressions a novel strategy to adequately set the mesh steps sizes of the RK-FDBPM is presented. Assessment of the method is performed by studying the propagation in several linear and nonlinear photonic devices for different spatial discretizations.
Finite difference method for the reverse parabolic problem with Neumann condition
Ashyralyyev, Charyyar; Dural, Ayfer; Sozen, Yasar
2012-08-01
A finite difference method for the approximate solution of the reverse multidimensional parabolic differential equation with a multipoint boundary condition and Neumann condition is applied. Stability, almost coercive stability, and coercive stability estimates for the solution of the first and second orders of accuracy difference schemes are obtained. The theoretical statements are supported by the numerical example.
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.
袁益让
2002-01-01
For compressible two-phase displacement problem, a kind of upwind operator splitting finite difference schemes is put forward and make use of operator splitting, of calculus of variations, multiplicative commutation rule of difference operators, decomposition of high order difference operators and prior estimates are adopted. Optimal order estinates in L2 norm are derived to determine the error in the approximate solution.
Finite difference solutions to shocked acoustic waves
Walkington, N. J.; Eversman, W.
1983-01-01
The MacCormack, Lambda and split flux finite differencing schemes are used to solve a one dimensional acoustics problem. Two duct configurations were considered, a uniform duct and a converging-diverging nozzle. Asymptotic solutions for these two ducts are compared with the numerical solutions. When the acoustic amplitude and frequency are sufficiently high the acoustic signal shocks. This condition leads to a deterioration of the numerical solutions since viscous terms may be required if the shock is to be resolved. A continuous uniform duct solution is considered to demonstrate how the viscous terms modify the solution. These results are then compared with a shocked solution with and without viscous terms. Generally it is found that the most accurate solutions are those obtained using the minimum possible viscosity coefficients. All of the schemes considered give results accurate enough for acoustic power calculations with no one scheme performing significantly better than the others.
M2Di: Concise and efficient MATLAB 2-D Stokes solvers using the Finite Difference Method
Räss, Ludovic; Duretz, Thibault; Podladchikov, Yury Y.; Schmalholz, Stefan M.
2017-02-01
Recent development of many multiphysics modeling tools reflects the currently growing interest for studying coupled processes in Earth Sciences. The core of such tools should rely on fast and robust mechanical solvers. Here we provide M2Di, a set of routines for 2-D linear and power law incompressible viscous flow based on Finite Difference discretizations. The 2-D codes are written in a concise vectorized MATLAB fashion and can achieve a time to solution of 22 s for linear viscous flow on 10002 grid points using a standard personal computer. We provide application examples spanning from finely resolved crystal-melt dynamics, deformation of heterogeneous power law viscous fluids to instantaneous models of mantle flow in cylindrical coordinates. The routines are validated against analytical solution for linear viscous flow with highly variable viscosity and compared against analytical and numerical solutions of power law viscous folding and necking. In the power law case, both Picard and Newton iterations schemes are implemented. For linear Stokes flow and Picard linearization, the discretization results in symmetric positive-definite matrix operators on Cartesian grids with either regular or variable grid spacing allowing for an optimized solving procedure. For Newton linearization, the matrix operator is no longer symmetric and an adequate solving procedure is provided. The reported performance of linear and power law Stokes flow is finally analyzed in terms of wall time. All MATLAB codes are provided and can readily be used for educational as well as research purposes. The M2Di routines are available from Bitbucket and the University of Lausanne Scientific Computing Group website, and are also supplementary material to this article.
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.
CONVERGENCE OF INNER ITERATIONS SCHEME OF THE DISCRETE ORDINATE METHOD IN SPHERICAL GEOMETRY
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.
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
Effective condition number for finite difference method
Li, Zi-Cai; Chien, Cheng-Sheng; Huang, Hung-Tsai
2007-01-01
For solving the linear algebraic equations Ax=b with the symmetric and positive definite matrix A, from elliptic equations, the traditional condition number in the 2-norm is defined by Cond.=[lambda]1/[lambda]n, where [lambda]1 and [lambda]n are the maximal and minimal eigenvalues of the matrix A, respectively. The condition number is used to provide the bounds of the relative errors from the perturbation of both A and b. Such a Cond. can only be reached by the worst situation of all rounding errors and all b. For the given b, the true relative errors may be smaller, or even much smaller than the Cond., which is called the effective condition number in Chan and Foulser [Effectively well-conditioned linear systems, SIAM J. Sci. Statist. Comput. 9 (1988) 963-969] and Christiansen and Hansen [The effective condition number applied to error analysis of certain boundary collocation methods, J. Comput. Appl. Math. 54(1) (1994) 15-36]. In this paper, we propose the new computational formulas for effective condition number Cond_eff, and define the new simplified effective condition number Cond_E. For the latter, we only need the eigenvector corresponding to the minimal eigenvalue of A, which can be easily obtained by the inverse power method. In this paper, we also apply the effective condition number for the finite difference method for Poisson's equation. The difference grids are not supposed to be quasiuniform. Under a non-orthogonality assumption, the effective condition number is proven to be O(1) for the homogeneous boundary conditions. Such a result is extraordinary, compared with the traditional , where hmin is the minimal meshspacing of the difference grids used. For the non-homogeneous Neumann and Dirichlet boundary conditions, the effective condition number is proven to be O(h-1/2) and , respectively, where h is the maximal meshspacing of the difference grids. Numerical experiments are carried out to verify the analysis made.
Chen, G.; Zheng, Q.; Coleman, M.; Weerakoon, S.
1983-01-01
This paper briefly reviews convergent finite difference schemes for hyperbolic initial boundary value problems and their applications to boundary control systems of hyperbolic type which arise in the modelling of vibrations. These difference schemes are combined with the primal and the dual approaches to compute the optimal control in the unconstrained case, as well as the case when the control is subject to inequality constraints. Some of the preliminary numerical results are also presented.
Stability of pseudospectral and finite-difference methods for variable coefficient problems
Gottlieb, D.; Orszag, S. A.; Turkel, E.
1981-01-01
It is shown that pseudospectral approximation to a special class of variable coefficient one-dimensional wave equations is stable and convergent even though the wave speed changes sign within the domain. Computer experiments indicate similar results are valid for more general problems. Similarly, computer results indicate that the leapfrog finite-difference scheme is stable even though the wave speed changes sign within the domain. However, both schemes can be asymptotically unstable in time when a fixed spatial mesh is used.
Gaonkar, A. K.; Kulkarni, S. S.
2015-01-01
In the present paper, a method to reduce the computational cost associated with solving a nonlinear transient heat conduction problem is presented. The proposed method combines the ideas of two level discretization and the multilevel time integration schemes with the proper orthogonal decomposition model order reduction technique. The accuracy and the computational efficiency of the proposed methods is discussed. Several numerical examples are presented for validation of the approach. Compared to the full finite element model, the proposed method significantly reduces the computational time while maintaining an acceptable level of accuracy.
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. .
Test of two methods for faulting on finite-difference calculations
Andrews, D.J.
1999-01-01
Tests of two fault boundary conditions show that each converges with second order accuracy as the finite-difference grid is refined. The first method uses split nodes so that there are disjoint grids that interact via surface traction. The 3D version described here is a generalization of a method I have used extensively in 2D; it is as accurate as the 2D version. The second method represents fault slip as inelastic strain in a fault zone. Offset of stress from its elastic value is seismic moment density. Implementation of this method is quite simple in a finite-difference scheme using velocity and stress as dependent variables.
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.
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
Huang, Qihua; Wang, Hao
2016-08-01
The question of the effects of environmental toxins on ecological communities is of great interest from both environmental and conservational points of view. Mathematical models have been applied increasingly to predict the effects of toxins on a variety of ecological processes. Motivated by the fact that individuals with different sizes may have different sensitivities to toxins, we develop a toxin-mediated size-structured model which is given by a system of first order fully nonlinear partial differential equations (PDEs). It is very possible that this work represents the first derivation of a PDE model in the area of ecotoxicology. To solve the model, an explicit finite difference approximation to this PDE system is developed. Existence-uniqueness of the weak solution to the model is established and convergence of the finite difference approximation to this unique solution is proved. Numerical examples are provided by numerically solving the PDE model using the finite difference scheme.
A finite difference, multipoint flux numerical approach to flow in porous media: Numerical examples
Osman, Hossam Omar
2012-06-17
It is clear that none of the current available numerical schemes which may be adopted to solve transport phenomena in porous media fulfill all the required robustness conditions. That is while the finite difference methods are the simplest of all, they face several difficulties in complex geometries and anisotropic media. On the other hand, while finite element methods are well suited to complex geometries and can deal with anisotropic media, they are more involved in coding and usually require more execution time. Therefore, in this work we try to combine some features of the finite element technique, namely its ability to work with anisotropic media with the finite difference approach. We reduce the multipoint flux, mixed finite element technique through some quadrature rules to an equivalent cell-centered finite difference approximation. We show examples on using this technique to single-phase flow in anisotropic porous media.
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...
On the Stability of the Finite Difference based Lattice Boltzmann Method
El-Amin, Mohamed
2013-06-01
This paper is devoted to determining the stability conditions for the finite difference based lattice Boltzmann method (FDLBM). In the current scheme, the 9-bit two-dimensional (D2Q9) model is used and the collision term of the Bhatnagar- Gross-Krook (BGK) is treated implicitly. The implicitness of the numerical scheme is removed by introducing a new distribution function different from that being used. Therefore, a new explicit finite-difference lattice Boltzmann method is obtained. Stability analysis of the resulted explicit scheme is done using Fourier expansion. Then, stability conditions in terms of time and spatial steps, relaxation time and explicitly-implicitly parameter are determined by calculating the eigenvalues of the given difference system. The determined conditions give the ranges of the parameters that have stable solutions.
Garamendi, Juan Francisco; Gaspar, Francisco José; Malpica, Norberto; Schiavi, Emanuele
2013-05-01
In this paper, we propose some new box relaxation numerical schemes on staggered grids to solve the stationary system of partial differential equations arising from the dual minimization problem associated with the total variation operator. We present in detail the numerical schemes for the scalar case and its generalization to multichannel (vectorial) images. Then, we discuss their implementation in digital image denoising. The results outperform the resolution of the dual equation based on the gradient descent approach and pave the way for more advanced numerical strategies.
Tam, Christopher K. W.; Webb, Jay C.
1994-01-01
In this paper finite-difference solutions of the Helmholtz equation in an open domain are considered. By using a second-order central difference scheme and the Bayliss-Turkel radiation boundary condition, reasonably accurate solutions can be obtained when the number of grid points per acoustic wavelength used is large. However, when a smaller number of grid points per wavelength is used excessive reflections occur which tend to overwhelm the computed solutions. Excessive reflections are due to the incompability between the governing finite difference equation and the Bayliss-Turkel radiation boundary condition. The Bayliss-Turkel radiation boundary condition was developed from the asymptotic solution of the partial differential equation. To obtain compatibility, the radiation boundary condition should be constructed from the asymptotic solution of the finite difference equation instead. Examples are provided using the improved radiation boundary condition based on the asymptotic solution of the governing finite difference equation. The computed results are free of reflections even when only five grid points per wavelength are used. The improved radiation boundary condition has also been tested for problems with complex acoustic sources and sources embedded in a uniform mean flow. The present method of developing a radiation boundary condition is also applicable to higher order finite difference schemes. In all these cases no reflected waves could be detected. The use of finite difference approximation inevita bly introduces anisotropy into the governing field equation. The effect of anisotropy is to distort the directional distribution of the amplitude and phase of the computed solution. It can be quite large when the number of grid points per wavelength used in the computation is small. A way to correct this effect is proposed. The correction factor developed from the asymptotic solutions is source independent and, hence, can be determined once and for all. The
Discrete exterior calculus (DEC) for the surface Navier-Stokes equation
Nitschke, Ingo; Voigt, Axel
2016-01-01
We consider a numerical approach for the incompressible surface Navier-Stokes equation. The approach is based on the covariant form and uses discrete exterior calculus (DEC) in space and a semi-implicit discretization in time. The discretization is described in detail and related to finite difference schemes on staggered grids in flat space for which we demonstrate second order convergence. We compare computational results with a vorticity-stream function approach for surfaces with genus 0 and demonstrate the interplay between topology, geometry and flow properties. Our discretization also allows to handle harmonic vector fields, which we demonstrate on a torus.
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.
A Scheme to Share Information via Employing Discrete Algorithm to Quantum States*
KANG Guo-Dong; FANG Mao-Fa
2011-01-01
We propose a protocol for information sharing between two legitimate parties (Bob and Alice) via public-key cryptography. In particular, we specialize the protocol by employing discrete algorithm under mod that maps integers to quantum states via photon rotations. Based on this algorithm, we find that the protocol is secure under various classes of attacks. Specially, owe to the algorithm, the security of the classical privacy contained in the quantum public-key and the corresponding ciphertext is guaranteed. And the protocol is robust against the impersonation attack and the active wiretapping attack by designing particular checking processing, thus the protocol is valid.
General A Scheme to Share Information via Employing Discrete Algorithm to Quantum States
Kang, Guo-Dong; Fang, Mao-Fa
2011-02-01
We propose a protocol for information sharing between two legitimate parties (Bob and Alice) via public-key cryptography. In particular, we specialize the protocol by employing discrete algorithm under mod that maps integers to quantum states via photon rotations. Based on this algorithm, we find that the protocol is secure under various classes of attacks. Specially, owe to the algorithm, the security of the classical privacy contained in the quantum public-key and the corresponding ciphertext is guaranteed. And the protocol is robust against the impersonation attack and the active wiretapping attack by designing particular checking processing, thus the protocol is valid.
Mccoy, M. J.
1980-01-01
Various finite difference techniques used to solve Laplace's equation are compared. Curvilinear coordinate systems are used on two dimensional regions with irregular boundaries, specifically, regions around circles and airfoils. Truncation errors are analyzed for three different finite difference methods. The false boundary method and two point and three point extrapolation schemes, used when having the Neumann boundary condition are considered and the effects of spacing and nonorthogonality in the coordinate systems are studied.
An Image Hiding Scheme Using 3D Sawtooth Map and Discrete Wavelet Transform
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.
Jameson, A.
1976-01-01
A review is presented of some recently developed numerical methods for the solution of nonlinear equations of mixed type. The methods considered use finite difference approximations to the differential equation. Central difference formulas are employed in the subsonic zone and upwind difference formulas are used in the supersonic zone. The relaxation method for the small disturbance equation is discussed and a description is given of difference schemes for the potential flow equation in quasi-linear form. Attention is also given to difference schemes for the potential flow equation in conservation form, the analysis of relaxation schemes by the time dependent analogy, the accelerated iterative method, and three-dimensional calculations.
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.
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.
Macaraeg, M. G.
1985-01-01
A numerical study of the steady, axisymmetric flow in a heated, rotating spherical shell is conducted to model the Atmospheric General Circulation Experiment (AGCE) proposed to run aboard a later Shuttle mission. The AGCE will consist of concentric rotating spheres confining a dielectric fluid. By imposing a dielectric field across the fluid a radial body force will be created. The numerical solution technique is based on the incompressible Navier-Stokes equations. In the method a pseudospectral technique is used in the latitudinal direction, and a second-order accurate finite difference scheme discretizes time and radial derivatives. This paper discusses the development and performance of this numerical scheme for the AGCE which has been modeled in the past only by pure FD formulations. In addition, previous models have not investigated the effect of using a dielectric force to simulate terrestrial gravity. The effect of this dielectric force on the flow field is investigated as well as a parameter study of varying rotation rates and boundary temperatures. Among the effects noted are the production of larger velocities and enhanced reversals of radial temperature gradients for a body force generated by the electric field.
A Fault Detection and Isolation Scheme Based on Parity Space Method for Discrete Time-delay System
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.
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.
A quasi-vector finite difference mode solver for optical waveguides with step-index profiles
Jinbiao Xiao; Mingde Zhang; Xiaohan Sun
2006-01-01
@@ A finite difference scheme based on the polynomial interpolation is constructed to solve the quasi-vector equations for optical waveguides with step-index profiles. The discontinuities of the normal components of the electric field across abrupt dielectric interfaces are taken into account. The numerical results include the polarization effects, but the memory requirement is the same as in solving the scalar wave equation. Moreover, the proposed finite difference scheme can be applied to both uniform and non-uniform mesh grids. The modal propagation constants and field distributions for a buried rectangular waveguide and a rib waveguide are presented. Solutions are compared favorably with those obtained by the numerical approaches published earlier.
Franzè, Giuseppe; Lucia, Walter; Tedesco, Francesco
2014-12-01
This paper proposes a Model Predictive Control (MPC) strategy to address regulation problems for constrained polytopic Linear Parameter Varying (LPV) systems subject to input and state constraints in which both plant measurements and command signals in the loop are sent through communication channels subject to time-varying delays (Networked Control System (NCS)). The results here proposed represent a significant extension to the LPV framework of a recent Receding Horizon Control (RHC) scheme developed for the so-called robust case. By exploiting the parameter availability, the pre-computed sequences of one- step controllable sets inner approximations are less conservative than the robust counterpart. The resulting framework guarantees asymptotic stability and constraints fulfilment regardless of plant uncertainties and time-delay occurrences. Finally, experimental results on a laboratory two-tank test-bed show the effectiveness of the proposed approach.
A Finite Difference Approximation for a Coupled System of Nonlinear Size-Structured Populations
2000-01-01
We study a quasilinear nonlocal hyperbolic initial-boundary value problem that models the evolution of N size-structured subpopulations competing for common resources. We develop an implicit finite difference scheme to approximate the solution of this model. The convergence of this approximation to a unique bounded variation weak solution is obtained. The numerical results for a special case of this model suggest that when subpopulations are closed under reproduction, one subpopulation survives and the others go to extinction. Moreover
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.
Eigenvalues of singular differential operators by finite difference methods. II.
Baxley, J. V.
1972-01-01
Note is made of an earlier paper which defined finite difference operators for the Hilbert space L2(m), and gave the eigenvalues for these operators. The present work examines eigenvalues for higher order singular differential operators by using finite difference methods. The two self-adjoint operators investigated are defined by a particular value in the same Hilbert space, L2(m), and are strictly positive with compact inverses. A class of finite difference operators is considered, with the idea of application to the theory of Toeplitz matrices. The approximating operators consist of a good approximation plus a perturbing operator.
FINITE DIFFERENCE APPROXIMATE SOLUTIONS FOR THE RLW EQUATION%非线性RLW方程的有限差分逼近
冯民富; 潘璐; 王殿志
2003-01-01
A finite difference scheme is proposed to solve the regularized long wave(RLW)equation for computational simplicity compared to finite element methods. Exis-tence and uniqueness of numerical solutions are shown. A priori bound and the error estimates as well as conservation of energy of the finite difference approximate solutions are discussed with theory and numerical examples.
正则长波方程的一个新的差分方法%A NEW FINITE DIFFERENCE METHOD FOR REGULARIZED LONG-WAVE EQUATION
张鲁明; 常谦顺
2000-01-01
In this paper, a finite difference method for a initial-boundary valueproblem of regularized long-wave equation was considered. A energyconservative finite difference scheme of three levels was proposed.Convergence and stability of difference solution were proved. The schemeneedn't iterate, thus, requires less CPU time. Numerical experimentresults demonstrate that the method is efficient and reliable.
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)
ANTI-DIFFUSIVE FINITE DIFFERENCE WENO METHODS FOR SHALLOW WATER WITH TRANSPORT OF POLLUTANT
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
ADI FD schemes for the numerical solution of the three-dimensional Heston-Cox-Ingersoll-Ross PDE
Haentjens, Tinne
2012-09-01
This paper deals with the numerical solution of the time-dependent, three-dimensional Heston-Cox-Ingersoll- Ross PDE, with all correlations nonzero, for the fair pricing of European call options. We apply a finite difference dis-cretization on non-uniform spatial grids and then numerically solve the semi-discrete system in time by using an Alternating Direction Implicit scheme. We show that this leads to a highly efficient and stable numerical solution method.
周毓麟; 沈隆钧; 袁光伟
1996-01-01
The explicit, weak and strong implicit difference solution for the first boundary problem ofquasilinear parabolic system is considered:where u,, and f are m-dimensional vector valued functions, A is an m x m positively definite matrix, andFor this problem, the absolute and relative stability for the general difference schemes is justifiedin the sense of the continuous dependence of the discrete vector solution of the difference schemes on the discrete data of the original problems.
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.
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.
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.
Stability and non-standard finite difference method of the generalized Chua's circuit
Radwan, Ahmed G.
2011-08-01
In this paper, we develop a framework to obtain approximate numerical solutions of the fractional-order Chua\\'s circuit with Memristor using a non-standard finite difference method. Chaotic response is obtained with fractional-order elements as well as integer-order elements. Stability analysis and the condition of oscillation for the integer-order system are discussed. In addition, the stability analyses for different fractional-order cases are investigated showing a great sensitivity to small order changes indicating the poles\\' locations inside the physical s-plane. The GrnwaldLetnikov method is used to approximate the fractional derivatives. Numerical results are presented graphically and reveal that the non-standard finite difference scheme is an effective and convenient method to solve fractional-order chaotic systems, and to validate their stability. © 2011 Elsevier Ltd. All rights reserved.
The modified equation approach to the stability and accuracy analysis of finite-difference methods
Warming, R. F.; Hyett, B. J.
1974-01-01
The stability and accuracy of finite-difference approximations to simple linear partial differential equations are analyzed by studying the modified partial differential equation. Aside from round-off error, the modified equation represents the actual partial differential equation solved when a numerical solution is computed using a finite-difference equation. The modified equation is derived by first expanding each term of a difference scheme in a Taylor series and then eliminating time derivatives higher than first order by certain algebraic manipulations. The connection between 'heuristic' stability theory based on the modified equation approach and the von Neumann (Fourier) method is established. In addition to the determination of necessary and sufficient conditions for computational stability, a truncated version of the modified equation can be used to gain insight into the nature of both dissipative and dispersive errors.
Morshed, Monjur; Ingalls, Brian; Ilie, Silvana
2017-01-01
Sensitivity analysis characterizes the dependence of a model's behaviour on system parameters. It is a critical tool in the formulation, characterization, and verification of models of biochemical reaction networks, for which confident estimates of parameter values are often lacking. In this paper, we propose a novel method for sensitivity analysis of discrete stochastic models of biochemical reaction systems whose dynamics occur over a range of timescales. This method combines finite-difference approximations and adaptive tau-leaping strategies to efficiently estimate parametric sensitivities for stiff stochastic biochemical kinetics models, with negligible loss in accuracy compared with previously published approaches. We analyze several models of interest to illustrate the advantages of our method.
Arbitrary Order Mixed Mimetic Finite Differences Method with Nodal Degrees of Freedom
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.
Slat Noise Predictions Using Higher-Order Finite-Difference Methods on Overset Grids
Housman, Jeffrey A.; Kiris, Cetin
2016-01-01
Computational aeroacoustic simulations using the structured overset grid approach and higher-order finite difference methods within the Launch Ascent and Vehicle Aerodynamics (LAVA) solver framework are presented for slat noise predictions. The simulations are part of a collaborative study comparing noise generation mechanisms between a conventional slat and a Krueger leading edge flap. Simulation results are compared with experimental data acquired during an aeroacoustic test in the NASA Langley Quiet Flow Facility. Details of the structured overset grid, numerical discretization, and turbulence model are provided.
FINITE DIFFERENCE SIMULATION OF LOW CARBON STEEL MANUAL ARC WELDING
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
Compact finite difference method for American option pricing
Zhao, Jichao; Davison, Matt; Corless, Robert M.
2007-09-01
A compact finite difference method is designed to obtain quick and accurate solutions to partial differential equation problems. The problem of pricing an American option can be cast as a partial differential equation. Using the compact finite difference method this problem can be recast as an ordinary differential equation initial value problem. The complicating factor for American options is the existence of an optimal exercise boundary which is jointly determined with the value of the option. In this article we develop three ways of combining compact finite difference methods for American option price on a single asset with methods for dealing with this optimal exercise boundary. Compact finite difference method one uses the implicit condition that solutions of the transformed partial differential equation be nonnegative to detect the optimal exercise value. This method is very fast and accurate even when the spatial step size h is large (h[greater-or-equal, slanted]0.1). Compact difference method two must solve an algebraic nonlinear equation obtained by Pantazopoulos (1998) at every time step. This method can obtain second order accuracy for space x and requires a moderate amount of time comparable with that required by the Crank Nicolson projected successive over relaxation method. Compact finite difference method three refines the free boundary value by a method developed by Barone-Adesi and Lugano [The saga of the American put, 2003], and this method can obtain high accuracy for space x. The last two of these three methods are convergent, moreover all the three methods work for both short term and long term options. Through comparison with existing popular methods by numerical experiments, our work shows that compact finite difference methods provide an exciting new tool for American option pricing.
A HIGH-ORDER PAD(E) SCHEME FOR KORTEWEG-DE VRIES EQUATIONS
XU Zhen-li; LIU Ru-xun
2005-01-01
A high-order finite difference Padé scheme also called compact scheme for solving Korteweg-de Vries (KdV) equations, which preserve energy and mass conservations, was developed in this paper.This structure-preserving algorithm has been widely applied in these years for its advantage of maintaining the inherited properties.For spatial discretization, the authors obtained an implicit compact scheme by which spatial derivative terms may be approximated through combining a few knots.By some numerical examples including propagation of single soliton and interaction of two solitons, the scheme is proved to be effective.
Finite-Difference Frequency-Domain Method in Nanophotonics
Ivinskaya, Aliaksandra
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...... is often indispensable. This thesis presents the development of rigorous finite-difference method, a very general tool to solve Maxwell’s equations in arbitrary geometries in three dimensions, with an emphasis on the frequency-domain formulation. Enhanced performance of the perfectly matched layers...
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.
Serpentine: Finite Difference Methods for Wave Propagation in Second Order Formulation
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
Chebyshev Finite Difference Method for Fractional Boundary Value Problems
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
Eigenvalues of singular differential operators by finite difference methods. I.
Baxley, J. V.
1972-01-01
Approximation of the eigenvalues of certain self-adjoint operators defined by a formal differential operator in a Hilbert space. In general, two problems are studied. The first is the problem of defining a suitable Hilbert space operator that has eigenvalues. The second problem concerns the finite difference operators to be used.
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.
The mimetic finite difference method for the Landau-Lifshitz equation
Kim, Eugenia; Lipnikov, Konstantin
2017-01-01
The Landau-Lifshitz equation describes the dynamics of the magnetization inside ferromagnetic materials. This equation is highly nonlinear and has a non-convex constraint (the magnitude of the magnetization is constant) which poses interesting challenges in developing numerical methods. We develop and analyze explicit and implicit mimetic finite difference schemes for this equation. These schemes work on general polytopal meshes which provide enormous flexibility to model magnetic devices with various shapes. A projection on the unit sphere is used to preserve the magnitude of the magnetization. We also provide a proof that shows the exchange energy is decreasing in certain conditions. The developed schemes are tested on general meshes that include distorted and randomized meshes. The numerical experiments include a test proposed by the National Institute of Standard and Technology and a test showing formation of domain wall structures in a thin film.
Staircase-free finite-difference time-domain formulation for general materials in complex geometries
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...
A novel incompressible finite-difference lattice Boltzmann equation for particle-laden flow
Sheng Chen; Zhaohui Liu; Baochang Shi; Zhu He; Chuguang Zheng
2005-01-01
In this paper, we propose a novel incompressible finite-difference lattice Boltzmann Equation (FDLBE). Because source terms that reflect the interaction between phases can be accurately described, the new model is suitable for simulating two-way coupling incompressible multiphase flow.The 2-D particle-laden flow over a backward-facing step is chosen as a test case to validate the present method. Favorable results are obtained and the present scheme is shown to have good prospects in practical applications.
Yoshihiromochimaru
2000-01-01
A steady-state two-dimensional natural convection in a rectangular equlateral triangle cavity is analyzed numercally,using a spectral finite difference scheme,where a conformal mapping coordinate system is adopted with a unit circle for the boundary.Vorticity-stream function formulation is used in conjunction with an energy equation.Time marching algorithm in a diagonal dominant form under a Fourier series decomposition is used to give a steady-state field for a mixed(Neumann and Dirichlet) thermal boundary condition even at a Grashof number of 106.
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.
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.
High-order finite difference solution for 3D nonlinear wave-structure interaction
Ducrozet, Guillaume; Bingham, Harry B.; Engsig-Karup, Allan Peter;
2010-01-01
This contribution presents our recent progress on developing an efficient fully-nonlinear potential flow model for simulating 3D wave-wave and wave-structure interaction over arbitrary depths (i.e. in coastal and offshore environment). The model is based on a high-order finite difference scheme...... OceanWave3D presented in [1, 2]. A nonlinear decomposition of the solution into incident and scattered fields is used to increase the efficiency of the wave-structure interaction problem resolution. Application of the method to the diffraction of nonlinear waves around a fixed, bottom mounted circular...
Flux vector splitting of the inviscid equations with application to finite difference methods
Steger, J. L.; Warming, R. F.
1979-01-01
The conservation-law form of the inviscid gasdynamic equations has the remarkable property that the nonlinear flux vectors are homogeneous functions of degree one. This property readily permits the splitting of flux vectors into subvectors by similarity transformations so that each subvector has associated with it a specified eigenvalue spectrum. As a consequence of flux vector splitting, new explicit and implicit dissipative finite-difference schemes are developed for first-order hyperbolic systems of equations. Appropriate one-sided spatial differences for each split flux vector are used throughout the computational field even if the flow is locally subsonic. The results of some preliminary numerical computations are included.
Steger, J. L.; Warming, R. F.
1981-01-01
The conservation-law form of the inviscid gasdynamic equations has the remarkable property that the nonlinear flux vectors are homogeneous functions of degree one. This property readily permits the splitting of flux vectors into subvectors by similarity transformations so that each subvector has associated with it a specified eigenvalue spectrum. As a consequence of flux vector splitting, new explicit and implicit dissipative finite-difference schemes are developed for first-order hyperbolic systems of equations. Appropriate one-sided spatial differences for each split flux vector are used throughout the computational field even if the flow is locally subsonic. The results of some preliminary numerical computations are included.
袁益让
1994-01-01
The software for oil-gas transport and accumulation is to describe the history of oil-gas transport and accumulation in basin evolution. It is of great value in rational evaluation of prospecting and exploiting oil-gas resources. The mathematical model can be described as a coupled system of nonlinear partial differential equations with moving boundary value problem. This paper puts forward a kind of characteristic finite difference schemes, and derives from them optimal order estimates in l~2 norm for the error in the approximate solutions. The research is important both theoretically and practically for the model analysis in the field, for model numerical method and for software development.
Zhao, Jia; Yang, Xiaofeng; Shen, Jie; Wang, Qi
2016-01-01
We develop a linear, first-order, decoupled, energy-stable scheme for a binary hydrodynamic phase field model of mixtures of nematic liquid crystals and viscous fluids that satisfies an energy dissipation law. We show that the semi-discrete scheme in time satisfies an analogous, semi-discrete energy-dissipation law for any time-step and is therefore unconditionally stable. We then discretize the spatial operators in the scheme by a finite-difference method and implement the fully discrete scheme in a simplified version using CUDA on GPUs in 3 dimensions in space and time. Two numerical examples for rupture of nematic liquid crystal filaments immersed in a viscous fluid matrix are given, illustrating the effectiveness of this new scheme in resolving complex interfacial phenomena in free surface flows of nematic liquid crystals.
Oud, G. T.; van der Heul, D. R.; Vuik, C.; Henkes, R. A. W. M.
2016-11-01
We present a finite difference discretization of the incompressible Navier-Stokes equations in cylindrical coordinates. This currently is, to the authors' knowledge, the only scheme available that is demonstrably capable of conserving mass, momentum and kinetic energy (in the absence of viscosity) on both uniform and non-uniform grids. Simultaneously, we treat the inherent discretization issues that arise due to the presence of the coordinate singularity at the polar axis. We demonstrate the validity of the conservation claims by performing a number of numerical experiments with the proposed scheme, and we show that it is second order accurate in space using the Method of Manufactured Solutions.
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.
Adam Martowicz
2015-01-01
Full Text Available The paper addresses the problem of numerical dispersion in simulations of wave propagation in solids. This characteristic of numerical models results from both spatial discretization and temporal discretization applied to carry out transient analyses. A denser mesh of degrees of freedom could be a straightforward solution to mitigate numerical dispersion, since it provides more advantageous relation between the model length scale and considered wavelengths. However, this approach also leads to higher computational effort. An alternative approach is the application of nonlocal discretization schemes, which employ a relatively sparse spatial distribution of nodes. Numerical analysis carried out to study the propagation of elastic waves in isotropic solid materials is demonstrated. Fourier-based nonlocal discretization for continuum mechanics is introduced for a two-dimensional model undergoing out-of-plane wave propagation. The results show gradual increase of the effectiveness of this approach while expanding the region of nonlocal interactions in the numerical model. A challenging case of high ratio between the model length scale and wavelength is investigated to present capability of the proposed approach. The elaborated discretization method also provides the perspective of accurate representation of any arbitrarily shaped dispersion relation based on physical properties of modelled materials.
Time-dependent optimal heater control using finite difference method
Li, Zhen Zhe; Heo, Kwang Su; Choi, Jun Hoo; Seol, Seoung Yun [Chonnam National Univ., Gwangju (Korea, Republic of)
2008-07-01
Thermoforming is one of the most versatile and economical process to produce polymer products. The drawback of thermoforming is difficult to control thickness of final products. Temperature distribution affects the thickness distribution of final products, but temperature difference between surface and center of sheet is difficult to decrease because of low thermal conductivity of ABS material. In order to decrease temperature difference between surface and center, heating profile must be expressed as exponential function form. In this study, Finite Difference Method was used to find out the coefficients of optimal heating profiles. Through investigation, the optimal results using Finite Difference Method show that temperature difference between surface and center of sheet can be remarkably minimized with satisfying temperature of forming window.
Time dependent wave envelope finite difference analysis of sound propagation
Baumeister, K. J.
1984-01-01
A transient finite difference wave envelope formulation is presented for sound propagation, without steady flow. Before the finite difference equations are formulated, the governing wave equation is first transformed to a form whose solution tends not to oscillate along the propagation direction. This transformation reduces the required number of grid points by an order of magnitude. Physically, the transformed pressure represents the amplitude of the conventional sound wave. The derivation for the wave envelope transient wave equation and appropriate boundary conditions are presented as well as the difference equations and stability requirements. To illustrate the method, example solutions are presented for sound propagation in a straight hard wall duct and in a two dimensional straight soft wall duct. The numerical results are in good agreement with exact analytical results.
DEVELOPMENT AND APPLICATIONS OF WENO SCHEMES IN CONTINUUM PHYSICS
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.``
Bieniasz, Leslaw K.; Østerby, Ole; Britz, Dieter
1995-01-01
The stepwise numerical stability of the classic explicit, fully implicit and Crank-Nicolson finite difference discretizations of example diffusional initial boundary value problems from electrochemical kinetics has been investigated using the matrix method of stability analysis. Special attention...
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 ...
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.
YUAN; Yiran(袁益让)
2002-01-01
For combinatorial system of multilayer dynamics of fluids in porous media, the second order and first order upwind finite difference fractional steps schemes applicable to parallel arithmetic are put forward and two-dimensional and three-dimensional schemes are used to form a complete set. Some techniques,such as implicit-explicit difference scheme, calculus of variations, multiplicative commutation rule of difference operators, decomposition of high order difference operators and prior estimates, are adopted. Optimal order estimates in L2 norm are derived to determine the error in the second order approximate solution. This method has already been applied to the numerical simulation of migration-accumulation of oil resources.
A new 9-point sixth-order accurate compact finite-difference method for the Helmholtz equation
Nabavi, Majid; Siddiqui, M. H. Kamran; Dargahi, Javad
2007-11-01
A new 9-point sixth-order accurate compact finite-difference method for solving the Helmholtz equation in one and two dimensions, is developed and analyzed. This scheme is based on sixth-order approximation to the derivative calculated from the Helmholtz equation. A sixth-order accurate symmetrical representation for the Neumann boundary condition was also developed. The efficiency and accuracy of the scheme is validated by its application to two test problems which have exact solutions. Numerical results show that this sixth-order scheme has the expected accuracy and behaves robustly with respect to the wave number.
Shu, Chi-Wang
1998-01-01
This project is about the development of high order, non-oscillatory type schemes for computational fluid dynamics. Algorithm analysis, implementation, and applications are performed. Collaborations with NASA scientists have been carried out to ensure that the research is relevant to NASA objectives. The combination of ENO finite difference method with spectral method in two space dimension is considered, jointly with Cai [3]. The resulting scheme behaves nicely for the two dimensional test problems with or without shocks. Jointly with Cai and Gottlieb, we have also considered one-sided filters for spectral approximations to discontinuous functions [2]. We proved theoretically the existence of filters to recover spectral accuracy up to the discontinuity. We also constructed such filters for practical calculations.
A finite difference method for the design of gradient coils in MRI--an initial framework.
Zhu, Minhua; Xia, Ling; Liu, Feng; Zhu, Jianfeng; Kang, Liyi; Crozier, Stuart
2012-09-01
This paper proposes a finite-difference (FD)-based method for the design of gradient coils in MRI. The design method first uses the FD approximation to describe the continuous current density of the coil space and then employs the stream function method to extract the coil patterns. During the numerical implementation, a linear equation is constructed and solved using a regularization scheme. The algorithm details have been exemplified through biplanar and cylindrical gradient coil design examples. The design method can be applied to unusual coil designs such as ultrashort or dedicated gradient coils. The proposed gradient coil design scheme can be integrated into a FD-based electromagnetic framework, which can then provide a unified computational framework for gradient and RF design and patient-field interactions.
THE UPWIND FINITE DIFFERENCE METHOD FOR MOVING BOUNDARY VALUE PROBLEM OF COUPLED SYSTEM
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.
XIAO Jinbiao; LIU Xu; CAI Chun; FAN Hehong; SUN Xiaohan
2006-01-01
A modified alternating direction implicit approach is proposed to discretize the three-dimensional full-vectorial beam propagation method (3D-FV-BPM) formulation along the longitudinal direction. The cross-coupling terms (CCTs) are neglected at the first substep, and then double used at the second substep. The order of two substeps is reversed for each transverse electric field component so that the CCTs are always expressed in an implicit form, thus the calculation is efficient and stable. Based on the multinomial interpolation, a universal finite difference scheme with a high accuracy is developed to approximate the 3D-FV-BPM formulation along the transverse directions, in which the discontinuities of the normal components of the electric field across the abrupt dielectric interfaces are taken into account and can be applied to both uniform and non-uniform grids. The corresponding imaginary-distance procedure is first applied to a buried rectangular and a GaAs-based deeply-etched rib waveguide. The field patterns and the normalized propagation constants of the fundamental and the first order modes are presented and the hybrid nature of the full-vectorial guided-modes is demonstrated, which shows the validity and utility of the present approach. Then the modal characteristics of the deeply- and shallow-etched rib waveguides based on the InGaAsp/InGaAsP strained multiple quantum wells in InP substrate are investigated in detail. The results are necessary for modeling and the design of the planar lightwave circuits or photonic integrated circuits based on these waveguides.
A RBF Based Local Gridfree Scheme for Unsteady Convection-Diffusion Problems
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.
Two-dimensional discrete mathematical model of tumor-induced angiogenesis
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.
Seismic imaging using finite-differences and parallel computers
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.
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
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.
Acoustic radiation force analysis using finite difference time domain method.
Grinenko, A; Wilcox, P D; Courtney, C R P; Drinkwater, B W
2012-05-01
Acoustic radiation force exerted by standing waves on particles is analyzed using a finite difference time domain Lagrangian method. This method allows the acoustic radiation force to be obtained directly from the solution of nonlinear fluid equations, without any assumptions on size or geometry of the particles, boundary conditions, or acoustic field amplitude. The model converges to analytical results in the limit of small particle radii and low field amplitudes, where assumptions within the analytical models apply. Good agreement with analytical and numerical models based on solutions of linear scattering problems is observed for compressible particles, whereas some disagreement is detected when the compressibility of the particles decreases.
A review of current finite difference rotor flow methods
Caradonna, F. X.; Tung, C.
1986-01-01
Rotary-wing computational fluid dynamics is reaching a point where many three-dimensional, unsteady, finite-difference codes are becoming available. This paper gives a brief review of five such codes, which treat the small disturbance, conservative and nonconservative full-potential, and Euler flow models. A discussion of the methods of applying these codes to the rotor environment (including wake and trim considerations) is followed by a comparison with various available data. These data include tests of advancing lifting and nonlifting, and hovering model rotors with significant supercritical flow regions. The codes are also compared for computational efficiency.
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.
Zehner, Björn; Hellwig, Olaf; Linke, Maik; Görz, Ines; Buske, Stefan
2016-01-01
3D geological underground models are often presented by vector data, such as triangulated networks representing boundaries of geological bodies and geological structures. Since models are to be used for numerical simulations based on the finite difference method, they have to be converted into a representation discretizing the full volume of the model into hexahedral cells. Often the simulations require a high grid resolution and are done using parallel computing. The storage of such a high-resolution raster model would require a large amount of storage space and it is difficult to create such a model using the standard geomodelling packages. Since the raster representation is only required for the calculation, but not for the geometry description, we present an algorithm and concept for rasterizing geological models on the fly for the use in finite difference codes that are parallelized by domain decomposition. As a proof of concept we implemented a rasterizer library and integrated it into seismic simulation software that is run as parallel code on a UNIX cluster using the Message Passing Interface. We can thus run the simulation with realistic and complicated surface-based geological models that are created using 3D geomodelling software, instead of using a simplified representation of the geological subsurface using mathematical functions or geometric primitives. We tested this set-up using an example model that we provide along with the implemented library.
Finite-Difference Simulation of Elastic Wave with Separation in Pure P- and S-Modes
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.
Comparison Study on the Performances of Finite Volume Method and Finite Difference Method
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 calculation of traveltimes based on rectangular grid
李振春; 刘玉莲; 张建磊; 马在田; 王华忠
2004-01-01
To the most of velocity fields, the traveltimes of the first break that seismic waves propagate along rays can be computed on a 2-D or 3-D numerical grid by finite-difference extrapolation. Under ensuring accuracy, to improve calculating efficiency and adaptability, the calculation method of first-arrival traveltime of finite-difference is derived based on any rectangular grid and a local plane wavefront approximation. In addition, head waves and scattering waves are properly treated and shadow and caustic zones cannot be encountered, which appear in traditional ray-tracing. The testes of two simple models and the complex Marmousi model show that the method has higher accuracy and adaptability to complex structure with strong vertical and lateral velocity variation, and Kirchhoff prestack depth migration based on this method can basically achieve the position imaging effects of wave equation prestack depth migration in major structures and targets. Because of not taking account of the later arrivals energy, the effect of its amplitude preservation is worse than that by wave equation method, but its computing efficiency is higher than that by total Green's function method and wave equation method.
Bieniasz, Leslaw K.; Østerby, Ole; Britz, Dieter
1995-01-01
The stepwise numerical stability of the Saul'yev finite difference discretization of an example diffusional initial boundary value problem from electrochemical kinetics has been investigated using the matrix method of stability analysis. Special attention has been paid to the effect...
Conservative high-order-accurate finite-difference methods for curvilinear grids
Rai, Man M.; Chakrvarthy, Sukumar
1993-01-01
Two fourth-order-accurate finite-difference methods for numerically solving hyperbolic systems of conservation equations on smooth curvilinear grids are presented. The first method uses the differential form of the conservation equations; the second method uses the integral form of the conservation equations. Modifications to these schemes, which are required near boundaries to maintain overall high-order accuracy, are discussed. An analysis that demonstrates the stability of the modified schemes is also provided. Modifications to one of the schemes to make it total variation diminishing (TVD) are also discussed. Results that demonstrate the high-order accuracy of both schemes are included in the paper. In particular, a Ringleb-flow computation demonstrates the high-order accuracy and the stability of the boundary and near-boundary procedures. A second computation of supersonic flow over a cylinder demonstrates the shock-capturing capability of the TVD methodology. An important contribution of this paper is the dear demonstration that higher order accuracy leads to increased computational efficiency.
A coarse-mesh nodal method-diffusive-mesh finite difference method
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.
Potemki, Valeri G. [Moscow State Engineering Physics Institute (Technical University), Moscow (Russian Federation). Dept. of Automatics and Electronics; Borisevich, Valentine D.; Yupatov, Sergei V. [Moscow State Enineering Physics Institute (Technical University), Moscow (Russian Federation). Dept. of Technical Physics
1996-12-31
This paper describes the the next evolution step in development of the direct method for solving systems of Nonlinear Algebraic Equations (SNAE). These equations arise from the finite difference approximation of original nonlinear partial differential equations (PDE). This method has been extended on the SNAE with three variables. The solving SNAE bases on Reiterating General Singular Value Decomposition of rectangular matrix pencils (RGSVD-algorithm). In contrast to the computer algebra algorithm in integer arithmetic based on the reduction to the Groebner`s basis that algorithm is working in floating point arithmetic and realizes the reduction to the Kronecker`s form. The possibilities of the method are illustrated on the example of solving the one-dimensional diffusion equation for 3-component model isotope mixture in a ga centrifuge. The implicit scheme for the finite difference equations without simplifying the nonlinear properties of the original equations is realized. The technique offered provides convergence to the solution for the single run. The Toolbox SNAE is developed in the framework of the high performance numeric computation and visualization software MATLAB. It includes more than 30 modules in MATLAB language for solving SNAE with two and three variables. (author) 7 refs., 10 figs.
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.
Generalization of von Neumann analysis for a model of two discrete half-spaces: The acoustic case
Haney, M.M.
2007-01-01
Evaluating the performance of finite-difference algorithms typically uses a technique known as von Neumann analysis. For a given algorithm, application of the technique yields both a dispersion relation valid for the discrete time-space grid and a mathematical condition for stability. In practice, a major shortcoming of conventional von Neumann analysis is that it can be applied only to an idealized numerical model - that of an infinite, homogeneous whole space. Experience has shown that numerical instabilities often arise in finite-difference simulations of wave propagation at interfaces with strong material contrasts. These interface instabilities occur even though the conventional von Neumann stability criterion may be satisfied at each point of the numerical model. To address this issue, I generalize von Neumann analysis for a model of two half-spaces. I perform the analysis for the case of acoustic wave propagation using a standard staggered-grid finite-difference numerical scheme. By deriving expressions for the discrete reflection and transmission coefficients, I study under what conditions the discrete reflection and transmission coefficients become unbounded. I find that instabilities encountered in numerical modeling near interfaces with strong material contrasts are linked to these cases and develop a modified stability criterion that takes into account the resulting instabilities. I test and verify the stability criterion by executing a finite-difference algorithm under conditions predicted to be stable and unstable. ?? 2007 Society of Exploration Geophysicists.
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)
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...
Finite-difference modeling of commercial aircraft using TSAR
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
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.
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.
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.
A finite-difference method for transonic airfoil design.
Steger, J. L.; Klineberg, J. M.
1972-01-01
This paper describes an inverse method for designing transonic airfoil sections or for modifying existing profiles. Mixed finite-difference procedures are applied to the equations of transonic small disturbance theory to determine the airfoil shape corresponding to a given surface pressure distribution. The equations are solved for the velocity components in the physical domain and flows with embedded shock waves can be calculated. To facilitate airfoil design, the method allows alternating between inverse and direct calculations to obtain a profile shape that satisfies given geometric constraints. Examples are shown of the application of the technique to improve the performance of several lifting airfoil sections. The extension of the method to three dimensions for designing supercritical wings is also indicated.
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.
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.
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.
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.
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
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.
Xiao Jin-Biao; Zhang Ming-De; Sun Xiao-Han
2006-01-01
Based on the polynomial interpolation, a new finite difference (FD) method in solving the full-vectorial guidedmodes for step-index optical waveguides is proposed. The discontinuities of the normal components of the electric field across abrupt dielectric interfaces are considered in the absence of the limitations of scalar and semivectorial approximation, and the present FD scheme can be applied to both uniform and non-uniform mesh grids. The modal propagation constants and field distributions for buried rectangular waveguides and optical rib waveguides are presented. The hybrid nature of the vectorial modes is demonstrated and the singular behaviours of the minor field components in the corners are observed. Moreover, solutions are in good agreement with those published early, which tests the validity of the present approach.
Computationally efficient finite-difference modal method for the solution of Maxwell's equations.
Semenikhin, Igor; Zanuccoli, Mauro
2013-12-01
In this work, a new implementation of the finite-difference (FD) modal method (FDMM) based on an iterative approach to calculate the eigenvalues and corresponding eigenfunctions of the Helmholtz equation is presented. Two relevant enhancements that significantly increase the speed and accuracy of the method are introduced. First of all, the solution of the complete eigenvalue problem is avoided in favor of finding only the meaningful part of eigenmodes by using iterative methods. Second, a multigrid algorithm and Richardson extrapolation are implemented. Simultaneous use of these techniques leads to an enhancement in terms of accuracy, which allows a simple method such as the FDMM with a typical three-point difference scheme to be significantly competitive with an analytical modal method.
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.
Finite difference method and analysis for three-dimensional semiconductor device of heat conduction
袁益让
1996-01-01
The mathematical model of the three-dimensional semiconductor devices of heat conduction is described by a system of four quasilinear partial differential equations for initial boundary value problem. One equation in elliptic form is for the electric potential; two equations of convection-dominated diffusion type are for the electron and hole concentration; and one heat conduction equation is for temperature. Characteristic finite difference schemes for two kinds of boundary value problems are put forward. By using the thick and thin grids to form a complete set and treating the product threefold-quadratic interpolation, variable time step method with the boundary condition, calculus of variations and the theory of prior estimates and techniques, the optimal error estimates in L2 norm are derived in the approximate solutions.
Numerical simulation of the second-order Stokes theory using finite difference method
M.A. Maâtoug
2016-09-01
Full Text Available The nonlinear water waves problem is of great importance because, according to the mechanical modeling of this problem, a relationship exists between the potential flow and pressure exerted by water waves. The difficulty of this problem comes not only from the fact that the kinematic and dynamic conditions are nonlinear in relation to the velocity potential, but especially because they are applied at an unknown and variable free surface. To overcome this difficulty, Stokes used an approach consisting of perturbations series around the still water level to develop a nonlinear theory. This paper deals with computation of the second-order Stokes theory in order to simulate the potential flow and the surface elevation and then to deduct the pressure loads. The Crank–Nicholson scheme and the finite difference method are used. The modeling accuracy was proved and is of order two in time and in space. Some computational results are presented and discussed.
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.
Finite-difference modeling of Biot's poroelastic equations across all frequencies
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.
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 (<10 kHz). We validate the numerical solution by comparing it to an analytical-transient solution obtaining clear seismic wavefields including fast P and slow P and S waves (for a porous media saturated with fluid). The numerical dispersion and stability conditions are derived using von Neumann analysis, showing that over a wide range of porous materials the Courant condition governs the stability and this optimal implicit scheme improves the stability of explicit schemes. High-order explicit FD can be replaced by some lower order optimal implicit FD so computational cost will not be as expensive while maintaining the accuracy. Here, we compute weights for the optimal implicit FD scheme to attain an accuracy of γ = 10-8. The implicit spatial differentiation involves solving tridiagonal linear systems of equations through Thomas' algorithm.
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.
Yang, Qingjie; Mao, Weijian
2017-01-01
The poroelastodynamic equations are used to describe the dynamic solid-fluid interaction in the reservoir. To obtain the intrinsic properties of reservoir rocks from geophysical data measured in both laboratory and field, we need an accurate solution of the wave propagation in porous media. At present, the poroelastic wave equations are mostly solved in the time domain, which involves a difficult and complicated time convolution. In order to avoid the issues caused by the time convolution, we propose a frequency-space domain method. The poroelastic wave equations are composed of a linear system in the frequency domain, which easily takes into account the effects of all frequencies on the dispersion and attenuation of seismic wave. A 25-point weighted-averaging finite different scheme is proposed to discretize the equations. For the finite model, the perfectly matched layer technique is applied at the model boundaries. We validated the proposed algorithm by testing three numerical examples of poroelastic models, which are homogenous, two-layered and heterogeneous with different fluids, respectively. The testing results are encouraging in the aspects of both computational accuracy and efficiency.
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.
High order discontinuous Galerkin discretizations with discontinuity resolution within the cell
Ekaterinaris, John; Panourgias, Konstantinos
2016-11-01
The nonlinear filter of Yee et al. and used for low dissipative well-balanced high order accurate finite-difference schemes is adapted to the finite element context of discontinuous Galerkin (DG) discretizations. The performance of the proposed nonlinear filter for DG discretizations is demonstrated for different orders of expansions for one- and multi-dimensional problems with exact solutions. It is shown that for higher order discretizations discontinuity resolution within the cell is achieved and the design order of accuracy is preserved. The filter is applied for inviscid and viscous flow test problems including strong shocks interactions to demonstrate that the proposed dissipative mechanism for DG discretizations yields superior results compared to the results obtained with the TVB limiter and high-order hierarchical limiting. The proposed approach is suitable for p-adaptivity in order to locally enhance resolution of three-dimensional flow simulations.
Field Test of a Hybrid Finite-Difference and Analytic Element Regional Model.
Abrams, D B; Haitjema, H M; Feinstein, D T; Hunt, R J
2016-01-01
Regional finite-difference models often have cell sizes that are too large to sufficiently model well-stream interactions. Here, a steady-state hybrid model is applied whereby the upper layer or layers of a coarse MODFLOW model are replaced by the analytic element model GFLOW, which represents surface waters and wells as line and point sinks. The two models are coupled by transferring cell-by-cell leakage obtained from the original MODFLOW model to the bottom of the GFLOW model. A real-world test of the hybrid model approach is applied on a subdomain of an existing model of the Lake Michigan Basin. The original (coarse) MODFLOW model consists of six layers, the top four of which are aggregated into GFLOW as a single layer, while the bottom two layers remain part of MODFLOW in the hybrid model. The hybrid model and a refined "benchmark" MODFLOW model simulate similar baseflows. The hybrid and benchmark models also simulate similar baseflow reductions due to nearby pumping when the well is located within the layers represented by GFLOW. However, the benchmark model requires refinement of the model grid in the local area of interest, while the hybrid approach uses a gridless top layer and is thus unaffected by grid discretization errors. The hybrid approach is well suited to facilitate cost-effective retrofitting of existing coarse grid MODFLOW models commonly used for regional studies because it leverages the strengths of both finite-difference and analytic element methods for predictions in mildly heterogeneous systems that can be simulated with steady-state conditions.
Finite Difference Solution of Response Time Delay of Magneto-rhelological Damper
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.
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
A finite difference model for free surface gravity drainage
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.
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.
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.
Zhang, Huaguang; Wei, Qinglai; Luo, Yanhong
2008-08-01
In this paper, we aim to solve the infinite-time optimal tracking control problem for a class of discrete-time nonlinear systems using the greedy heuristic dynamic programming (HDP) iteration algorithm. A new type of performance index is defined because the existing performance indexes are very difficult in solving this kind of tracking problem, if not impossible. Via system transformation, the optimal tracking problem is transformed into an optimal regulation problem, and then, the greedy HDP iteration algorithm is introduced to deal with the regulation problem with rigorous convergence analysis. Three neural networks are used to approximate the performance index, compute the optimal control policy, and model the nonlinear system for facilitating the implementation of the greedy HDP iteration algorithm. An example is given to demonstrate the validity of the proposed optimal tracking control scheme.
A Stable Finite-Difference Scheme for Population Growth and Diffusion on a Map
Callegari, S.; Lake, G. R.; Tkachenko, N.; Weissmann, J. D.; Zollikofer, Ch. P. E.
2017-01-01
We describe a general Godunov-type splitting for numerical simulations of the Fisher–Kolmogorov–Petrovski–Piskunov growth and diffusion equation on a world map with Neumann boundary conditions. The procedure is semi-implicit, hence quite stable. Our principal application for this solver is modeling human population dispersal over geographical maps with changing paleovegetation and paleoclimate in the late Pleistocene. As a proxy for carrying capacity we use Net Primary Productivity (NPP) to predict times for human arrival in the Americas. PMID:28085882
Leveraging performance of 3D finite difference schemes in large scientific computing simulations
De la Cruz, Raúl
2015-01-01
Gone are the days when engineers and scientists conducted most of their experiments empirically. During these decades, actual tests were carried out in order to assess the robustness and reliability of forthcoming product designs and prove theoretical models. With the advent of the computational era, scientific computing has definetely become a feasible solution compared with empirical methods, in terms of effort, cost and reliability. Large and massively parallel computational resources have...
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.
A finite difference method of solving anisotropic scattering problems
Barkstrom, B. R.
1976-01-01
A new method of solving radiative transfer problems is described including a comparison of its speed with that of the doubling method, and a discussion of its accuracy and suitability for computations involving variable optical properties. The method uses a discretization in angle to produce a coupled set of first-order differential equations which are integrated between discrete depth points to produce a set of recursion relations for symmetric and anti-symmetric angular sums of the radiation field at alternate depth points. The formulation given here includes depth-dependent anisotropic scattering, absorption, and internal sources, and allows arbitrary combinations of specular and non-Lambertian diffuse reflection at either or both boundaries. Numerical tests of the method show that it can return accurate emergent intensities even for large optical depths. The method is also shown to conserve flux to machine accuracy in conservative atmospheres
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.
On a finite-difference method for solving transient viscous flow problems
Li, C. P.
1983-01-01
A method has been developed to solve the unsteady, compressible Navier-Stokes equation with the property of consistency and the ability of minimizing the equation stiffness. It relies on innovative extensions of the state-of-the-art finite-difference techniques and is composed of: (1) the upwind scheme for split-flux and the central scheme for conventional flux terms in the inviscid and viscous regions, respectively; (2) the characteristic treatment of both inviscid and viscous boundaries; (3) an ADI procedure compatible with interior and boundary points; and (4) a scalar matrix coefficient including viscous terms. The performance of this method is assessed with four sample problems; namely, a standing shock in the Laval duct, a shock reflected from the wall, the shock-induced boundary-layer separation, and a transient internal nozzle flow. The results from the present method, an existing hybrid block method, and a well-known two-step explicit method are compared and discussed. It is concluded that this method has an optimal trade-off between the solution accuracy and computational economy, and other desirable properties for analyzing transient viscous flow problems.
Unconditionally stable finite-difference time-domain methods for modeling the Sagnac effect.
Novitski, Roman; Scheuer, Jacob; Steinberg, Ben Z
2013-02-01
We present two unconditionally stable finite-difference time-domain (FDTD) methods for modeling the Sagnac effect in rotating optical microsensors. The methods are based on the implicit Crank-Nicolson scheme, adapted to hold in the rotating system reference frame-the rotating Crank-Nicolson (RCN) methods. The first method (RCN-2) is second order accurate in space whereas the second method (RCN-4) is fourth order accurate. Both methods are second order accurate in time. We show that the RCN-4 scheme is more accurate and has better dispersion isotropy. The numerical results show good correspondence with the expression for the classical Sagnac resonant frequency splitting when using group refractive indices of the resonant modes of a microresonator. Also we show that the numerical results are consistent with the perturbation theory for the rotating degenerate microcavities. We apply our method to simulate the effect of rotation on an entire Coupled Resonator Optical Waveguide (CROW) consisting of a set of coupled microresonators. Preliminary results validate the formation of a rotation-induced gap at the center of a transfer function of a CROW.
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.
Zhao, Shan; Wei, G W
2009-03-19
High-order central finite difference schemes encounter great difficulties in implementing complex boundary conditions. This paper introduces the matched interface and boundary (MIB) method as a novel boundary scheme to treat various general boundary conditions in arbitrarily high-order central finite difference schemes. To attain arbitrarily high order, the MIB method accurately extends the solution beyond the boundary by repeatedly enforcing only the original set of boundary conditions. The proposed approach is extensively validated via boundary value problems, initial-boundary value problems, eigenvalue problems, and high-order differential equations. Successful implementations are given to not only Dirichlet, Neumann, and Robin boundary conditions, but also more general ones, such as multiple boundary conditions in high-order differential equations and time-dependent boundary conditions in evolution equations. Detailed stability analysis of the MIB method is carried out. The MIB method is shown to be able to deliver high-order accuracy, while maintaining the same or similar stability conditions of the standard high-order central difference approximations. The application of the proposed MIB method to the boundary treatment of other non-standard high-order methods is also considered.
Compact difference scheme for the fractional sub-diffusion equation with Neumann boundary conditions
Ren, Jincheng; Sun, Zhi-zhong; Zhao, Xuan
2013-01-01
An effective finite difference scheme is considered for solving the time fractional sub-diffusion equation with Neumann boundary conditions. A difference scheme combining the compact difference approach the spatial discretization and L1 approximation for the Caputo fractional derivative is proposed and analyzed. Although the spatial approximation order at the Neumann boundary is one order lower than that for interior mesh points, the unconditional stability and the global convergence order O(τ+h4) in discrete L2 norm of the compact difference scheme are proved rigorously, where τ is the temporal grid size and h is the spatial grid size. Numerical experiments are included to support the theoretical results, and comparison with the related works are presented to show the effectiveness of our method.
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.
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.
YUAN; Yirang
2006-01-01
For the three-dimensional coupled system of multilayer dynamics of fluids in porous media, the second-order upwind finite difference fractional steps schemes applicable to parallel arithmetic are put forward. Some techniques, such as calculus of variations, energy method,multiplicative commutation rule of difference operators, decomposition of high order difference operators and prior estimates are adopted. Optimal order estimates in l2 norm are derived to determine the error in the second-order approximate solution. These methods have already been applied to the numerical simulation of migration-accumulation of oil resources.
Wei, Q; Crozier, S; Xia, L; Liu, F
2004-01-01
This paper presents a finite-difference time-domain (FDTD) simulator for electromagnetic analysis and design applications in magnetic resonance imaging (MRI). It is intended to be a complete FDTD model of an MRI system including all RF and low frequency field generating units and electrical models of the patient. The framework has been constructed with the assistance of object-oriented concepts. The detailed design procedure is described and the numerical method has been verified against analytical solutions for simple cases and also applied to real field calculations. The simulated results demonstrated that the proposed FDTD scheme can be used to analyze large-scale computational electromagnetic problems in MRI engineering.
Mehanee, Salah; Zhdanov, Michael
2004-12-01
Numerical modeling of the quasi-static electromagnetic (EM) field in the frequency domain in a three-dimensional (3-D) inhomogeneous medium is a very challenging problem in computational physics. We present a new approach to the finite difference (FD) solution of this problem. The FD discretization of the EM field equation is based on the balance method. To compute the boundary values of the anomalous electric field we solve for, we suggest using the fast and accurate quasi-analytical (QA) approximation, which is a special form of the extended Born approximation. We call this new condition a quasi-analytical boundary condition (QA BC). This approach helps to reduce the size of the modeling domain without losing the accuracy of calculation. As a result, a larger number of grid cells can be used to describe the anomalous conductivity distribution within the modeling domain. The developed numerical technique allows application of a very fine discretization to the area with anomalous conductivity only because there is no need to move the boundaries too far from the inhomogeneous region, as required by the traditional Dirichlet or Neumann conditions for anomalous field with boundary values equal to zero. Therefore this approach increases the efficiency of FD modeling of the EM field in a medium with complex structure. We apply the QA BC and the traditional FD (with large grid and zero BC) methods to complicated models with high resistivity contrast. The numerical modeling demonstrates that the QA BC results in 5 times matrix size reduction and 2-3 times decrease in computational time.
Sound field of thermoacoustic tomography based on a modified finite-difference time-domain method
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.
Mimetic finite difference method for the stokes problem on polygonal meshes
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.
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.
New Finite Difference Methods Based on IIM for Inextensible Interfaces in Incompressible Flows.
Li, Zhilin; Lai, Ming-Chih
2011-01-01
In this paper, new finite difference methods based on the augmented immersed interface method (IIM) are proposed for simulating an inextensible moving interface in an incompressible two-dimensional flow. The mathematical models arise from studying the deformation of red blood cells in mathematical biology. The governing equations are incompressible Stokes or Navier-Stokes equations with an unknown surface tension, which should be determined in such a way that the surface divergence of the velocity is zero along the interface. Thus, the area enclosed by the interface and the total length of the interface should be conserved during the evolution process. Because of the nonlinear and coupling nature of the problem, direct discretization by applying the immersed boundary or immersed interface method yields complex nonlinear systems to be solved. In our new methods, we treat the unknown surface tension as an augmented variable so that the augmented IIM can be applied. Since finding the unknown surface tension is essentially an inverse problem that is sensitive to perturbations, our regularization strategy is to introduce a controlled tangential force along the interface, which leads to a least squares problem. For Stokes equations, the forward solver at one time level involves solving three Poisson equations with an interface. For Navier-Stokes equations, we propose a modified projection method that can enforce the pressure jump condition corresponding directly to the unknown surface tension. Several numerical experiments show good agreement with other results in the literature and reveal some interesting phenomena.
Implicit finite-difference methods for the Euler equations
Pulliam, T. H.
1985-01-01
The present paper is concerned with two-dimensional Euler equations and with schemes which are in use of the time of this writing. Most of the development presented carries over directly to three dimensions. The characteristics of the two-dimensional Euler equations in Cartesian coordinates are considered along with generalized curvilinear coordinate transformations, metric relations, invariants of the transformation, flux Jacobian matrices and eigensystems, numerical algorithms, flux split algorithms, implicit and explicit nonlinear control (smoothing), upwind differencing in supersonic regions, unsteady and steady-state computation, the diagonal form of implicit algorithm, metric differencing and invariants, boundary conditions, geometry and mesh generation, and sample solutions.
Sen, Shuvam
2012-01-01
In this paper, a new family of implicit compact finite difference schemes for computation of unsteady convection-diffusion equation with variable convection coefficient is proposed. The schemes are fourth order accurate in space and second or lower order accurate in time depending on the choice of weighted time average parameter. The proposed schemes, where transport variable and its first derivatives are carried as the unknowns, combine virtues of compact discretization and Pad\\'{e} scheme for spatial derivative. These schemes which are based on five point stencil with constant coefficients, named as \\emph{(5,5) Constant Coefficient 4th Order Compact} [(5,5)CC-4OC], give rise to a diagonally dominant system of equations and shows higher accuracy and better phase and amplitude error characteristics than some of the standard methods. These schemes are capable of using a grid aspect ratio other than unity and are unconditionally stable. They efficiently capture both transient and steady solutions of linear and ...
Accurate finite difference beam propagation method for complex integrated optical structures
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...
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
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.
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.
Wang, Peng; Wang, Lian-Ping; Guo, Zhaoli
2016-10-01
The main objective of this work is to perform a detailed comparison of the lattice Boltzmann equation (LBE) and the recently developed discrete unified gas-kinetic scheme (DUGKS) methods for direct numerical simulation (DNS) of the decaying homogeneous isotropic turbulence and the Kida vortex flow in a periodic box. The flow fields and key statistical quantities computed by both methods are compared with those from the pseudospectral method at both low and moderate Reynolds numbers. The results show that the LBE is more accurate and efficient than the DUGKS, but the latter has a superior numerical stability, particularly for high Reynolds number flows. In addition, we conclude that the DUGKS can adequately resolve the flow when the minimum spatial resolution parameter kmaxη >3 , where kmax is the maximum resolved wave number and η is the flow Kolmogorov length. This resolution requirement can be contrasted with the requirements of kmaxη >1 for the pseudospectral method and kmaxη >2 for the LBE. It should be emphasized that although more validations should be conducted before the DUGKS can be called a viable tool for DNS of turbulent flows, the present work contributes to the overall assessment of the DUGKS, and it provides a basis for further applications of DUGKS in studying the physics of turbulent flows.
Wang, Peng; Wang, Lian-Ping; Guo, Zhaoli
2016-10-01
The main objective of this work is to perform a detailed comparison of the lattice Boltzmann equation (LBE) and the recently developed discrete unified gas-kinetic scheme (DUGKS) methods for direct numerical simulation (DNS) of the decaying homogeneous isotropic turbulence and the Kida vortex flow in a periodic box. The flow fields and key statistical quantities computed by both methods are compared with those from the pseudospectral method at both low and moderate Reynolds numbers. The results show that the LBE is more accurate and efficient than the DUGKS, but the latter has a superior numerical stability, particularly for high Reynolds number flows. In addition, we conclude that the DUGKS can adequately resolve the flow when the minimum spatial resolution parameter k_{max}η>3, where k_{max} is the maximum resolved wave number and η is the flow Kolmogorov length. This resolution requirement can be contrasted with the requirements of k_{max}η>1 for the pseudospectral method and k_{max}η>2 for the LBE. It should be emphasized that although more validations should be conducted before the DUGKS can be called a viable tool for DNS of turbulent flows, the present work contributes to the overall assessment of the DUGKS, and it provides a basis for further applications of DUGKS in studying the physics of turbulent flows.
Eddy Current Tomography Based on a Finite Difference Forward Model with Additive Regularization
Trillon, A.; Girard, A.; Idier, J.; Goussard, Y.; Sirois, F.; Dubost, S.; Paul, N.
2010-02-01
Eddy current tomography is a nondestructive evaluation technique used for characterization of metal components. It is an inverse problem acknowledged as difficult to solve since it is both ill-posed and nonlinear. Our goal is to derive an inversion technique with improved tradeoff between quality of the results, computational requirements and ease of implementation. This is achieved by fully accounting for the nonlinear nature of the forward problem by means of a system of bilinear equations obtained through a finite difference modeling of the problem. The bilinear character of equations with respect to the electric field and the relative conductivity is taken advantage of through a simple contrast source inversion-like scheme. The ill-posedness is dealt with through the addition of regularization terms to the criterion, the form of which is determined according to computational constraints and the piecewise constant nature of the medium. Therefore an edge-preserving functional is selected. The performance of the resulting method is illustrated using 2D synthetic data examples.
A Finite-Difference Solution of Solute Transport through a Membrane Bioreactor
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.
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.
Itkin, Andrey
2017-01-01
This monograph presents a novel numerical approach to solving partial integro-differential equations arising in asset pricing models with jumps, which greatly exceeds the efficiency of existing approaches. The method, based on pseudo-differential operators and several original contributions to the theory of finite-difference schemes, is new as applied to the Lévy processes in finance, and is herein presented for the first time in a single volume. The results within, developed in a series of research papers, are collected and arranged together with the necessary background material from Lévy processes, the modern theory of finite-difference schemes, the theory of M-matrices and EM-matrices, etc., thus forming a self-contained work that gives the reader a smooth introduction to the subject. For readers with no knowledge of finance, a short explanation of the main financial terms and notions used in the book is given in the glossary. The latter part of the book demonstrates the efficacy of the method by solvin...
Hua Wang
2008-01-01
Full Text Available With the movement of magnetic resonance imaging (MRI technology towards higher field (and therefore frequency systems, the interaction of the fields generated by the system with patients, healthcare workers, and internally within the system is attracting more attention. Due to the complexity of the interactions, computational modeling plays an essential role in the analysis, design, and development of modern MRI systems. As a result of the large computational scale associated with most of the MRI models, numerical schemes that rely on a single computer processing unit often require a significant amount of memory and long computational times, which makes modeling of these problems quite inefficient. This paper presents dedicated message passing interface (MPI, OPENMP parallel computing solvers for finite-difference time-domain (FDTD, and quasistatic finite-difference (QSFD schemes. The FDTD and QSFD methods have been widely used to model/ analyze the induction of electric fields/ currents in voxel phantoms and MRI system components at high and low frequencies, respectively. The power of the optimized parallel computing architectures is illustrated by distinct, large-scale field calculation problems and shows significant computational advantages over conventional single processing platforms.
Finite difference modeling of sinking stage curved beam based on revised Vlasov equations
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.
Bhattacharya, Amitabh; Kesarkar, Tejas
2016-10-01
A combination of finite difference (FD) and boundary integral (BI) methods is used to formulate an efficient solver for simulating unsteady Stokes flow around particles. The two-dimensional (2D) unsteady Stokes equation is being solved on a Cartesian grid using a second order FD method, while the 2D steady Stokes equation is being solved near the particle using BI method. The two methods are coupled within the viscous boundary layer, a few FD grid cells away from the particle, where solutions from both FD and BI methods are valid. We demonstrate that this hybrid method can be used to accurately solve for the flow around particles with irregular shapes, even though radius of curvature of the particle surface is not resolved by the FD grid. For dilute particle concentrations, we construct a virtual envelope around each particle and solve the BI problem for the flow field located between the envelope and the particle. The BI solver provides velocity boundary condition to the FD solver at "boundary" nodes located on the FD grid, adjacent to the particles, while the FD solver provides the velocity boundary condition to the BI solver at points located on the envelope. The coupling between FD method and BI method is implicit at every time step. This method allows us to formulate an O(N) scheme for dilute suspensions, where N is the number of particles. For semidilute suspensions, where particles may cluster, an envelope formation method has been formulated and implemented, which enables solving the BI problem for each individual particle cluster, allowing efficient simulation of hydrodynamic interaction between particles even when they are in close proximity. The method has been validated against analytical results for flow around a periodic array of cylinders and for Jeffrey orbit of a moving ellipse in shear flow. Simulation of multiple force-free irregular shaped particles in the presence of shear in a 2D slit flow has been conducted to demonstrate the robustness of
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
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.
Zhang, Hong
2016-01-01
An adaptive moving mesh finite difference method is presented to solve two types of equations with dynamic capillary pressure term in porous media. One is the non-equilibrium Richards Equation and the other is the modified Buckley-Leverett equation. The governing equations are discretized with an adaptive moving mesh finite difference method in the space direction and an implicit-explicit method in the time direction. In order to obtain high quality meshes, an adaptive time-dependent monitor function with directional control is applied to redistribute the mesh grid in every time step, and a diffusive mechanism is used to smooth the monitor function. The behaviors of the central difference flux, the standard local Lax-Friedrich flux and the local Lax-Friedrich flux with reconstruction are investigated by solving a 1D modified Buckley-Leverett equation. With the moving mesh technique, good mesh quality and high numerical accuracy are obtained. A collection of one-dimensional and two-dimensional numerical experi...
Khanday, M A; Hussain, Fida
2015-02-01
During cold exposure, peripheral tissues undergo vasoconstriction to minimize heat loss to preserve the maintenance of a normal core temperature. However, vasoconstricted tissues exposed to cold temperatures are susceptible to freezing and frostbite-related tissue damage. Therefore, it is imperative to establish a mathematical model for the estimation of tissue necrosis due to cold stress. To this end, an explicit formula of finite difference method has been used to obtain the solution of Pennes' bio-heat equation with appropriate boundary conditions to estimate the temperature profiles of dermal and subdermal layers when exposed to severe cold temperatures. The discrete values of nodal temperature were calculated at the interfaces of skin and subcutaneous tissues with respect to the atmospheric temperatures of 25 °C, 20 °C, 15 °C, 5 °C, -5 °C and -10 °C. The results obtained were used to identify the scenarios under which various degrees of frostbite occur on the surface of skin as well as the dermal and subdermal areas. The explicit formula of finite difference method proposed in this model provides more accurate predictions as compared to other numerical methods. This model of predicting tissue temperatures provides researchers with a more accurate prediction of peripheral tissue temperature and, hence, the susceptibility to frostbite during severe cold exposure.
Numerical modeling of wave equation by a truncated high-order finite-difference method
Yang Liu; Mrinal K. Sen
2009-01-01
Finite-difference methods with high-order accuracy have been utilized to improve the precision of numerical solution for partial differential equations. However, the computation cost generally increases linearly with increased order of accuracy. Upon examination of the finite-difference formulas for the first-order and second-order derivatives, and the staggered finite-difference formulas for the first-order derivative, we examine the variation of finite-difference coefficients with accuracy order and note that there exist some very small coefficients. With the order increasing, the number of these small coefficients increases, however, the values decrease sharply. An error analysis demonstrates that omitting these small coefficients not only maintain approximately the same level of accuracy of finite difference but also reduce computational cost significantly. Moreover, it is easier to truncate for the high-order finite-difference formulas than for the pseudospectral formulas. Thus this study proposes a truncated high-order finite-difference method, and then demonstrates the efficiency and applicability of the method with some numerical examples.
Liu, Q.; Liu, F.; Turner, I.; Anh, V.
2007-03-01
In this paper we present a random walk model for approximating a Lévy-Feller advection-dispersion process, governed by the Lévy-Feller advection-dispersion differential equation (LFADE). We show that the random walk model converges to LFADE by use of a properly scaled transition to vanishing space and time steps. We propose an explicit finite difference approximation (EFDA) for LFADE, resulting from the Grünwald-Letnikov discretization of fractional derivatives. As a result of the interpretation of the random walk model, the stability and convergence of EFDA for LFADE in a bounded domain are discussed. Finally, some numerical examples are presented to show the application of the present technique.
Treena Basu
2015-10-01
Full Text Available This paper proposes an approach for the space-fractional diffusion equation in one dimension. Since fractional differential operators are non-local, two main difficulties arise after discretization and solving using Gaussian elimination: how to handle the memory requirement of O(N2 for storing the dense or even full matrices that arise from application of numerical methods and how to manage the significant computational work count of O(N3 per time step, where N is the number of spatial grid points. In this paper, a fast iterative finite difference method is developed, which has a memory requirement of O(N and a computational cost of O(N logN per iteration. Finally, some numerical results are shown to verify the accuracy and efficiency of the new method.
Xiao, Jinbiao; Sun, Xiaohan
2012-09-10
A vector mode solver for bending waveguides by using a modified finite-difference (FD) method is developed in a local cylindrical coordinate system, where the perfectly matched layer absorbing boundary conditions are incorporated. Utilizing Taylor series expansion technique and continuity condition of the longitudinal field components, a standard matrix eigenvalue equation without the averaged index approximation approach for dealing with the discrete points neighboring the dielectric interfaces is obtained. Complex effective indexes and field distributions of leaky modes for a typical rib bending waveguide and a silicon wire bend are presented, and solutions accord well with those from the film mode matching method, which shows the validity and utility of the established method.
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.
Gas-kinetic numerical schemes for one- and two-dimensional inner flows
Zhi-hui LI; Lin BI; Zhi-gong TANG
2009-01-01
Several kinds of explicit and implicit finite-difference schemes directly solving the discretized velocity distribution functions are designed with precision of different orders by analyzing the inner characteristics of the gas-kinetic numerical algorithm for Boltzmann model equation.The peculiar flow phenomena and mechanism from various flow regimes are revealed in the numerical simulations of the unsteady Sod shock-tube problems and the two-dimensional channel flows with different Knudsen numbers.The numerical remainder-effects of the difference schemes are investigated and analyzed based on the computed results.The ways of improving the computational efficiency of the gaskinetic numerical method and the computing principles of difference discretization are discussed.
Lisitsa, Vadim, E-mail: lisitsavv@ipgg.sbras.ru [Institute of Petroleum Geology and Geophysics SB RAS, Novosibirsk (Russian Federation); Novosibirsk State University, Novosibirsk (Russian Federation); Tcheverda, Vladimir [Institute of Petroleum Geology and Geophysics SB RAS, Novosibirsk (Russian Federation); Kazakh–British Technical University, Alma-Ata (Kazakhstan); Botter, Charlotte [University of Stavanger (Norway)
2016-04-15
We present an algorithm for the numerical simulation of seismic wave propagation in models with a complex near surface part and free surface topography. The approach is based on the combination of finite differences with the discontinuous Galerkin method. The discontinuous Galerkin method can be used on polyhedral meshes; thus, it is easy to handle the complex surfaces in the models. However, this approach is computationally intense in comparison with finite differences. Finite differences are computationally efficient, but in general, they require rectangular grids, leading to the stair-step approximation of the interfaces, which causes strong diffraction of the wavefield. In this research we present a hybrid algorithm where the discontinuous Galerkin method is used in a relatively small upper part of the model and finite differences are applied to the main part of the model.
Fix, G. J.; Rose, M. E.
1983-01-01
A least squares formulation of the system divu = rho, curlu = zeta is surveyed from the viewpoint of both finite element and finite difference methods. Closely related arguments are shown to establish convergence estimates.
Vibration analysis of rotating turbomachinery blades by an improved finite difference method
Subrahmanyam, K. B.; Kaza, K. R. V.
1985-01-01
The problem of calculating the natural frequencies and mode shapes of rotating blades is solved by an improved finite difference procedure based on second-order central differences. Lead-lag, flapping and coupled bending-torsional vibration cases of untwisted blades are considered. Results obtained by using the present improved theory have been observed to be close lower bound solutions. The convergence has been found to be rapid in comparison with the classical first-order finite difference method. While the computational space and time required by the present approach is observed to be almost the same as that required by the first-order theory for a given mesh size, accuracies of practical interest can be obtained by using the improved finite difference procedure with a relatively smaller matrix size, in contrast to the classical finite difference procedure which requires either a larger matrix or an extrapolation procedure for improvement in accuracy.
AN ACCURATE SOLUTION OF THE POISSON EQUATION BY THE FINITE DIFFERENCE-CHEBYSHEV-TAU METHOD
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.
Bauld, N. R., Jr.; Goree, J. G.
1983-01-01
The accuracy of the finite difference method in the solution of linear elasticity problems that involve either a stress discontinuity or a stress singularity is considered. Solutions to three elasticity problems are discussed in detail: a semi-infinite plane subjected to a uniform load over a portion of its boundary; a bimetallic plate under uniform tensile stress; and a long, midplane symmetric, fiber reinforced laminate subjected to uniform axial strain. Finite difference solutions to the three problems are compared with finite element solutions to corresponding problems. For the first problem a comparison with the exact solution is also made. The finite difference formulations for the three problems are based on second order finite difference formulas that provide for variable spacings in two perpendicular directions. Forward and backward difference formulas are used near boundaries where their use eliminates the need for fictitious grid points.
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.
QIAN Jin; WU Shiguo; CUI Ruofei
2013-01-01
Seismic wave modeling is a cornerstone of geophysical data acquisition,processing,and interpretation,for which finite-difference methods are often applied.In this paper,we extend the velocitypressure formulation of the acoustic wave equation to marine seismic modeling using the staggered-grid finite-difference method.The scheme is developed using a fourth-order spatial and a second-order temporal operator.Then,we define a stability coefficient (SC) and calculate its maximum value under the stability condition.Based on the dispersion relationship,we conduct a detailed dispersion analysis for submarine sediments in terms of the phase and group velocity over a range of angles,stability coefficients,and orders.We also compare the numerical solution with the exact solution for a P-wave line source in a homogeneous submarine model.Additionally,the numerical results determined by a Marmousi2 model with a rugged seafloor indicate that this method is sufficient for modeling complex submarine structures.
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.
Acosta, Sebastian; Villamizar, Vianey
2010-08-01
The applicability of the Dirichlet-to-Neumann technique coupled with finite difference methods is enhanced by extending it to multiple scattering from obstacles of arbitrary shape. The original boundary value problem (BVP) for the multiple scattering problem is reformulated as an interface BVP. A heterogenous medium with variable physical properties in the vicinity of the obstacles is considered. A rigorous proof of the equivalence between these two problems for smooth interfaces in two and three dimensions for any finite number of obstacles is given. The problem is written in terms of generalized curvilinear coordinates inside the computational region. Then, novel elliptic grids conforming to complex geometrical configurations of several two-dimensional obstacles are constructed and approximations of the scattered field supported by them are obtained. The numerical method developed is validated by comparing the approximate and exact far-field patterns for the scattering from two circular obstacles. In this case, for a second order finite difference scheme, a second order convergence of the numerical solution to the exact solution is easily verified.
改进的二维三阶半离散中心迎风格式%Modified Two Dimensional Third-order Semi-discrete Central-upwind Scheme
侯天相; 纪珍
2012-01-01
对二维三阶半离散中心迎风格式中的权函数给出了简化改进.在保持格式精度的基础上,改进后的权函数在二维情况下具有更加简单直接的结构而且严格非负.该改进方法得到的格式仍然具有半离散中心迎风格式的优点,同时保持了重构函数的非振性.时间离散采用保持强稳定性的三阶Runge-Kutta方法,并利用四阶Lax-Wendroff（L-W）格式计算磁流体算例中的磁场散度.用该修正格式计算了二维磁流体数值算例,得到高精度无振荡的结果,验证了此方法的有效性.%The semi-discrete central-upwind scheme is a new Godunov type numerical method which is developed in 1990s. The scheme is widely used in the computational fluid dynamics and its advantages include the simple calculation process, the high calculation precision and so on. But for the third-order scheme, the positivity of the weight function and the non-oscillation of the WENO type reconstruction function in every direction cannot be preserved in two dimensional problems. In this article, a simple, direct modification is taken to the weight function of the two dimensional third-order semi-discrete central-upwind scheme. The modified weight function will keep the posi- tivity all the time while the accuracy of the semi-discrete central-upwind method is preserved. The revised scheme still has the advantages of central-upwind schemes and it keeps the non-oscillation of reconstruction. To explore the potential capability of application of this reformation of weight func- tion, two Magnetohydrodynamics （MHD） problems are simulated. In simulations, the third order Runge-Kutta method is used to solve the time evolution and the divergence of magnetic field was calculated by fourth-order Lax-Wendroff （L-W） scheme. All the numerical results demonstrate the modified scheme can solve the MHD equations stably, get high resolution and non-oscillatory results, keep the positivity of the weight
Kleinstreuer, C.; Patterson, M.R.
1980-05-01
A two- or three-dimensional finite difference mesh generator capable of discretizing subrectangular flow regions (planar coordinates) with arbitrarily shaped bottom contours (vertical dimension) was developed. This economical, interactive computer code, written in FORTRAN IV and employing DISSPLA software together with graphics terminal, generates first a planar rectangular grid of variable element density according to the geometry and local kinematic flow patterns of a given fluid flow problem. Then subrectangular areas are deleted to produce canals, tributaries, bays, and the like. For three-dimensional problems, arbitrary bathymetric profiles (river beds, channel cross section, ocean shoreline profiles, etc.) are approximated with grid lines forming steps of variable spacing. Furthermore, the code works as a preprocessor numbering the discrete elements and the nodal points. Prescribed values for the principal variables can be automatically assigned to solid as well as kinematic boundaries. Cabinet drawings aid in visualizing the complete flow domain. Input data requirements are necessary only to specify the spacing between grid lines, determine land regions that have to be excluded, and to identify boundary nodes. 15 figures, 2 tables.
Chang, Sin-Chung
1987-01-01
The validity of the modified equation stability analysis introduced by Warming and Hyett was investigated. It is shown that the procedure used in the derivation of the modified equation is flawed and generally leads to invalid results. Moreover, the interpretation of the modified equation as the exact partial differential equation solved by a finite-difference method generally cannot be justified even if spatial periodicity is assumed. For a two-level scheme, due to a series of mathematical quirks, the connection between the modified equation approach and the von Neuman method established by Warming and Hyett turns out to be correct despite its questionable original derivation. However, this connection is only partially valid for a scheme involving more than two time levels. In the von Neumann analysis, the complex error multiplication factor associated with a wave number generally has (L-1) roots for an L-level scheme. It is shown that the modified equation provides information about only one of these roots.
Discretization error of Stochastic Integrals
Fukasawa, Masaaki
2010-01-01
Asymptotic error distribution for approximation of a stochastic integral with respect to continuous semimartingale by Riemann sum with general stochastic partition is studied. Effective discretization schemes of which asymptotic conditional mean-squared error attains a lower bound are constructed. Two applications are given; efficient delta hedging strategies with transaction costs and effective discretization schemes for the Euler-Maruyama approximation are constructed.
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.
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.
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...
Jian, Wang; Xiaohong, Meng; Hong, Liu; Wanqiu, Zheng; Yaning, Liu; Sheng, Gui; Zhiyang, Wang
2017-03-01
Full waveform inversion and reverse time migration are active research areas for seismic exploration. Forward modeling in the time domain determines the precision of the results, and numerical solutions of finite difference have been widely adopted as an important mathematical tool for forward modeling. In this article, the optimum combined of window functions was designed based on the finite difference operator using a truncated approximation of the spatial convolution series in pseudo-spectrum space, to normalize the outcomes of existing window functions for different orders. The proposed combined window functions not only inherit the characteristics of the various window functions, to provide better truncation results, but also control the truncation error of the finite difference operator manually and visually by adjusting the combinations and analyzing the characteristics of the main and side lobes of the amplitude response. Error level and elastic forward modeling under the proposed combined system were compared with outcomes from conventional window functions and modified binomial windows. Numerical dispersion is significantly suppressed, which is compared with modified binomial window function finite-difference and conventional finite-difference. Numerical simulation verifies the reliability of the proposed method.
ATTRACTORS FOR DISCRETIZATION OF GINZBURG-LANDAU-BBM EQUATIONS
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.
Two Conservative Difference Schemes for Rosenau-Kawahara Equation
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.
Conservative Linear Difference Scheme for Rosenau-KdV Equation
Jinsong Hu
2013-01-01
Full Text Available A conservative three-level linear finite difference scheme for the numerical solution of the initial-boundary value problem of Rosenau-KdV equation is proposed. The difference scheme simulates two conservative quantities of the problem well. The existence and uniqueness of the difference solution are proved. It is shown that the finite difference scheme is of second-order convergence and unconditionally stable. Numerical experiments verify the theoretical results.
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....
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.
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.
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
Numerical solution of a diffusion problem by exponentially fitted finite difference methods.
D'Ambrosio, Raffaele; Paternoster, Beatrice
2014-01-01
This paper is focused on the accurate and efficient solution of partial differential differential equations modelling a diffusion problem by means of exponentially fitted finite difference numerical methods. After constructing and analysing special purpose finite differences for the approximation of second order partial derivatives, we employed them in the numerical solution of a diffusion equation with mixed boundary conditions. Numerical experiments reveal that a special purpose integration, both in space and in time, is more accurate and efficient than that gained by employing a general purpose solver.
The Substitution Secant/Finite Difference Method for Large Scale Sparse Unconstrained Optimization
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.
Application of a novel finite difference method to dynamic crack problems
Chen, Y. M.; Wilkins, M. L.
1976-01-01
A versatile finite difference method (HEMP and HEMP 3D computer programs) was developed originally for solving dynamic problems in continuum mechanics. It was extended to analyze the stress field around cracks in a solid with finite geometry subjected to dynamic loads and to simulate numerically the dynamic fracture phenomena with success. This method is an explicit finite difference method applied to the Lagrangian formulation of the equations of continuum mechanics in two and three space dimensions and time. The calculational grid moves with the material and in this way it gives a more detailed description of the physics of the problem than the Eulerian formulation.
Developments in the simulation of separated flows using finite difference methods
Steger, J. L.; Van Dalsem, W. R.
1985-01-01
Compressible viscous flow simulation using finite difference Navier-Stokes and viscous-inviscid interaction methods is described. Recent developments are reviewed that significantly improve the computational efficiency of approximately factored implicit Navier-Stokes algorithms. Compared to Navier-Stokes codes, modern viscous-inviscid interaction codes are more computationally efficient, but have restricted application and are more complicated to program. Therefore, less efficient but more general viscous-inviscid interaction methods are investigated that use forcing functions instead of boundary condition matching, and a simple, direct/inverse, three-dimensional, finite-difference, boundary layer code is presented.
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.
Kristek, Jozef; Moczo, Peter; Chaljub, Emmanuel; Kristekova, Miriam
2017-02-01
The possibility of applying one explicit finite-difference (FD) scheme to all interior grid points (points not lying on a grid border) no matter what their positions are with respect to the material interface is one of the key factors of the computational efficiency of the FD modelling. Smooth or discontinuous heterogeneity of the medium is accounted for only by values of the effective grid moduli and densities. Accuracy of modelling thus very much depends on how these effective grid parameters are evaluated. We present an orthorhombic representation of a heterogeneous medium for the FD modelling. We numerically demonstrate its superior accuracy. Compared to the harmonic-averaging representation the orthorhombic representation is more accurate mainly in the case of strong surface waves that are especially important in local surface sedimentary basins. The orthorhombic representation is applicable to modelling seismic wave propagation and earthquake motion in isotropic models with material interfaces and smooth heterogeneities using velocity-stress, displacement-stress and displacement FD schemes on staggered, partly staggered, Lebedev and collocated grids.
Iwase, Shigeru; Hoshi, Takeo; Ono, Tomoya
2015-06-01
We propose an efficient procedure to obtain Green's functions by combining the shifted conjugate orthogonal conjugate gradient (shifted COCG) method with the nonequilibrium Green's function (NEGF) method based on a real-space finite-difference (RSFD) approach. The bottleneck of the computation in the NEGF scheme is matrix inversion of the Hamiltonian including the self-energy terms of electrodes to obtain the perturbed Green's function in the transition region. This procedure first computes unperturbed Green's functions and calculates perturbed Green's functions from the unperturbed ones using a mathematically strict relation. Since the matrices to be inverted to obtain the unperturbed Green's functions are sparse, complex-symmetric, and shifted for a given set of sampling energy points, we can use the shifted COCG method, in which once the Green's function for a reference energy point has been calculated the Green's functions for the other energy points can be obtained with a moderate computational cost. We calculate the transport properties of a C(60)@(10,10) carbon nanotube (CNT) peapod suspended by (10,10)CNTs as an example of a large-scale transport calculation. The proposed scheme opens the possibility of performing large-scale RSFD-NEGF transport calculations using massively parallel computers without the loss of accuracy originating from the incompleteness of the localized basis set.
赵艳敏; 石东洋
2011-01-01
The infinite dimensional Hamiltonian system of three-dimensional vector wave equation is given and a new numerical approximate scheme is proposed in this paper. Based on the Gauss-Lobatto-Legendre polynomial, the spatial discretization scheme for the proposed infinite dimensional system is established by virtue of the vector spectral element method, and then a finite dimensional Hamiltonian system is attained. Moreover, in order to preserve the structure and energy of the system, the full discretization scheme of the finite dimensional system is derived by utilizing the symplectic difference method. Finally, the stiff matrix and mass matrix are disposed by the diagonal techniques. High accuracy approximation scheme is thus obtained, and simultaneously the computing cost and storage capacity are reduced significantly.%本文给出了三维矢量波动方程的无穷维Hamilton系统形式并提出了一个新的数值逼近格式.基于Gauss-Lobatto-Legendre多项式,建立了该无穷维系统的矢量谱元方法空间离散格式,并得到一个有限维Hamilton系统.进而,利用辛差分方法对该有限维系统进行全离散,以期保持系统的结构和能量.最后,借助于对角化技巧处理刚度矩阵和质量矩阵,在得到高精度逼近格式的同时,大幅降低了计算量和存储量.
Development of a multigrid finite difference solver for benchmark permeability analysis
Loendersloot, Richard; Grouve, Wouter J.B.; Akkerman, Remko; Boer, de André; Michaud, V.
2010-01-01
A finite difference solver, dedicated to flow around fibre architectures is currently being developed. The complexity of the internal geometry of textile reinforcements results in extreme computation times, or inaccurate solutions. A compromise between the two is found by implementing a multigrid al
Modeling of Nanophotonic Resonators with the Finite-Difference Frequency-Domain Method
Ivinskaya, Aliaksandra; Lavrinenko, Andrei; Shyroki, Dzmitry
2011-01-01
Finite-difference frequency-domain method with perfectly matched layers and free-space squeezing is applied to model open photonic resonators of arbitrary morphology in three dimensions. Treating each spatial dimension independently, nonuniform mesh of continuously varying density can be built ea...
On the representation of functions and finite difference operators on adaptive sparse grids
Hemker, P.W.; Sprengel, F.
1999-01-01
In this paper we describe methods to approximate functions and differential operators on adaptive sparse grids. We distinguish between several representations of a function on the sparse grid, and we describe how finite difference (FD) operators can be applied to these representations. For general v
The role of finite-difference methods in design and analysis for supersonic cruise
Townsend, J. C.
1976-01-01
Finite-difference methods for analysis of steady, inviscid supersonic flows are described, and their present state of development is assessed with particular attention to their applicability to vehicles designed for efficient cruise flight. Current work is described which will allow greater geometric latitude, improve treatment of embedded shock waves, and relax the requirement that the axial velocity must be supersonic.
The finite difference time domain method on a massively parallel computer
Ewijk, L.J. van
1996-01-01
At the Physics and Electronics Laboratory TNO much research is done in the field of computational electromagnetics (CEM). One of the tools in this field is the Finite Difference Time Domain method (FDTD), a method that has been implemented in a program in order to be able to compute electromagnetic
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.
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...
Asymptotic Behavior of the Finite Difference and the Finite Element Methods for Parabolic Equations
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.
Finite-difference, spectral and Galerkin methods for time-dependent problems
Tadmor, E.
1983-01-01
Finite difference, spectral and Galerkin methods for the approximate solution of time dependent problems are surveyed. A unified discussion on their accuracy, stability and convergence is given. In particular, the dilemma of high accuracy versus stability is studied in some detail.
A coupled boundary element-finite difference solution of the elliptic modified mild slope equation
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...
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.
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.
Difference schemes for fully nonlinear pseudo-parabolic systems with two space dimensions
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.
胡彦梅; 封建湖; 陈建忠
2014-01-01
对多车种LWR交通流模型，给出一种半离散中心迎风格式，该格式以五阶WENO⁃Z重构和半离散中心迎风数值通量为基础。 WENO⁃Z重构方法的引入提高了格式的精度，并保证格式具有基本无振荡的性质。时间的离散采用保持强稳定性的Runge⁃Kutta方法。通过数值算例验证了格式的有效性。%A semi⁃discrete central⁃upwind scheme for multi⁃class Lighthill⁃Whitham⁃Richards ( LWR ) traffic flow model is presented. It combines improved fifth⁃order weighted essentially non⁃oscillatory ( WENO) reconstruction called WENO⁃Z with semi⁃discrete central⁃upwind numerical flux. WENO⁃Z reconstruction improves accuracy of solution with non⁃oscillatory property. Time integration is carried out with strong stability preserving Runge⁃Kutta method. Numerical results demonstrate the scheme is efficient.
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.
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.
Saarelma, Jukka; Savioja, Lauri
2016-12-01
The finite-difference time-domain method has gained increasing interest for room acoustic prediction use. A well-known limitation of the method is a frequency and direction dependent dispersion error. In this study, the audibility of dispersion error in the presence of air absorption is measured. The results indicate that the dispersion error in the worst-case direction of the studied scheme gets masked by the air absorption at a phase velocity error percentage of 0.28% at the frequency of 20 kHz.
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.
Xue Xiang
2013-03-01
Full Text Available Finite difference method (FDM was applied to simulate thermal stress recently, which normally needs a long computational time and big computer storage. This study presents two techniques for improving computational speed in numerical simulation of casting thermal stress based on FDM, one for handling of nonconstant material properties and the other for dealing with the various coefficients in discretization equations. The use of the two techniques has been discussed and an application in wave-guide casting is given. The results show that the computational speed is almost tripled and the computer storage needed is reduced nearly half compared with those of the original method without the new technologies. The stress results for the casting domain obtained by both methods that set the temperature steps to 0.1 ℃ and 10 ℃, respectively are nearly the same and in good agreement with actual casting situation. It can be concluded that both handling the material properties as an assumption of stepwise profile and eliminating the repeated calculation are reliable and effective to improve computational speed, and applicable in heat transfer and fluid flow simulation.
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.
Discretizing a backward stochastic differential equation
Yinnan Zhang; Weian Zheng
2002-01-01
We show a simple method to discretize Pardoux-Peng's nonlinear backward stochastic differential equation. This discretization scheme also gives a numerical method to solve a class of semi-linear PDEs.
High-Order Energy Stable WENO Schemes
Yamaleev, Nail K.; Carpenter, Mark H.
2008-01-01
A new third-order Energy Stable Weighted Essentially NonOscillatory (ESWENO) finite difference scheme for scalar and vector linear hyperbolic equations with piecewise continuous initial conditions is developed. The new scheme is proven to be stable in the energy norm for both continuous and discontinuous solutions. In contrast to the existing high-resolution shock-capturing schemes, no assumption that the reconstruction should be total variation bounded (TVB) is explicitly required to prove stability of the new scheme. A rigorous truncation error analysis is presented showing that the accuracy of the 3rd-order ESWENO scheme is drastically improved if the tuning parameters of the weight functions satisfy certain criteria. Numerical results show that the new ESWENO scheme is stable and significantly outperforms the conventional third-order WENO finite difference scheme of Jiang and Shu in terms of accuracy, while providing essentially nonoscillatory solutions near strong discontinuities.
Torus Bifurcation Under Discretization
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.
A novel strong tracking finite-difference extended Kalman filter for nonlinear eye tracking
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.
Geometric and material modeling environment for the finite-difference time-domain method
Lee, Yong-Gu; Muhammad, Waleed
2012-02-01
The simulation of electromagnetic problems using the Finite-Difference Time-Domain method starts with the geometric design of the devices and their surroundings with appropriate materials and boundary conditions. This design stage is one of the most time consuming part in the Finite-Difference Time-Domain (FDTD) simulation of photonics devices. Many FDTD solvers have their own way of providing the design environment which can be burdensome for a new user to learn. In this work, geometric and material modeling features are developed on the freely available Google SketchUp, allowing users who are fond of its environment to easily model photonics simulations. The design and implementation of the modeling environment are discussed.
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...
Hannah, S. R.; Palazotto, A. N.
1978-01-01
A new trigonometric approach to the finite difference calculus was applied to the problem of beam buckling as represented by virtual work and equilibrium equations. The trigonometric functions were varied by adjusting a wavelength parameter in the approximating Fourier series. Values of the critical force obtained from the modified approach for beams with a variety of boundary conditions were compared to results using the conventional finite difference method. The trigonometric approach produced significantly more accurate approximations for the critical force than the conventional approach for a relatively wide range in values of the wavelength parameter; and the optimizing value of the wavelength parameter corresponded to the half-wavelength of the buckled mode shape. It was found from a modal analysis that the most accurate solutions are obtained when the approximating function closely represents the actual displacement function and matches the actual boundary conditions.
Finite difference methods for transient signal propagation in stratified dispersive media
Lam, D. H.
1975-01-01
Explicit difference equations are presented for the solution of a signal of arbitrary waveform propagating in an ohmic dielectric, a cold plasma, a Debye model dielectric, and a Lorentz model dielectric. These difference equations are derived from the governing time-dependent integro-differential equations for the electric fields by a finite difference method. A special difference equation is derived for the grid point at the boundary of two different media. Employing this difference equation, transient signal propagation in an inhomogeneous media can be solved provided that the medium is approximated in a step-wise fashion. The solutions are generated simply by marching on in time. It is concluded that while the classical transform methods will remain useful in certain cases, with the development of the finite difference methods described, an extensive class of problems of transient signal propagating in stratified dispersive media can be effectively solved by numerical methods.
Numerical study of water diffusion in biological tissues using an improved finite difference method.
Xu, Junzhong; Does, Mark D; Gore, John C
2007-04-07
An improved finite difference (FD) method has been developed in order to calculate the behaviour of the nuclear magnetic resonance signal variations caused by water diffusion in biological tissues more accurately and efficiently. The algorithm converts the conventional image-based finite difference method into a convenient matrix-based approach and includes a revised periodic boundary condition which eliminates the edge effects caused by artificial boundaries in conventional FD methods. Simulated results for some modelled tissues are consistent with analytical solutions for commonly used diffusion-weighted pulse sequences, whereas the improved FD method shows improved efficiency and accuracy. A tightly coupled parallel computing approach was also developed to implement the FD methods to enable large-scale simulations of realistic biological tissues. The potential applications of the improved FD method for understanding diffusion in tissues are also discussed.
Miner, E. W.; Lewis, C. H.
1972-01-01
An implicit finite difference method has been applied to tangential slot injection into supersonic turbulent boundary layer flows. In addition, the effects induced by the interaction between the boundary layer displacement thickness and the external pressure field are considered. In the present method, three different eddy viscosity models have been used to specify the turbulent momentum exchange. One model depends on the species concentration profile and the species conservation equation has been included in the system of governing partial differential equations. Results are compared with experimental data at stream Mach numbers of 2.4 and 6.0 and with results of another finite difference method. Good agreement was generally obtained for the reduction of wall skin friction with slot injection and with experimental Mach number and pitot pressure profiles. Calculations with the effects of pressure interaction included showed these effects to be smaller than effects of changing eddy viscosity models.
Symmetric finite volume schemes for eigenvalue problems in arbitrary dimensions
DAI Xiaoying; YANG Zhang; ZHOU Aihui
2008-01-01
Based on a linear finite element space, two symmetric finite volume schemes for eigenvalue problems in arbitrary dimensions are constructed and analyzed. Some relationships between the finite element method and the finite difference method are addressed, too.
Symmetric finite volume schemes for eigenvalue problems in arbitrary dimensions
2008-01-01
Based on a linear finite element space,two symmetric finite volume schemes for eigenvalue problems in arbitrary dimensions are constructed and analyzed.Some relationships between the finite element method and the finite difference method are addressed,too.
A Novel Absorbing Boundary Condition for the Frequency-DependentFinite-Difference Time-Domain Method
无
2001-01-01
A new absorbing boundary condition (ABC) for frequency-dependent finite-difference time-domain algorithm for the arbitrary dispersive media is presented. The concepts of the digital systems are introduced to the (FD)2TD method. On the basis of digital filter designing and vector algebra, the absorbing boundary condition under arbitrary angle of incidence are derived. The transient electromagnetic problems in two-dimensions and three-dimensions are calculated and the validity of the ABC is verified.
Seismic Waveform Inversion Using the Finite-Difference Contrast Source Inversion Method
Bo Han; Qinglong He; Yong Chen; Yixin Dou
2014-01-01
This paper extends the finite-difference contrast source inversion method to reconstruct the mass density for two-dimensional elastic wave inversion in the framework of the full-waveform inversion. The contrast source inversion method is a nonlinear iterative method that alternatively reconstructs contrast sources and contrast function. One of the most outstanding advantages of this inversion method is the highly computational efficiency, since it does not need to simulate a fu...
Xinfeng Ruan
2013-01-01
Full Text Available We study option pricing with risk-minimization criterion in an incomplete market where the dynamics of the risky underlying asset is governed by a jump diffusion equation with stochastic volatility. We obtain the Radon-Nikodym derivative for the minimal martingale measure and a partial integro-differential equation (PIDE of European option. The finite difference method is employed to compute the European option valuation of PIDE.
Development of Generic Field Classes for Finite Element and Finite Difference Problems
Diane A. Verner
1993-01-01
Full Text Available This article considers the development of a reusable object-oriented array library, as well as the use of this library in the construction of finite difference and finite element codes. The classes in this array library are also generic enough to be used to construct other classes specific to finite difference and finite element methods. We demonstrate the usefulness of this library by inserting it into two existing object-oriented scientific codes developed at Sandia National Laboratories. One of these codes is based on finite difference methods, whereas the other is based on finite element methods. Previously, these codes were separately maintained across a variety of sequential and parallel computing platforms. The use of object-oriented programming allows both codes to make use of common base classes. This offers a number of advantages related to optimization and portability. Optimization efforts, particularly important in large scientific codes, can be focused on a single library. Furthermore, by encapsulating machine dependencies within this library, the optimization of both codes on different architec-tures will only involve modification to a single library.
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.
Modeling and Simulation of Hamburger Cooking Process Using Finite Difference and CFD Methods
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.
Trew, Mark L; Smaill, Bruce H; Bullivant, David P; Hunter, Peter J; Pullan, Andrew J
2005-12-01
A generalized finite difference (GFD) method is presented that can be used to solve the bi-domain equations modeling cardiac electrical activity. Classical finite difference methods have been applied by many researchers to the bi-domain equations. However, these methods suffer from the limitation of requiring computational meshes that are structured and orthogonal. Finite element or finite volume methods enable the bi-domain equations to be solved on unstructured meshes, although implementations of such methods do not always cater for meshes with varying element topology. The GFD method solves the bi-domain equations on arbitrary and irregular computational meshes without any need to specify element basis functions. The method is useful as it can be easily applied to activation problems using existing meshes that have originally been created for use by finite element or finite difference methods. In addition, the GFD method employs an innovative approach to enforcing nodal and non-nodal boundary conditions. The GFD method performs effectively for a range of two and three-dimensional test problems and when computing bi-domain electrical activation moving through a fully anisotropic three-dimensional model of canine ventricles.
Explicit finite difference scheme for Landau-Lifshitz equation%Landau-Lifshitz方程的显式差分法
于佳利; 李富智; 杨慧
2016-01-01
对具有自旋系统的多维Landau-Lifshitz方程的初边值问题建立了两种显示差分格式和一种隐式差分格式,利用Tayolr级数展开法分析了各种差分格式的截断误差.最后,通过Matlab数值模拟了差分结果,给出了一维孤立子解和多维爆破解,并与所给出的精确解分别进行了误差比较,得到了随着时间的增加解趋于稳定与收敛的规律,验证了解的差分值在有限时间内具有可行性的理论结果.
Haney, M. M.; Aldridge, D. F.; Symons, N. P.
2005-12-01
Numerical solution of partial differential equations by explicit, time-domain, finite-difference (FD) methods entails approximating temporal and spatial derivatives by discrete function differences. Thus, the solution of the difference equation will not be identical to the solution of the underlying differential equation. Solution accuracy degrades if temporal and spatial gridding intervals are too large. Overly coarse spatial gridding leads to spurious artifacts in the calculated results referred to as numerical dispersion, whereas coarse temporal sampling may produce numerical instability (manifest as unbounded growth in the calculations as FD timestepping proceeds). Quantitative conditions for minimizing dispersion and avoiding instability are developed by deriving the dispersion relation appropriate for the discrete difference equation (or coupled system of difference equations) under examination. A dispersion relation appropriate for FD solution of the 3D velocity-stress system of isotropic elastodynamics, on staggered temporal and spatial grids, is developed. The relation applies to either compressional or shear wave propagation, and reduces to the proper form for acoustic propagation in the limit of vanishing shear modulus. A stability condition and a plane-wave phase-speed formula follow as consequences of the dispersion relation. The mathematical procedure utilized for the derivation is a modern variant of classical von Neumann analysis, and involves a 4D discrete space/time Fourier transform of the nine, coupled, FD updating formulae for particle velocity vector and stress tensor components. The method is generalized to seismic wave propagation within anelastic and poroelastic media, as well as sound wave propagation within a uniformly-moving atmosphere. A significant extension of the approach yields a stability condition for wave propagation across an interface between dissimilar media with strong material contrast (e.g., the earth's surface, the seabed
Zhang, Hong
2016-01-01
Saturation overshoot and pressure overshoot are studied by incorporating dynamic capillary pressure, capillary pressure hysteresis and hysteretic dynamic coefficient with a traditional fractional flow equation. Using the method of lines, the discretizations are constructed by applying Castillo-Grone's mimetic operators in the space direction and explicit trapezoidal integrator in the time direction. Convergence tests and conservation property of the schemes are presented. Computed profiles capture both the saturation overshoot and pressure overshoot phenomena. Comparisons between numerical results and experiments illustrate the effectiveness and different features of the models.
PURUSOTHAM S
2015-06-01
Full Text Available Lidars (Laser radars are the best suitable instruments to derive the range resolved parameters of atmosphere. Single wavelength and simple backscatter lidars have been widely used to study the height profiles of particle scattering and extinction in the atmosphere. However, atmospheric extinction derived using these lidars data undergo several assumptions and hence involve a significant amount of error in estimation of extinction. The Raman lidar methodology of deriving particle extinction in the atmosphere is a simplified straight-forward method that does not involve any assumptions. The Raman lidar method of atmospheric extinction computation employs derivative of logarithm of normalized range corrected Raman backscattered signal. Usually this causes gaps in the height profiles wherever there is a gradient in the signal under examination. In the present study, a new method is proposed to derive the particle extinction in the atmospheric boundary layer. In this new method, a scheme of alternative solution methodology has been proposed using “Finite Difference Technique”. The method has an advantage that, it does not involve the gradient as compared to conventional technique and hence reduces the error. Using this method, the height profiles of particle extinction has been derived. A code in MATLAB is developed to derive the altitude distribution of aerosol extinction. In this connection, the NOAA-REDY site data has been used as the reference data for calculating the molecular extinction in the lower atmosphere.
Simulations of P-SV wave scattering due to cracks by the 2-D finite difference method
Suzuki, Yuji; Shiina, Takahiro; Kawahara, Jun; Okamoto, Taro; Miyashita, Kaoru
2013-12-01
We simulate P-SV wave scattering by 2-D parallel cracks using the finite difference method (FDM). Here, special emphasis is put on simplicity; we apply a standard FDM (second-order velocity-stress scheme with a staggered grid) to media including traction-free, infinitesimally thin cracks, which are expressed in a simple manner. As an accuracy test of the present method, we calculate the displacement discontinuity along an isolated crack caused by harmonic waves using the method, which is compared with the corresponding results based on a reliable boundary integral equation method. The test resultantly indicates that the present method yields sufficient accuracy. As an application of this method, we also simulate wave propagation in media with randomly distributed cracks. We experimentally determine the attenuation and velocity dispersion induced by scattering from the synthetic seismograms, using a waveform averaging technique. It is shown that the results are well explained by a theory based on the Foldy approximation, if the crack density is sufficiently low. The theory appears valid with a crack density up to at least 0.1 for SV wave incidence, whereas the validity limit appears lower for P wave incidence.
V. Ramachandra Prasad
2011-01-01
Full Text Available A numerical solution of the unsteady radiative free convection flow of an incompressible viscous fluid past an impulsively started vertical plate with variable heat and mass flux is presented here. This type of problem finds application in many technological and engineering fields such as rocket propulsion systems, spacecraft re-entry aerothermodynamics, cosmical flight aerodynamics, plasma physics, glass production and furnace engineering. The fluid is gray, absorbing-emitting but non-scattering medium and the Rosseland approximation is used to describe the radiative heat flux in the energy equation. The governing non-linear, coupled equations are solved using an implicit finite difference scheme. Numerical results for the velocity, temperature, concentration, the local and average skinfriction, the Nusselt and Sherwood number are shown graphically, for different values of Prandtl number, Schmidt number, thermal Grashof number, mass Grashof number, radiation parameter, heat flux exponent and the mass flux exponent. It is observed that, when the radiation parameter increases, the velocity and temperature decrease in the boundary layer. The local and average skin-friction increases with the increase in radiation parameter. For increasing values of radiation parameter the local as well as average Nusselt number increases.
Lansing, Faiza S.; Rascoe, Daniel L.
1993-01-01
This paper presents a modified Finite-Difference Time-Domain (FDTD) technique using a generalized conformed orthogonal grid. The use of the Conformed Orthogonal Grid, Finite Difference Time Domain (GFDTD) enables the designer to match all the circuit dimensions, hence eliminating a major source o error in the analysis.
Panourgias, Konstantinos T.; Ekaterinaris, John A.
2016-12-01
The nonlinear filter introduced by Yee et al. (1999) [27] and extensively used in the development of low dissipative well-balanced high order accurate finite-difference schemes is adapted to the finite element context of discontinuous Galerkin (DG) discretizations. The filter operator is constructed in the canonical computational domain for the standard cubical element where it is applied to the computed conservative variables in a direction per direction basis. Filtering becomes possible for all element types in unstructured meshes using collapsed coordinate transformations. The performance of the proposed nonlinear filter for DG discretizations is demonstrated and evaluated for different orders of expansions for one-dimensional and multidimensional problems with exact solutions. It is shown that for higher order discretizations discontinuity resolution within the cell is achieved and the design order of accuracy is preserved. The filter is applied for a number of standard inviscid flow test problems including strong shocks interactions to demonstrate that the proposed dissipative mechanism for DG discretizations yields superior results compared to the results obtained with the total variation bounded (TVB) limiter and high-order hierarchical limiting. The proposed approach is suitable for p-adaptivity in order to locally enhance resolution of three-dimensional flow simulations that include discontinuities and complex flow features.
Modelling migration in multilayer systems by a finite difference method: the spherical symmetry case
Hojbotǎ, C. I.; Toşa, V.; Mercea, P. V.
2013-08-01
We present a numerical model based on finite differences to solve the problem of chemical impurity migration within a multilayer spherical system. Migration here means diffusion of chemical species in conditions of concentration partitioning at layer interfaces due to different solubilities of the migrant in different layers. We detail here the numerical model and discuss the results of its implementation. To validate the method we compare it with cases where an analytic solution exists. We also present an application of our model to a practical problem in which we compute the migration of caprolactam from the packaging multilayer foil into the food.
Jammy, Satya P; Sandham, Neil D
2016-01-01
Future architectures designed to deliver exascale performance motivate the need for novel algorithmic changes in order to fully exploit their capabilities. In this paper, the performance of several numerical algorithms, characterised by varying degrees of memory and computational intensity, are evaluated in the context of finite difference methods for fluid dynamics problems. It is shown that, by storing some of the evaluated derivatives as single thread- or process-local variables in memory, or recomputing the derivatives on-the-fly, a speed-up of ~2 can be obtained compared to traditional algorithms that store all derivatives in global arrays.
Scattering analysis of periodic structures using finite-difference time-domain
ElMahgoub, Khaled; Elsherbeni, Atef Z
2012-01-01
Periodic structures are of great importance in electromagnetics due to their wide range of applications such as frequency selective surfaces (FSS), electromagnetic band gap (EBG) structures, periodic absorbers, meta-materials, and many others. The aim of this book is to develop efficient computational algorithms to analyze the scattering properties of various electromagnetic periodic structures using the finite-difference time-domain periodic boundary condition (FDTD/PBC) method. A new FDTD/PBC-based algorithm is introduced to analyze general skewed grid periodic structures while another algor
SHA Wei; HUANG Zhi-Xiang; WU Xian-Liang; CHEN Ming-Sheng
2006-01-01
Using symplectic integrator propagator, a three-dimensional fourth-order symplectic finite difference time domain (SFDTD) method is studied, which is of the fourth order in both the time and space domains. The method is nondissipative and can save more memory compared with the traditional FDTD method. The total field and scattered field (TF-SF) technique is derived for the SFDTD method to provide the incident wave source conditions. The bistatic radar cross section (RCS) of a dielectric sphere is computed by using the SFDTD method for the first time. Numerical results suggest that the SFDTD algorithm acquires better stability and accuracy compared with the traditional FDTD method.
WONDY V: a one-dimensional finite-difference wave-propagation code
Kipp, M.E.; Lawrence, R.J.
1982-06-01
WONDY V solves the finite difference analogs to the Lagrangian equations of motion in one spatial dimension (planar, cylindrical, or spherical). Simulations of explosive detonation, energy deposition, plate impact, and dynamic fracture are possible, using a variety of existing material models. In addition, WONDY has proven to be a powerful tool in the evaluation of new constitutive models. A preprocessor is available to allocate storage arrays commensurate with problem size, and automatic rezoning may be employed to improve resolution. This document provides a description of the equations solved, available material models, operating instructions, and sample problems.
Calculating modes of quantum wire systems using a finite difference technique
T Mardani
2013-03-01
Full Text Available In this paper, the Schrodinger equation for a quantum wire is solved using a finite difference approach. A new aspect in this work is plotting wave function on cross section of rectangular cross-sectional wire in two dimensions, periodically. It is found that the correct eigen energies occur when wave functions have a complete symmetry. If the value of eigen energy has a small increase or decrease in neighborhood of the correct energy the symmetry will be destroyed and aperturbation value at the first of wave function will be observed. In addition, the demand on computer memory varies linearly with the size of the system under investigation.
Yamamoto, Kaho; Iwai, Yosuke; Uchida, Yoshiaki; Nishiyama, Norikazu
2016-08-01
We numerically analyzed the light propagation in cholesteric liquid crystalline (CLC) droplet array by the finite-difference time-domain (FDTD) method. The FDTD method successfully reproduced the experimental light path observed in the complicated photonic structure of the CLC droplet array more accurately than the analysis of CLC droplets by geometric optics with Bragg condition, and this method help us understand the polarization of the propagating light waves. The FDTD method holds great promise for the design of various photonic devices composed of curved photonic materials like CLC droplets and microcapsules.
Baumeister, K. J.
1981-01-01
The cutoff mode instability problem associated with a transient finite difference solution to the wave equation is explained. The steady-state impedance boundary condition is found to produce acoustic reflections during the initial transient, which cause finite instabilities in the cutoff modes. The stability problem is resolved by extending the duct length to prevent transient reflections. Numerical calculations are presented at forcing frequencies above, below, and nearly at the cutoff frequency, and exit impedance models are presented for use in the practical design of turbofan inlets.
Hua WEI; Xiaofeng SUN; Qi ZHENG; Guichen HOU; Hengrong GUAN; Zhuangqi HU
2004-01-01
A numerical method has been developed to extract the composition-dependent interdiffusivity from the concentration profiles in the aluminide coating prepared by pack cementation. The procedure is based on the classic finite difference method (FDM). In order to simplify the model, effect of some alloying elements on interdiffusivity can be negligible.Calculated results indicate the interdiffusivity in aluminide coating strongly depends on the composition and give the formulas used to calculate interdiffusivity at 850, 950 and 1050℃. The effect on interdiffusivity is briefly discussed.
Wang, Chong; Qiu, Zhi-Ping
2014-04-01
A new numerical technique named interval finite difference method is proposed for the steady-state temperature field prediction with uncertainties in both physical parameters and boundary conditions. Interval variables are used to quantitatively describe the uncertain parameters with limited information. Based on different Taylor and Neumann series, two kinds of parameter perturbation methods are presented to approximately yield the ranges of the uncertain temperature field. By comparing the results with traditional Monte Carlo simulation, a numerical example is given to demonstrate the feasibility and effectiveness of the proposed method for solving steady-state heat conduction problem with uncertain-but-bounded parameters. [Figure not available: see fulltext.
A comparison of the finite difference and finite element methods for heat transfer calculations
Emery, A. F.; Mortazavi, H. R.
1982-01-01
The finite difference method and finite element method for heat transfer calculations are compared by describing their bases and their application to some common heat transfer problems. In general it is noted that neither method is clearly superior, and in many instances, the choice is quite arbitrary and depends more upon the codes available and upon the personal preference of the analyst than upon any well defined advantages of one method. Classes of problems for which one method or the other is better suited are defined.
Effective optical response of silicon to sunlight in the finite-difference time-domain method.
Deinega, Alexei; John, Sajeev
2012-01-01
The frequency dependent dielectric permittivity of dispersive materials is commonly modeled as a rational polynomial based on multiple Debye, Drude, or Lorentz terms in the finite-difference time-domain (FDTD) method. We identify a simple effective model in which dielectric polarization depends both on the electric field and its first time derivative. This enables nearly exact FDTD simulation of light propagation and absorption in silicon in the spectral range of 300-1000 nm. Numerical precision of our model is demonstrated for Mie scattering from a silicon sphere and solar absorption in a silicon nanowire photonic crystal.
Santillan, Arturo Orozco
2011-01-01
The aim of the work described in this paper has been to investigate the use of the finite-difference time-domain method to describe the interactions between a moving object and a sound field. The main objective was to simulate oscillational instabilities that appear in single-axis acoustic...... levitation devices and to describe their evolution in time to further understand the physical mechanism involved. The study shows that the method gives accurate results for steady state conditions, and that it is a promising tool for simulations with a moving object....
A 3-dimensional finite-difference method for calculating the dynamic coefficients of seals
Dietzen, F. J.; Nordmann, R.
1989-01-01
A method to calculate the dynamic coefficients of seals with arbitrary geometry is presented. The Navier-Stokes equations are used in conjunction with the k-e turbulence model to describe the turbulent flow. These equations are solved by a full 3-dimensional finite-difference procedure instead of the normally used perturbation analysis. The time dependence of the equations is introduced by working with a coordinate system rotating with the precession frequency of the shaft. The results of this theory are compared with coefficients calculated by a perturbation analysis and with experimental results.
Finite-difference time-domain analysis of time-resolved terahertz spectroscopy experiments
Larsen, Casper; Cooke, David G.; Jepsen, Peter Uhd
2011-01-01
In this paper we report on the numerical analysis of a time-resolved terahertz (THz) spectroscopy experiment using a modified finite-difference time-domain method. Using this method, we show that ultrafast carrier dynamics can be extracted with a time resolution smaller than the duration of the THz...... probe pulse and can be determined solely by the pump pulse duration. Our method is found to reproduce complicated two-dimensional transient conductivity maps exceedingly well, demonstrating the power of the time-domain numerical method for extracting ultrafast and dynamic transport parameters from time...
Finite difference analysis of an advance core pre-reinforcement system for Toulon’s south tube
Fethi Kitchah; Sadok Benmebarek
2016-01-01
The stability of shallow tunnels excavated in full face has been a major challenge to the scientific community for a long time. In recent years, new techniques based on the installation of a pre-reinforcement system ahead of the tunnel face were developed to control the deformations and sur-face settlements induced by the excavation and to ensure the sustainability of the tunnel in the long term. In this paper, a finite difference numerical simulation was conducted to study the behaviors and effects of two pre-reinforcement systems, i.e. the face bolting and the umbrella arch system installed in a section of southern Toulon tunnel in France. For this purpose, two approaches were taken and compared:a two-dimensional (2D) approach based on the convergence-confinement method, and a three-dimensional (3D) approach taking into account the complete modeling of the tunnel. A 2D numerical back-analysis was performed to identify the geomechanical parameters that offer satis-factory agreement with the measurement results. The limit of this method lies in the exact choice of the stress relaxation ratioλ. To overcome this uncertainty, a 3D model was developed, which permitted to study the influence of different pre-support systems on the reaction of ground mass. Both 2D and 3D numerical approaches have been fitted to measurements recorded in a section of the Toulon tunnel and the very satisfactory correspondence has allowed validating the simulations. The results show that the 3D numerical analysis with a full discretization of the inclusions seems unquestionably the most reliable approach.
Simple Numerical Schemes for the Korteweg-deVries Equation
C. J. McKinstrie; M. V. Kozlov
2000-12-01
Two numerical schemes, which simulate the propagation of dispersive non-linear waves, are described. The first is a split-step Fourier scheme for the Korteweg-de Vries (KdV) equation. The second is a finite-difference scheme for the modified KdV equation. The stability and accuracy of both schemes are discussed. These simple schemes can be used to study a wide variety of physical processes that involve dispersive nonlinear waves.
Numerical discretization for nonlinear diffusion filter
Mustaffa, I.; Mizuar, I.; Aminuddin, M. M. M.; Dasril, Y.
2015-05-01
Nonlinear diffusion filters are famously used in machine vision for image denoising and restoration. This paper presents a study on the effects of different numerical discretization of nonlinear diffusion filter. Several numerical discretization schemes are presented; namely semi-implicit, AOS, and fully implicit schemes. The results of these schemes are compared by visual results, objective measurement e.g. PSNR and MSE. The results are also compared to a Daubechies wavelet denoising method. It is acknowledged that the two preceding scheme have already been discussed in literature, however comparison to the latter scheme has not been made. The semi-implicit scheme uses an additive operator splitting (AOS) developed to overcome the shortcoming of the explicit scheme i.e., stability for very small time steps. Although AOS has proven to be efficient, from the nonlinear diffusion filter results with different discretization schemes, examples shows that implicit schemes are worth pursuing.
Chakravarthy, S.
1978-01-01
An efficient, direct finite difference method is presented for computing sound propagation in non-stepped two-dimensional and axisymmetric ducts of arbitrarily varying cross section without mean flow. The method is not restricted by axial variation of acoustic impedance of the duct wall linings. The non-uniform two-dimensional or axisymmetric duct is conformally mapped numerically into a rectangular or cylindrical computational domain using a new procedure based on a method of fast direct solution of the Cauchy-Riemann equations. The resulting Helmholtz equation in the computational domain is separable. The solution to the governing equation and boundary conditions is expressed as a linear combination of fundamental solutions. The fundamental solutions are computed only once for each duct shape by means of the fast direct cyclic reduction method for the discrete solution of separable elliptic equations. Numerical results for several examples are presented to show the applicability and efficiency of the method.
谢玲; 张家树; 和红杰
2006-01-01
基于离散傅立叶变换(DFT)的音频水印算法对常规信号处理操作具有较高的鲁棒性,然而,在DFT域的固定频率点嵌入水印信息易受频域攻击,导致此类水印算法存在安全隐患.为进一步说明这种安全隐患,本文描述了一种新颖的频域攻击方法,仿真结果表明采用该方法可以在不影响含水印音频信号听觉感知质量的条件下有效去除水印信息.针对上述问题,本文提出了一种基于非均匀离散傅立叶变换(NDFT)的鲁棒音频水印算法.该算法基于NDFT可以任意选择频率点的特性,利用混沌映射随机选取NDFT域的水印嵌入频率点,以实现水印嵌入位置的随机性.此外,引入另一个混沌映射置乱加密待嵌入的水印信息以提高算法抵抗拷贝攻击的能力.理论分析和实验结果表明该算法不仅具有抗常规信号处理操作高的鲁棒性,而且能够抵抗频域的恶意攻击,大的密钥空间保证了系统高安全性.%DFT-based audio watermarking schemes have attracted many eyes because of high robustness against common signal processing operations. However, the inherent limitation of discrete Fourier transform(DFT), which is public and fixed frequency points, results in weak robustness against malicious attack and inferior systematic security. In this paper, the authors propose a novel attack method to hack DFT-based audio watermarking scheme. Attack results show that the watermark embedded into the audio signal could not be extracted while the sense of hearing is less degradation after attacking. In order to overcome the drawback, a novel secure audio watermarking scheme based on nonuniform discrete Fourier transform(NDFT) is proposed in this paper. In the method, the authors utilize nonuniform discrete Fourier transform(NDFT) to randomly select sampling points in frequency domain, which could make the embedding points private. Furthermore, the authors also use two different chaotic maps to improve
Srivastava, Rishi; Anderson, David F; Rawlings, James B
2013-02-21
Sensitivity analysis is a powerful tool in determining parameters to which the system output is most responsive, in assessing robustness of the system to extreme circumstances or unusual environmental conditions, in identifying rate limiting pathways as a candidate for drug delivery, and in parameter estimation for calculating the Hessian of the objective function. Anderson [SIAM J. Numer. Anal. 50, 2237 (2012)] shows the advantages of the newly developed coupled finite difference (CFD) estimator over the common reaction path (CRP) [M. Rathinam, P. W. Sheppard, and M. Khammash, J. Chem. Phys. 132, 034103 (2010)] estimator. In this paper, we demonstrate the superiority of the CFD estimator over the common random number (CRN) estimator in a number of scenarios not considered previously in the literature, including the sensitivity of a negative log likelihood function for parameter estimation, the sensitivity of being in a rare state, and a sensitivity with fast fluctuating species. In all examples considered, the superiority of CFD over CRN is demonstrated. We also provide an example in which the CRN method is superior to the CRP method, something not previously observed in the literature. These examples, along with Anderson's results, lead to the conclusion that CFD is currently the best estimator in the class of finite difference estimators of stochastic chemical kinetic models.
A moving mesh finite difference method for equilibrium radiation diffusion equations
Yang, Xiaobo, E-mail: xwindyb@126.com [Department of Mathematics, College of Science, China University of Mining and Technology, Xuzhou, Jiangsu 221116 (China); Huang, Weizhang, E-mail: whuang@ku.edu [Department of Mathematics, University of Kansas, Lawrence, KS 66045 (United States); Qiu, Jianxian, E-mail: jxqiu@xmu.edu.cn [School of Mathematical Sciences and Fujian Provincial Key Laboratory of Mathematical Modeling and High-Performance Scientific Computing, Xiamen University, Xiamen, Fujian 361005 (China)
2015-10-01
An efficient moving mesh finite difference method is developed for the numerical solution of equilibrium radiation diffusion equations in two dimensions. The method is based on the moving mesh partial differential equation approach and moves the mesh continuously in time using a system of meshing partial differential equations. The mesh adaptation is controlled through a Hessian-based monitor function and the so-called equidistribution and alignment principles. Several challenging issues in the numerical solution are addressed. Particularly, the radiation diffusion coefficient depends on the energy density highly nonlinearly. This nonlinearity is treated using a predictor–corrector and lagged diffusion strategy. Moreover, the nonnegativity of the energy density is maintained using a cutoff method which has been known in literature to retain the accuracy and convergence order of finite difference approximation for parabolic equations. Numerical examples with multi-material, multiple spot concentration situations are presented. Numerical results show that the method works well for radiation diffusion equations and can produce numerical solutions of good accuracy. It is also shown that a two-level mesh movement strategy can significantly improve the efficiency of the computation.
A Proposed Stochastic Finite Difference Approach Based on Homogenous Chaos Expansion
O. H. Galal
2013-01-01
Full Text Available This paper proposes a stochastic finite difference approach, based on homogenous chaos expansion (SFDHC. The said approach can handle time dependent nonlinear as well as linear systems with deterministic or stochastic initial and boundary conditions. In this approach, included stochastic parameters are modeled as second-order stochastic processes and are expanded using Karhunen-Loève expansion, while the response function is approximated using homogenous chaos expansion. Galerkin projection is used in converting the original stochastic partial differential equation (PDE into a set of coupled deterministic partial differential equations and then solved using finite difference method. Two well-known equations were used for efficiency validation of the method proposed. First one being the linear diffusion equation with stochastic parameter and the second is the nonlinear Burger's equation with stochastic parameter and stochastic initial and boundary conditions. In both of these examples, the probability distribution function of the response manifested close conformity to the results obtained from Monte Carlo simulation with optimized computational cost.
Sørensen, John Aasted
2011-01-01
The objectives of Discrete Mathematics (IDISM2) are: The introduction of the mathematics needed for analysis, design and verification of discrete systems, including the application within programming languages for computer systems. Having passed the IDISM2 course, the student will be able...... to accomplish the following: -Understand and apply formal representations in discrete mathematics. -Understand and apply formal representations in problems within discrete mathematics. -Understand methods for solving problems in discrete mathematics. -Apply methods for solving problems in discrete mathematics......; construct a finite state machine for a given application. Apply these concepts to new problems. The teaching in Discrete Mathematics is a combination of sessions with lectures and students solving problems, either manually or by using Matlab. Furthermore a selection of projects must be solved and handed...
Luo, Y.; Xia, J.; Xu, Y.; Zeng, C.; Liu, J.
2010-01-01
Love-wave propagation has been a topic of interest to crustal, earthquake, and engineering seismologists for many years because it is independent of Poisson's ratio and more sensitive to shear (S)-wave velocity changes and layer thickness changes than are Rayleigh waves. It is well known that Love-wave generation requires the existence of a low S-wave velocity layer in a multilayered earth model. In order to study numerically the propagation of Love waves in a layered earth model and dispersion characteristics for near-surface applications, we simulate high-frequency (>5 Hz) Love waves by the staggered-grid finite-difference (FD) method. The air-earth boundary (the shear stress above the free surface) is treated using the stress-imaging technique. We use a two-layer model to demonstrate the accuracy of the staggered-grid modeling scheme. We also simulate four-layer models including a low-velocity layer (LVL) or a high-velocity layer (HVL) to analyze dispersive energy characteristics for near-surface applications. Results demonstrate that: (1) the staggered-grid FD code and stress-imaging technique are suitable for treating the free-surface boundary conditions for Love-wave modeling, (2) Love-wave inversion should be treated with extra care when a LVL exists because of a lack of LVL information in dispersions aggravating uncertainties in the inversion procedure, and (3) energy of high modes in a low-frequency range is very weak, so that it is difficult to estimate the cutoff frequency accurately, and "mode-crossing" occurs between the second higher and third higher modes when a HVL exists. ?? 2010 Birkh??user / Springer Basel AG.
Constructing of constraint preserving scheme for Einstein equations
Tsuchiya, Takuya
2016-01-01
We propose a new numerical scheme of evolution for the Einstein equations using the discrete variational derivative method (DVDM). We derive the discrete evolution equation of the constraint using this scheme and show the constraint preserves in the discrete level. In addition, to confirm the numerical stability using this scheme, we perform some numerical simulations by discretized equations with the Crank-Nicolson scheme and with the new scheme, and we find that the new discretized equations have better stability than that of the Crank-Nicolson scheme.
Gao, Liping
2011-01-01
This paper is concerned with the optimal error estimates and energy conservation properties of the alternating direction implicit finite-difference time-domain (ADI-FDTD) method which is a popular scheme for solving the 3D Maxwell equations. Precisely, for the case with a perfectly electric conducting (PEC) boundary condition we establish the optimal second-order error estimates in both space and time in the discrete $H^1$-norm for the ADI-FDTD scheme and prove the approximate divergence preserving property that if the divergence of the initial electric and magnetic fields are zero then the discrete $L^2$-norm of the discrete divergence of the ADI-FDTD solution is approximately zero with the second-order accuracy in both space and time. A key ingredient is two new discrete energy norms which are second-order in time perturbations of two new energy conservation laws for the Maxwell equations introduced in this paper. Furthermore, we prove that, in addition to two known discrete energy identities which are seco...
2008-01-01
Based on the three-phase theory proposed by Santos, acoustic wave propagation in a poroelastic medium saturated by two immiscible fluids was simulated using a staggered high-order finite-difference algorithm with a time partition method, which is firstly applied to such a three-phase medium. The partition method was used to solve the stiffness problem of the differential equations in the three-phase theory. Considering the effects of capillary pressure, reference pressure and coupling drag of two fluids in pores, three compressional waves and one shear wave predicted by Santos have been correctly simulated. Influences of the parameters, porosity, permeability and gas saturation on the velocities and amplitude of three compressional waves were discussed in detail. Also, a perfectly matched layer (PML) absorbing boundary condition was firstly implemented in the three-phase equations with a staggered-grid high-order finite-difference. Comparisons between the proposed PML method and a commonly used damping method were made to validate the efficiency of the proposed boundary absorption scheme. It was shown that the PML works more efficiently than the damping method in this complex medium. Additionally, the three-phase theory is reduced to the Biot’s theory when there is only one fluid left in the pores, which is shown in Appendix. This reduction makes clear that three-phase equation systems are identical to the typical Biot’s equations if the fluid saturation for either of the two fluids in the pores approaches to zero.
ZHAO HaiBo; WANG XiuMing
2008-01-01
Based on the three-pheee theory proposed by Santos, acoustic wave propagation in a poroelastic medium saturated by two immiscible fluids was simulated using a staggered high-order finite-difference algorithm with a time partition method, which is firstly applied to such a three-phase medium. The partition method was used to solve the stiffness problem of the differential equations in the three-pheee theory. Considering the effects of capillary pressure, reference pressure and coupling drag of two fluids in pores, three compressional waves and one shear wave predicted by Santos have been correctly simulated. Influences of the parameters, porosity, permeability and gas saturation on the velocities and amplitude of three compres-sional waves were discussed in detail. Also, a perfectly matched layer (PML) absorbing boundary condition was firstly implemented in the three-phase equations with a staggered-grid high-order finite-difference. Comparisons between the proposed PML method and a commonly used damping method were made to validate the efficiency of the proposed boundary absorption scheme. It was shown that the PML works more efficiently than the damping method in this complex medium.Additionally, the three-phase theory is reduced to the Blot's theory when there is only one fluid left in the pores, which is shown in Appendix. This reduction makes clear that three-phase equation systems are identical to the typical Blot's equations if the fluid saturation for either of the two fluids in the pores approaches to zero.
Nordstrom, Jan; Carpenter, Mark H.
1998-01-01
Boundary and interface conditions for high order finite difference methods applied to the constant coefficient Euler and Navier-Stokes equations are derived. The boundary conditions lead to strict and strong stability. The interface conditions are stable and conservative even if the finite difference operators and mesh sizes vary from domain to domain. Numerical experiments show that the new conditions also lead to good results for the corresponding nonlinear problems.
On Discreteness of the Hopf Equation
2008-01-01
The principle aim of this essay is to illustrate how different phenomena is captured by different discretizations of the Hopf equation and general hyperbolic conservation laws. This includes dispersive schemes, shock capturing schemes as well as schemes for computing multi-valued solutions of the underlying equation. We introduce some model equations which describe the behavior of the discrete equation more accurate than the original equation. These model equations can either be conveniently discretized for producing novel numerical schemes or further analyzed to enrich the theory of nonlinear partial differential equations.
周川; 何俊伟; 陈庆伟
2013-01-01
Considering the problem of congestion control for the time-varying and uncertain TCP/IP network, we proposed a novel discrete-time robust active queue management (AQM) scheme based on H-infinity feedback control for the TCP flow model with link capacity disturbance and parameter uncertainties simultaneously. In this method, the bandwidth occupied by short-lived connections is treated as the external disturbances, and the effect of both delay and parameter uncertainties is taken into account for the TCP/AQM system model. By using Lyapunov stability theory and LMI techniques, we propose a discrete-time robust H-infinity AQM controller to guarantee the asymptotic stability and robustness of the queue length response of a router queues. Finally the NS-2 simulation results demonstrate effectiveness of the proposed method.%针对TCP/IP网络存在参数时变和不确定性下的拥塞控制问题,提出一种新的基于H∞状态反馈控制的离散鲁棒主动列队管理算法(AQM).该方法针对不确定TCP流模型,将短期突发流所占据的带宽作为系统的外部干扰,同时考虑时滞和参数不确定性因素,基于Lyapunov稳定性理论和线性矩阵不等式技术,设计了离散鲁棒状态反馈控制器以保证路由器队列响应的稳定性和鲁棒性.最后,通过NS-2仿真验证了本文方法的有效性.
Jorge Mauricio Ruiz Vera
2013-03-01
Full Text Available The Derrida-Lebowitz-Speer-Spohn (DLSS equation is a fourth order in space non-linear evolution equation. This equation arises in the study of interface fluctuations in spin systems and quantum semiconductor modelling. In this paper, we present a positive preserving finite element discrtization for a coupled-equation approach to the DLSS equation. Using the available information about the physical phenomena, we are able to set the corresponding boundary conditions for the coupled system. We prove existence of a global in time discrete solution by fixed point argument. Numerical results illustrate the quantum character of the equation. Finally a test of order of convergence of the proposed discretization scheme is presented.La ecuación de Derrida-Lebowitz-Speer-Spohn (DLSS es una ecuación de evolución no lineal de cuarto orden. Esta aparece en el estudio de las fluctuaciones de interface de sistemas de espín y en la modelación de semicoductores cuánticos. En este artículo, se presenta una discretización por elementos finitos para una formulación exponencial de la ecuación DLSS abordada como un sistema acoplado de ecuaciones. Usando la información disponible acerca del fenómeno físico, se establecen las condiciones de contorno para el sistema acoplado. Se demuestra la existencia de la solución discreta global en el tiempo via un argumento de punto fijo. Los resultados numéricos ilustran el carácter cuántico de la ecuación. Finalmente se presenta un test del orden de convergencia de la discretización porpuesta.
A Coupled Finite Difference and Moving Least Squares Simulation of Violent Breaking Wave Impact
Lindberg, Ole; Bingham, Harry B.; Engsig-Karup, Allan Peter
2012-01-01
incompressible and inviscid model and the wave impacts on the vertical breakwater are simulated in this model. The resulting maximum pressures and forces on the breakwater are relatively high when compared with other studies and this is due to the incompressible nature of the present model.......Two model for simulation of free surface flow is presented. The first model is a finite difference based potential flow model with non-linear kinematic and dynamic free surface boundary conditions. The second model is a weighted least squares based incompressible and inviscid flow model. A special...... feature of this model is a generalized finite point set method which is applied to the solution of the Poisson equation on an unstructured point distribution. The presented finite point set method is generalized to arbitrary order of approximation. The two models are applied to simulation of steep...
A FINITE DIFFERENCE METHOD FOR THE ONE-DIMENSIONAL VARIATIONAL BOUSSINESQ EQUATIONS
A. Suryanto
2012-06-01
Full Text Available The variational Boussinesq equations derived by Klopman et. al. (2005 con-verse mass, momentum and positive-definite energy. Moreover, they were shown to have significantly improved frequency dispersion characteristics, making it suitable for wave simulation from relatively deep to shallow water. In this paper we develop a numerica lcode for the variational Boussinesq equations. This code uses a fourth-order predictor-corrector method for time derivatives and fourth-order finite difference method for the first-order spatial derivatives. The numerical method is validated against experimen-tal data for one-dimensional nonlinear wave transformation problems. Furthermore, the method is used to illustrate the dispersive effects on tsunami-type of wave propagation.
Skolski, J. Z. P., E-mail: j.z.p.skolski@utwente.nl; Vincenc Obona, J. [Materials innovation institute M2i, Faculty of Engineering Technology, Chair of Applied Laser Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Römer, G. R. B. E.; Huis in ' t Veld, A. J. [Faculty of Engineering Technology, Chair of Applied Laser Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands)
2014-03-14
A model predicting the formation of laser-induced periodic surface structures (LIPSSs) is presented. That is, the finite-difference time domain method is used to study the interaction of electromagnetic fields with rough surfaces. In this approach, the rough surface is modified by “ablation after each laser pulse,” according to the absorbed energy profile, in order to account for inter-pulse feedback mechanisms. LIPSSs with a periodicity significantly smaller than the laser wavelength are found to “grow” either parallel or orthogonal to the laser polarization. The change in orientation and periodicity follow from the model. LIPSSs with a periodicity larger than the wavelength of the laser radiation and complex superimposed LIPSS patterns are also predicted by the model.
Skolski, J. Z. P.; Römer, G. R. B. E.; Vincenc Obona, J.; Huis in't Veld, A. J.
2014-03-01
A model predicting the formation of laser-induced periodic surface structures (LIPSSs) is presented. That is, the finite-difference time domain method is used to study the interaction of electromagnetic fields with rough surfaces. In this approach, the rough surface is modified by "ablation after each laser pulse," according to the absorbed energy profile, in order to account for inter-pulse feedback mechanisms. LIPSSs with a periodicity significantly smaller than the laser wavelength are found to "grow" either parallel or orthogonal to the laser polarization. The change in orientation and periodicity follow from the model. LIPSSs with a periodicity larger than the wavelength of the laser radiation and complex superimposed LIPSS patterns are also predicted by the model.
Thermal Analysis of Ball screw Systems by Explicit Finite Difference Method
Min, Bog Ki [Hanyang Univ., Seoul (Korea, Republic of); Park, Chun Hong; Chung, Sung Chong [KIMM, Daejeon (Korea, Republic of)
2016-01-15
Friction generated from balls and grooves incurs temperature rise in the ball screw system. Thermal deformation due to the heat degrades positioning accuracy of the feed drive system. To compensate for the thermal error, accurate prediction of the temperature distribution is required first. In this paper, to predict the temperature distribution according to the rotational speed, solid and hollow cylinders are applied for analysis of the ball screw shaft and nut, respectively. Boundary conditions such as the convective heat transfer coefficient, friction torque, and thermal contact conductance (TCC) between balls and grooves are formulated according to operating and fabrication conditions of the ball screw. Explicit FDM (finite difference method) is studied for development of a temperature prediction simulator. Its effectiveness is verified through numerical analysis.
GPU-acceleration of parallel unconditionally stable group explicit finite difference method
Parand, K; Hossayni, Sayyed A
2013-01-01
Graphics Processing Units (GPUs) are high performance co-processors originally intended to improve the use and quality of computer graphics applications. Since researchers and practitioners realized the potential of using GPU for general purpose, their application has been extended to other fields out of computer graphics scope. The main objective of this paper is to evaluate the impact of using GPU in solution of the transient diffusion type equation by parallel and stable group explicit finite difference method. To accomplish that, GPU and CPU-based (multi-core) approaches were developed. Moreover, we proposed an optimal synchronization arrangement for its implementation pseudo-code. Also, the interrelation of GPU parallel programming and initializing the algorithm variables was discussed, using numerical experiences. The GPU-approach results are faster than a much expensive parallel 8-thread CPU-based approach results. The GPU, used in this paper, is an ordinary laptop GPU (GT 335M) and is accessible for e...
Study Notes on Numerical Solutions of the Wave Equation with the Finite Difference Method
Adib, A B
2000-01-01
In this introductory work I will present the Finite Difference method for hyperbolic equations, focusing on a method which has second order precision both in time and space (the so-called leap-frog method) and applying it to the case of the 1d and 2d wave equation. A brief derivation of the energy and equation of motion of a wave is done before the numerical part in order to make the transition from the continuum to the lattice clearer. To illustrate the extension of the method to more complex equations, I also add dissipative terms of the kind $-\\eta \\dot{u}$ into the equations. The von Neumann numerical stability analysis and the Courant criterion, two of the most popular in the literature, are briefly discussed. In the end I present some numerical results obtained with the leap-frog algorithm, illustrating the importance of the lattice resolution through energy plots.
An Efficient Finite Difference Method for Parameter Sensitivities of Continuous Time Markov Chains
Anderson, David F
2011-01-01
We present an efficient finite difference method for the computation of parameter sensitivities for a wide class of continuous time Markov chains. The motivating class of models, and the source of our examples, are the stochastic chemical kinetic models commonly used in the biosciences, though other natural application areas include population processes and queuing networks. The method is essentially derived by making effective use of the random time change representation of Kurtz, and is no harder to implement than any standard continuous time Markov chain algorithm, such as "Gillespie's algorithm" or the next reaction method. Further, the method is analytically tractable, and, for a given number of realizations of the stochastic process, produces an estimator with substantially lower variance than that obtained using other common methods. Therefore, the computational complexity required to solve a given problem is lowered greatly. In this work, we present the method together with the theoretical analysis de...