International Nuclear Information System (INIS)
Most of thermal hydraulic processes in nuclear engineering can be described by general convection-diffusion equations that are often can be simulated numerically with finite-difference method (FDM). An effective scheme for finite-difference discretization of such equations is presented in this report. The derivation of this scheme is based on analytical solutions of a simplified one-dimensional equation written for every control volume of the finite-difference mesh. These analytical solutions are constructed using linearized representations of both diffusion coefficient and source term. As a result, the Efficient Finite-Differencing (EFD) scheme makes it possible to significantly improve the accuracy of numerical method even using mesh systems with fewer grid nodes that, in turn, allows to speed-up numerical simulation. EFD has been carefully verified on the series of sample problems for which either analytical or very precise numerical solutions can be found. EFD has been compared with other popular FDM schemes including novel, accurate (as well as sophisticated) methods. Among the methods compared were well-known central difference scheme, upwind scheme, exponential differencing and hybrid schemes of Spalding. Also, newly developed finite-difference schemes, such as the the quadratic upstream (QUICK) scheme of Leonard, the locally analytic differencing (LOAD) scheme of Wong and Raithby, the flux-spline scheme proposed by Varejago and Patankar as well as the latest LENS discretization of Sakai have been compared. Detailed results of this comparison are given in this report. These tests have shown a high efficiency of the EFD scheme. For most of sample problems considered EFD has demonstrated the numerical error that appeared to be in orders of magnitude lower than that of other discretization methods. Or, in other words, EFD has predicted numerical solution with the same given numerical error but using much fewer grid nodes. In this report, the detailed
Nonstandard finite difference schemes
Mickens, Ronald E.
1995-01-01
The major research activities of this proposal center on the construction and analysis of nonstandard finite-difference schemes for ordinary and partial differential equations. In particular, we investigate schemes that either have zero truncation errors (exact schemes) or possess other significant features of importance for numerical integration. Our eventual goal is to bring these methods to bear on problems that arise in the modeling of various physical, engineering, and technological systems. At present, these efforts are extended in the direction of understanding the exact nature of these nonstandard procedures and extending their use to more complicated model equations. Our presentation will give a listing (obtained to date) of the nonstandard rules, their application to a number of linear and nonlinear, ordinary and partial differential equations. In certain cases, numerical results will be presented.
On stochastic finite difference schemes
Gyongy, Istvan
2013-01-01
Finite difference schemes in the spatial variable for degenerate stochastic parabolic PDEs are investigated. Sharp results on the rate of $L_p$ and almost sure convergence of the finite difference approximations are presented and results on Richardson extrapolation are established for stochastic parabolic schemes under smoothness assumptions.
Lei Zhang; Lisha Wang; Xiaohua Ding
2014-01-01
We present finite difference schemes for Burgers equation and Burgers-Fisher equation. A new version of exact finite difference scheme for Burgers equation and Burgers-Fisher equation is proposed using the solitary wave solution. Then nonstandard finite difference schemes are constructed to solve two equations. Numerical experiments are presented to verify the accuracy and efficiency of such NSFD schemes.
Implicit finite difference schemes for the magnetic induction equations
Koley, U.
2011-01-01
We describe high order accurate and stable fully-discrete finite difference schemes for the initial-boundary value problem associated with the magnetic induction equations. These equations model the evolution of a magnetic field due to a given velocity field. The finite difference schemes are based on Summation by Parts (SBP) operators for spatial derivatives and a Simultaneous Approximation Term (SAT) technique for imposing boundary conditions. We present various numerical experiments that d...
A Finite Element Framework for Some Mimetic Finite Difference Discretizations
Rodrigo, Carmen; Gaspar, Francisco; Hu, Xiaozhe; Zikatanov, Ludmil
2015-01-01
In this work we derive equivalence relations between mimetic finite difference schemes on simplicial grids and modified N\\'ed\\'elec-Raviart-Thomas finite element methods for model problems in $\\mathbf{H}(\\operatorname{\\mathbf{curl}})$ and $H(\\operatorname{div})$. This provides a simple and transparent way to analyze such mimetic finite difference discretizations using the well-known results from finite element theory. The finite element framework that we develop is also crucial for the design...
Efficient discretization in finite difference method
Rozos, Evangelos; Koussis, Antonis; Koutsoyiannis, Demetris
2015-04-01
Finite difference method (FDM) is a plausible and simple method for solving partial differential equations. The standard practice is to use an orthogonal discretization to form algebraic approximate formulations of the derivatives of the unknown function and a grid, much like raster maps, to represent the properties of the function domain. For example, for the solution of the groundwater flow equation, a raster map is required for the characterization of the discretization cells (flow cell, no-flow cell, boundary cell, etc.), and two raster maps are required for the hydraulic conductivity and the storage coefficient. Unfortunately, this simple approach to describe the topology comes along with the known disadvantages of the FDM (rough representation of the geometry of the boundaries, wasted computational resources in the unavoidable expansion of the grid refinement in all cells of the same column and row, etc.). To overcome these disadvantages, Hunt has suggested an alternative approach to describe the topology, the use of an array of neighbours. This limits the need for discretization nodes only for the representation of the boundary conditions and the flow domain. Furthermore, the geometry of the boundaries is described more accurately using a vector representation. Most importantly, graded meshes can be employed, which are capable of restricting grid refinement only in the areas of interest (e.g. regions where hydraulic head varies rapidly, locations of pumping wells, etc.). In this study, we test the Hunt approach against MODFLOW, a well established finite difference model, and the Finite Volume Method with Simplified Integration (FVMSI). The results of this comparison are examined and critically discussed.
Applications of nonstandard finite difference schemes
Mickens, Ronald E
2000-01-01
The main purpose of this book is to provide a concise introduction to the methods and philosophy of constructing nonstandard finite difference schemes and illustrate how such techniques can be applied to several important problems. Chapter 1 gives an overview of the subject and summarizes previous work. Chapters 2 and 3 consider in detail the construction and numerical implementation of schemes for physical problems involving convection-diffusion-reaction equations that arise in groundwater pollution and scattering of electromagnetic waves using Maxwell's equations. Chapter 4 examines certain
Vibration source identification using corrected finite difference schemes
Leclere, Q.; Pezerat, Charles
2012-01-01
International audience This paper addresses the problem of the location and identification of vibration excitations from the measurement of the displacement field of a vibrating structure. It constitutes an improvement of the force analysis technique published several years ago. The development is based on the use of the motion equation which is discretized by finite difference schemes approximating spatial derivatives of the displacement. In a first instance, the error due to this approxi...
An optimized finite-difference scheme for wave propagation problems
Zingg, D. W.; Lomax, H.; Jurgens, H.
1993-01-01
Two fully-discrete finite-difference schemes for wave propagation problems are presented, a maximum-order scheme and an optimized (or spectral-like) scheme. Both combine a seven-point spatial operator and an explicit six-stage time-march method. The maximum-order operator is fifth-order in space and is sixth-order in time for a linear problem with periodic boundary conditions. The phase and amplitude errors of the schemes obtained using Fourier analysis are given and compared with a second-order and a fourth-order method. Numerical experiments are presented which demonstrate the usefulness of the schemes for a range of problems. For some problems, the optimized scheme leads to a reduction in global error compared to the maximum-order scheme with no additional computational expense.
Finite-difference schemes for anisotropic diffusion
Energy Technology Data Exchange (ETDEWEB)
Es, Bram van, E-mail: es@cwi.nl [Centrum Wiskunde and Informatica, P.O. Box 94079, 1090GB Amsterdam (Netherlands); FOM Institute DIFFER, Dutch Institute for Fundamental Energy Research, Association EURATOM-FOM (Netherlands); Koren, Barry [Eindhoven University of Technology (Netherlands); Blank, Hugo J. de [FOM Institute DIFFER, Dutch Institute for Fundamental Energy Research, Association EURATOM-FOM (Netherlands)
2014-09-01
In fusion plasmas diffusion tensors are extremely anisotropic due to the high temperature and large magnetic field strength. This causes diffusion, heat conduction, and viscous momentum loss, to effectively be aligned with the magnetic field lines. This alignment leads to different values for the respective diffusive coefficients in the magnetic field direction and in the perpendicular direction, to the extent that heat diffusion coefficients can be up to 10{sup 12} times larger in the parallel direction than in the perpendicular direction. This anisotropy puts stringent requirements on the numerical methods used to approximate the MHD-equations since any misalignment of the grid may cause the perpendicular diffusion to be polluted by the numerical error in approximating the parallel diffusion. Currently the common approach is to apply magnetic field-aligned coordinates, an approach that automatically takes care of the directionality of the diffusive coefficients. This approach runs into problems at x-points and at points where there is magnetic re-connection, since this causes local non-alignment. It is therefore useful to consider numerical schemes that are tolerant to the misalignment of the grid with the magnetic field lines, both to improve existing methods and to help open the possibility of applying regular non-aligned grids. To investigate this, in this paper several discretization schemes are developed and applied to the anisotropic heat diffusion equation on a non-aligned grid.
Lie group computation of finite difference schemes
Hoarau, Emma; David, Claire
2006-01-01
nombre de pages 10 A Mathematica based program has been elaborated in order to determine the symmetry group of a finite difference equation, by means of its differential representation. The package provides functions which enable us to solve the determining equations of the related Lie group
Optimizations on Designing High-Resolution Finite-Difference Schemes
Liu, Yen; Koomullil, George; Kwak, Dochan (Technical Monitor)
1994-01-01
We describe a general optimization procedure for both maximizing the resolution characteristics of existing finite differencing schemes as well as designing finite difference schemes that will meet the error tolerance requirements of numerical solutions. The procedure is based on an optimization process. This is a generalization of the compact scheme introduced by Lele in which the resolution is improved for single, one-dimensional spatial derivative, whereas in the present approach the complete scheme, after spatial and temporal discretizations, is optimized on a range of parameters of the scheme and the governing equations. The approach is to linearize and Fourier analyze the discretized equations to check the resolving power of the scheme for various wave number ranges in the solution and optimize the resolution to satisfy the requirements of the problem. This represents a constrained nonlinear optimization problem which can be solved to obtain the nodal weights of discretization. An objective function is defined in the parametric space of wave numbers, Courant number, Mach number and other quantities of interest. Typical criterion for defining the objective function include the maximization of the resolution of high wave numbers for acoustic and electromagnetic wave propagations and turbulence calculations. The procedure is being tested on off-design conditions of non-uniform mesh, non-periodic boundary conditions, and non-constant wave speeds for scalar and system of equations. This includes the solution of wave equations and Euler equations using a conventional scheme with and without optimization and the design of an optimum scheme for the specified error tolerance.
Ferreira, J. A.
2004-01-01
In this paper we study the convergence properties of a finite difference discretization of a second order elliptic equation with mixed derivatives and variable coefficient in polygonal domains subject to general boundary conditions. We prove that the finite difference scheme on nonuniform grids exhibit the phenomenon of supraconvergence, more precisely, for s ∈ [1, 2] order O(hs)-convergence of the finite difference solution and its gradient if the exact solution is in the Sobo...
A New Class of Finite Difference Schemes
Mahesh, K.
1996-01-01
Fluid flows in the transitional and turbulent regimes possess a wide range of length and time scales. The numerical computation of these flows therefore requires numerical methods that can accurately represent the entire, or at least a significant portion, of this range of scales. The inaccurate representation of small scales is inherent to non-spectral schemes. This can be detrimental to computations where the energy in the small scales is comparable to that in the larger scales, e.g. large-eddy simulations of high Reynolds number turbulence. The inaccurate numerical representation of the small scales in these large-eddy simulations can result in the numerical error overwhelming the contribution of the subgrid-scale model.
Higher order finite difference schemes for the magnetic induction equations
Koley, Ujjwal; Mishra, Siddhartha; Risebro, Nils Henrik; Svärd, Magnus
2011-01-01
We describe high order accurate and stable finite difference schemes for the initial-boundary value problem associated with the magnetic induction equations. These equations model the evolution of a magnetic field due to a given velocity field. The finite difference schemes are based on Summation by Parts (SBP) operators for spatial derivatives and a Simultaneous Approximation Term (SAT) technique for imposing boundary conditions. We present various numerical experiments that demonstrate both...
Finite difference schemes for long-time integration
Haras, Zigo; Taasan, Shlomo
1993-01-01
Finite difference schemes for the evaluation of first and second derivatives are presented. These second order compact schemes were designed for long-time integration of evolution equations by solving a quadratic constrained minimization problem. The quadratic cost function measures the global truncation error while taking into account the initial data. The resulting schemes are applicable for integration times fourfold, or more, longer than similar previously studied schemes. A similar approach was used to obtain improved integration schemes.
Scheme For Finite-Difference Computations Of Waves
Davis, Sanford
1992-01-01
Compact algorithms generating and solving finite-difference approximations of partial differential equations for propagation of waves obtained by new method. Based on concept of discrete dispersion relation. Used in wave propagation to relate frequency to wavelength and is key measure of wave fidelity.
Stability of central finite difference schemes for the Heston PDE
Hout, K. J. in 't; K. Volders
2010-01-01
This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large semi-discrete systems with non-normal matrices A. By employing the logarithmic spectral norm we prove practical, rigorous stability bounds. Our theoretical stability results are illustrated by ample numerical experiments.
Compact finite difference schemes with spectral-like resolution
Lele, Sanjiva K.
1992-01-01
The present finite-difference schemes for the evaluation of first-order, second-order, and higher-order derivatives yield improved representation of a range of scales and may be used on nonuniform meshes. Various boundary conditions may be invoked, and both accurate interpolation and spectral-like filtering can be accomplished by means of schemes for derivatives at mid-cell locations. This family of schemes reduces to the Pade schemes when the maximal formal accuracy constraint is imposed with a specific computational stencil. Attention is given to illustrative applications of these schemes in fluid dynamics.
Stability analysis of a finite difference scheme using symbolic computation
International Nuclear Information System (INIS)
Computer aided symbolic manipulation has previously been used in studies of weakly nonlinear behavior in plasmas. The application of such symbolic manipulation techniques to the study of the stability of a specific finite difference scheme is investigated. Eigenvalue calculations for the Von Neumann matrix are described
Ewing, R.; Iliev, O.; Lazarov, R.; Naumovich, A.
2004-01-01
Finite difference discretizations of 1D poroelasticity equations with discontinuous coefficients are analyzed. A recently suggested FD discretization of poroelasticity equations with constant coefficients on staggered grid, [5], is used as a basis. A careful treatment of the interfaces leads to harmonic averaging of the discontinuous coefficients. Here, convergence for the pressure and for the displacement is proven in certain norms for the scheme with harmonic averaging (HA). Order of conve...
ADI Finite Difference Discretization of the Heston-Hull-White PDE
Haentjens, Tinne; Hout, Karel in't.
2010-09-01
This paper concerns the efficient numerical solution of the time-dependent, three-dimensional Heston-Hull-White PDE for the fair prices of European call options. The numerical solution method described in this paper consists of a finite difference discretization on non-uniform spatial grids followed by an Alternating Direction Implicit scheme for the time discretization and extends the method recently proved effective by In't Hout & Foulon (2010) for the simpler, two-dimensional Heston PDE.
Convergence of finite difference schemes to the Aleksandrov solution of the Monge-Ampere equation
Awanou, Gerard; Awi, Romeo
2015-01-01
We present a technique for proving convergence to the Aleksandrov solution of the Monge-Ampere equation of a stable and consistent finite difference scheme. We also require a notion of discrete convexity with a stability property and a local equicontinuity property for bounded sequences.
To the convergence ov finite difference schemes on the generalized solutions of the Poisson equation
International Nuclear Information System (INIS)
The rate of convergence of the finite difference schemes on the generalized solutions of Poisson equation is studied by the energy inequality method. The truncation error is analyzed using Bramle-Hilbert lemma. It is proved that commonly used life-point difference scheme for the Direchlet boundary value problem converges with the rate of O(hsup(1+s)) in a discrete Ws21 norm, and with the rate of O(hsup(1+s)|lnh|sup(1/2)) in discrete C-norm, if the solution is from Wsub(2)sup(2+s), s=0.1
Discretizing delta functions via finite differences and gradient normalization
Towers, John D.
2009-06-01
In [J.D. Towers, Two methods for discretizing a delta function supported on a level set, J. Comput. Phys. 220 (2007) 915-931] the author presented two closely related finite difference methods (referred to here as FDM1 and FDM2) for discretizing a delta function supported on a manifold of codimension one defined by the zero level set of a smooth mapping u :Rn ↦ R . These methods were shown to be consistent (meaning that they converge to the true solution as the mesh size h → 0) in the codimension one setting. In this paper, we concentrate on n ⩽ 3 , but generalize our methods to codimensions other than one - now the level set function is generally a vector valued mapping u → :Rn ↦Rm, 1 ⩽ m ⩽ n ⩽ 3 . Seemingly reasonable algorithms based on simple products of approximate delta functions are not generally consistent when applied to these problems. Motivated by this, we instead use the wedge product formalism to generalize our FDM algorithms, and this approach results in accurate, often consistent approximations. With the goal of ensuring consistency in general, we propose a new gradient normalization process that is applied before our FDM algorithms. These combined algorithms seem to be consistent in all reasonable situations, with numerical experiments indicating O (h2) convergence for our new gradient-normalized FDM2 algorithm. In the full codimension setting (m = n) , our gradient normalization processing also improves accuracy when using more standard approximate delta functions. This combination also yields approximations that appear to be consistent.
Christlieb, Andrew J.; Liu, Yuan; Tang, Qi; Xu, Zhengfu
2014-01-01
In this paper, we utilize the maximum-principle-preserving flux limiting technique, originally designed for high order weighted essentially non-oscillatory (WENO) methods for scalar hyperbolic conservation laws, to develop a class of high order positivity-preserving finite difference WENO methods for the ideal magnetohydrodynamic (MHD) equations. Our schemes, under the constrained transport (CT) framework, can achieve high order accuracy, a discrete divergence-free condition and positivity of...
Hong, Qianying; Lai, Ming-Jun; Wang, Jingyue
2013-01-01
We present a convergence analysis of a finite difference scheme for the time dependent partial different equation called gradient flow associated with the Rudin-Osher-Fatemi model. We devise an iterative algorithm to compute the solution of the finite difference scheme and prove the convergence of the iterative algorithm. Finally computational experiments are shown to demonstrate the convergence of the finite difference scheme. An application for image denoising is given.
An unconditionally energy stable finite difference scheme for a stochastic Cahn-Hilliard equation
Li, Xiao; Qiao, ZhongHua; Zhang, Hui
2016-09-01
In this work, the MMC-TDGL equation, a stochastic Cahn-Hilliard equation is solved numerically by using the finite difference method in combination with a convex splitting technique of the energy functional. For the non-stochastic case, we develop an unconditionally energy stable difference scheme which is proved to be uniquely solvable. For the stochastic case, by adopting the same splitting of the energy functional, we construct a similar and uniquely solvable difference scheme with the discretized stochastic term. The resulted schemes are nonlinear and solved by Newton iteration. For the long time simulation, an adaptive time stepping strategy is developed based on both first- and second-order derivatives of the energy. Numerical experiments are carried out to verify the energy stability, the efficiency of the adaptive time stepping and the effect of the stochastic term.
Nikkar, Samira; Nordström, Jan
2015-06-01
A time-dependent coordinate transformation of a constant coefficient hyperbolic system of equations which results in a variable coefficient system of equations is considered. By applying the energy method, well-posed boundary conditions for the continuous problem are derived. Summation-by-Parts (SBP) operators for the space and time discretization, together with a weak imposition of boundary and initial conditions using Simultaneously Approximation Terms (SATs) lead to a provable fully-discrete energy-stable conservative finite difference scheme. We show how to construct a time-dependent SAT formulation that automatically imposes boundary conditions, when and where they are required. We also prove that a uniform flow field is preserved, i.e. the Numerical Geometric Conservation Law (NGCL) holds automatically by using SBP-SAT in time and space. The developed technique is illustrated by considering an application using the linearized Euler equations: the sound generated by moving boundaries. Numerical calculations corroborate the stability and accuracy of the new fully discrete approximations.
Converged accelerated finite difference scheme for the multigroup neutron diffusion equation
International Nuclear Information System (INIS)
Computer codes involving neutron transport theory for nuclear engineering applications always require verification to assess improvement. Generally, analytical and semi-analytical benchmarks are desirable, since they are capable of high precision solutions to provide accurate standards of comparison. However, these benchmarks often involve relatively simple problems, usually assuming a certain degree of abstract modeling. In the present work, we show how semi-analytical equivalent benchmarks can be numerically generated using convergence acceleration. Specifically, we investigate the error behavior of a 1D spatial finite difference scheme for the multigroup (MG) steady-state neutron diffusion equation in plane geometry. Since solutions depending on subsequent discretization can be envisioned as terms of an infinite sequence converging to the true solution, extrapolation methods can accelerate an iterative process to obtain the limit before numerical instability sets in. The obtained results have been compared to the analytical solution to the 1D multigroup diffusion equation when available, using FORTRAN as the computational language. Finally, a slowing down problem has been solved using a cascading source update, showing how a finite difference scheme performs for ultra-fine groups (104 groups) in a reasonable computational time using convergence acceleration. (authors)
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 Finite Difference Scheme for Pricing American Put Options under Kou's Jump-Diffusion Model
Jian Huang; Zhongdi Cen; Anbo Le
2013-01-01
We present a stable finite difference scheme on a piecewise uniform mesh along with a penalty method for pricing American put options under Kou's jump-diffusion model. By adding a penalty term, the partial integrodifferential complementarity problem arising from pricing American put options under Kou's jump-diffusion model is transformed into a nonlinear parabolic integro-differential equation. Then a finite difference scheme is proposed to solve the penalized integrodiffere...
Higher order finite difference schemes for the magnetic induction equations with resistivity
Koley, U.; S Mishra; Risebro, N. H.; Svard, And M.
2011-01-01
In this paper, we design high order accurate and stable finite difference schemes for the initial-boundary value problem, associated with the magnetic induction equation with resistivity. We use Summation-By-Parts (SBP) finite difference operators to approximate spatial derivatives and a Simultaneous Approximation Term (SAT) technique for implementing boundary conditions. The resulting schemes are shown to be energy stable. Various numerical experiments demonstrating both the stability and th...
A fourth-order finite difference scheme for the numerical solution of 1D linear hyperbolic equation
Akbar Mohebbi
2013-01-01
In this paper, a high-order and unconditionally stable difference method is proposed for the numerical solution of one-space dimensional linear hyperbolic equation. We apply a compact finite difference approximation of fourth-order for discretizing spatial derivative of this equation and a Pade approximation of fifth-order for the resulting system of ordinary differential equations. It is shown through analysis that the proposed scheme is unconditionally stable. This new method is easy to imp...
Accuracy of spectral and finite difference schemes in 2D advection problems
DEFF Research Database (Denmark)
Naulin, V.; Nielsen, A.H.
2003-01-01
In this paper we investigate the accuracy of two numerical procedures commonly used to solve 2D advection problems: spectral and finite difference (FD) schemes. These schemes are widely used, simulating, e.g., neutral and plasma flows. FD schemes have long been considered fast, relatively easy to...
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 ...
Development and application of a third order scheme of finite differences centered in mesh
International Nuclear Information System (INIS)
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)
Nonstandard finite difference scheme for SIRS epidemic model with disease-related death
Fitriah, Z.; Suryanto, A.
2016-04-01
It is well known that SIRS epidemic with disease-related death can be described by a system of nonlinear ordinary differential equations (NL ODEs). This model has two equilibrium points where their existence and stability properties are determined by the basic reproduction number [1]. Besides the qualitative properties, it is also often needed to solve the system of NL ODEs. Euler method and 4th order Runge-Kutta (RK4) method are often used to solve the system of NL ODEs. However, both methods may produce inconsistent qualitative properties of the NL ODEs such as converging to wrong equilibrium point, etc. In this paper we apply non-standard finite difference (NSFD) scheme (see [2,3]) to approximate the solution of SIRS epidemic model with disease-related death. It is shown that the discrete system obtained by NSFD scheme is dynamically consistent with the continuous model. By our numerical simulations, we find that the solutions of NSFD scheme are always positive, bounded and convergent to the correct equilibrium point for any step size of integration (h), while those of Euler or RK4 method have the same properties only for relatively small h.
Stability of finite difference schemes for generalized von Foerster equations with renewal
Directory of Open Access Journals (Sweden)
Henryk Leszczyński
2014-01-01
Full Text Available We consider a von Foerster-type equation describing the dynamics of a population with the production of offsprings given by the renewal condition. We construct a finite difference scheme for this problem and give sufficient conditions for its stability with respect to \\(l^1\\ and \\(l^\\infty\\ norms.
Numerical solutions of coupled Burgers’ equations by an implicit finite-difference scheme
Srivastava, Vineet K.; Sarita Singh; Mukesh K. Awasthi
2013-01-01
In this paper, an implicit exponential finite-difference scheme (Expo FDM) has been proposed for solving two dimensional nonlinear coupled viscous Burgers’ equations (VBEs) with appropriate initial and boundary conditions. The accuracy of the method has been illustrated by taking two numerical examples. Results are compared with exact solution and those already available in the literature by finding the L1, L2, L∞ and ER errors. Excellent numerical results indicate that the proposed scheme is...
Nonlinear Comparison of High-Order and Optimized Finite-Difference Schemes
Hixon, R.
1998-01-01
The effect of reducing the formal order of accuracy of a finite-difference scheme in order to optimize its high-frequency performance is investigated using the I-D nonlinear unsteady inviscid Burgers'equation. It is found that the benefits of optimization do carry over into nonlinear applications. Both explicit and compact schemes are compared to Tam and Webb's explicit 7-point Dispersion Relation Preserving scheme as well as a Spectral-like compact scheme derived following Lele's work. Results are given for the absolute and L2 errors as a function of time.
Li, Y.; Han, B.; Métivier, L.; Brossier, R.
2016-09-01
We investigate an optimal fourth-order staggered-grid finite-difference scheme for 3D frequency-domain viscoelastic wave modeling. An anti-lumped mass strategy is incorporated to minimize the numerical dispersion. The optimal finite-difference coefficients and the mass weighting coefficients are obtained by minimizing the misfit between the normalized phase velocities and the unity. An iterative damped least-squares method, the Levenberg-Marquardt algorithm, is utilized for the optimization. Dispersion analysis shows that the optimal fourth-order scheme presents less grid dispersion and anisotropy than the conventional fourth-order scheme with respect to different Poisson's ratios. Moreover, only 3.7 grid-points per minimum shear wavelength are required to keep the error of the group velocities below 1%. The memory cost is then greatly reduced due to a coarser sampling. A parallel iterative method named CARP-CG is used to solve the large ill-conditioned linear system for the frequency-domain modeling. Validations are conducted with respect to both the analytic viscoacoustic and viscoelastic solutions. Compared with the conventional fourth-order scheme, the optimal scheme generates wavefields having smaller error under the same discretization setups. Profiles of the wavefields are presented to confirm better agreement between the optimal results and the analytic solutions.
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...
A multigrid algorithm for the cell-centered finite difference scheme
Ewing, Richard E.; Shen, Jian
1993-01-01
In this article, we discuss a non-variational V-cycle multigrid algorithm based on the cell-centered finite difference scheme for solving a second-order elliptic problem with discontinuous coefficients. Due to the poor approximation property of piecewise constant spaces and the non-variational nature of our scheme, one step of symmetric linear smoothing in our V-cycle multigrid scheme may fail to be a contraction. Again, because of the simple structure of the piecewise constant spaces, prolongation and restriction are trivial; we save significant computation time with very promising computational results.
A new finite difference scheme for a dissipative cubic nonlinear Schrödinger equation
International Nuclear Information System (INIS)
This paper considers the one-dimensional dissipative cubic nonlinear Schrödinger equation with zero Dirichlet boundary conditions on a bounded domain. The equation is discretized in time by a linear implicit three-level central difference scheme, which has analogous discrete conservation laws of charge and energy. The convergence with two orders and the stability of the scheme are analysed using a priori estimates. Numerical tests show that the three-level scheme is more efficient. (general)
DEFF Research Database (Denmark)
Fuhrmann, David R.; Bingham, Harry B.; Madsen, Per A.;
2004-01-01
This paper considers a method of lines stability analysis for finite difference discretizations of a recently published Boussinesq method for the study of highly nonlinear and extremely dispersive water waves. The analysis demonstrates the near-equivalence of classical linear Fourier (von Neumann...... rotational and irrotational formulations in two horizontal dimensions provides evidence that the irrotational formulation has significantly better stability properties when the deep-water nonlinearity is high, particularly on refined grids. Computation of matrix pseudospectra shows that the system is only...... moderately non-normal, suggesting that the eigenvalues are likely suitable for analysis purposes. Numerical experiments demonstrate excellent agreement with the linear analysis, and good qualitative agreement with the local nonlinear analysis. The various methods of analysis combine to provide significant...
Fisher, Travis C.; Carpenter, Mark H.; Yamaleev, Nail K.; Frankel, Steven H.
2009-01-01
A general strategy exists for constructing Energy Stable Weighted Essentially Non Oscillatory (ESWENO) finite difference schemes up to eighth-order on periodic domains. These ESWENO schemes satisfy an energy norm stability proof for both continuous and discontinuous solutions of systems of linear hyperbolic equations. Herein, boundary closures are developed for the fourth-order ESWENO scheme that maintain wherever possible the WENO stencil biasing properties, while satisfying the summation-by-parts (SBP) operator convention, thereby ensuring stability in an L2 norm. Second-order, and third-order boundary closures are developed that achieve stability in diagonal and block norms, respectively. The global accuracy for the second-order closures is three, and for the third-order closures is four. A novel set of non-uniform flux interpolation points is necessary near the boundaries to simultaneously achieve 1) accuracy, 2) the SBP convention, and 3) WENO stencil biasing mechanics.
A fourth order accurate finite difference scheme for the computation of elastic waves
Bayliss, A.; Jordan, K. E.; Lemesurier, B. J.; Turkel, E.
1986-01-01
A finite difference for elastic waves is introduced. The model is based on the first order system of equations for the velocities and stresses. The differencing is fourth order accurate on the spatial derivatives and second order accurate in time. The model is tested on a series of examples including the Lamb problem, scattering from plane interf aces and scattering from a fluid-elastic interface. The scheme is shown to be effective for these problems. The accuracy and stability is insensitive to the Poisson ratio. For the class of problems considered here it is found that the fourth order scheme requires for two-thirds to one-half the resolution of a typical second order scheme to give comparable accuracy.
Landing gear noise prediction using high-order finite difference schemes
Liu, W.; Kim, J. W.; Zhang, X; Angland, D.; BASTIEN, C
2012-01-01
Aerodynamic noise from a generic two-wheel landing-gear model is predicted by a CFD/FW-H hybrid approach. The unsteady flow-field is computed using a compressible Navier–Stokes solver based on high-order finite difference schemes and a fully structured grid. The calculated time history of the surface pressure data is used in an FW-H solver to predict the far-field noise levels. Both aerodynamic and aeroacoustic results are compared to wind tunnel measurements and are found to be in good agree...
A new fifth order finite difference WENO scheme for solving hyperbolic conservation laws
Zhu, Jun; Qiu, Jianxian
2016-08-01
In this paper a new simple fifth order weighted essentially non-oscillatory (WENO) scheme is presented in the finite difference framework for solving the hyperbolic conservation laws. The new WENO scheme is a convex combination of a fourth degree polynomial with two linear polynomials in a traditional WENO fashion. This new fifth order WENO scheme uses the same five-point information as the classical fifth order WENO scheme [14,20], could get less absolute truncation errors in L1 and L∞ norms, and obtain the same accuracy order in smooth region containing complicated numerical solution structures simultaneously escaping nonphysical oscillations adjacent strong shocks or contact discontinuities. The associated linear weights are artificially set to be any random positive numbers with the only requirement that their sum equals one. New nonlinear weights are proposed for the purpose of sustaining the optimal fifth order accuracy. The new WENO scheme has advantages over the classical WENO scheme [14,20] in its simplicity and easy extension to higher dimensions. Some benchmark numerical tests are performed to illustrate the capability of this new fifth order WENO scheme.
Computational Aero-Acoustic Using High-order Finite-Difference Schemes
DEFF Research Database (Denmark)
Zhu, Wei Jun; Shen, Wen Zhong; Sørensen, Jens Nørkær
2007-01-01
In this paper, a high-order technique to accurately predict flow-generated noise is introduced. The technique consists of solving the viscous incompressible flow equations and inviscid acoustic equations using a incompressible/compressible splitting technique. The incompressible flow equations are...... discretizations of the acoustic equations. The classical fourth-order Runge-Kutta time scheme is applied to the acoustic equations for time discretization....
A fourth-order finite difference scheme for the numerical solution of 1D linear hyperbolic equation
Directory of Open Access Journals (Sweden)
Akbar Mohebbi
2013-10-01
Full Text Available In this paper, a high-order and unconditionally stable difference method is proposed for the numerical solution of one-space dimensional linear hyperbolic equation. We apply a compact finite difference approximation of fourth-order for discretizing spatial derivative of this equation and a Pade approximation of fifth-order for the resulting system of ordinary differential equations. It is shown through analysis that the proposed scheme is unconditionally stable. This new method is easy to implement, produces very accurate results and needs short CPU time. Some numerical examples are included to demonstrate the validity and applicability of the technique. We compare the numerical results of this paper with the numerical results of some methods in the literature.
Czech Academy of Sciences Publication Activity Database
Augusta, Petr; Cichy, B.; Galkowski, K.; Rogers, E.
Vila Real: IEEE, 2015, s. 134-139. ISBN 978-1-4799-8739-9. [The 2015 IEEE 9th International Workshop on MultiDimensional (nD) Systems (nDS) (2015). Vila Real (PT), 09.09.2015-11.09.2015] Institutional support: RVO:67985556 Keywords : Discretization * implicit difference scheme * repetitive processes Subject RIV: BC - Control Systems Theory
Chu, Kevin T.
2008-01-01
In this article, we present a simple technique for boosting the order of accuracy of finite difference schemes for time dependent partial differential equations by optimally selecting the time step used to advance the numerical solution and adding defect correction terms in a non-iterative manner. The power of the technique is its ability to extract as much accuracy as possible from existing finite difference schemes with minimal additional effort. Through straightforward numerical analysis a...
Bhattacharya, Amitabh
2013-11-01
An efficient algorithm for simulating Stokes flow around particles is presented here, in which a second order Finite Difference method (FDM) is coupled to a Boundary Integral method (BIM). This method utilizes the strong points of FDM (i.e. localized stencil) and BIM (i.e. accurate representation of particle surface). Specifically, in each iteration, the flow field away from the particles is solved on a Cartesian FDM grid, while the traction on the particle surface (given the the velocity of the particle) is solved using BIM. The two schemes are coupled by matching the solution in an intermediate region between the particle and surrounding fluid. We validate this method by solving for flow around an array of cylinders, and find good agreement with Hasimoto's (J. Fluid Mech. 1959) analytical results.
Finite Difference Approach for Estimating the Thermal Conductivity by 6-point Crank-Nicolson Scheme
Institute of Scientific and Technical Information of China (English)
SU Ya-xin; YANG Xiang-xiang
2005-01-01
Based on inverse heat conduction theory, a theoretical model using 6-point Crank-Nicolson finite difference scheme was used to calculate the thermal conductivity from temperature distribution, which can be measured experimentally. The method is a direct approach of second-order and the key advantage of the present method is that it is not required a priori knowledge of the functional form of the unknown thermal conductivity in the calculation and the thermal parameters are estimated only according to the known temperature distribution. Two cases were numerically calculated and the influence of experimental deviation on the precision of this method was discussed. The comparison of numerical and analytical results showed good agreement.
A simple parallel prefix algorithm for compact finite-difference schemes
Sun, Xian-He; Joslin, Ronald D.
1993-01-01
A compact scheme is a discretization scheme that is advantageous in obtaining highly accurate solutions. However, the resulting systems from compact schemes are tridiagonal systems that are difficult to solve efficiently on parallel computers. Considering the almost symmetric Toeplitz structure, a parallel algorithm, simple parallel prefix (SPP), is proposed. The SPP algorithm requires less memory than the conventional LU decomposition and is highly efficient on parallel machines. It consists of a prefix communication pattern and AXPY operations. Both the computation and the communication can be truncated without degrading the accuracy when the system is diagonally dominant. A formal accuracy study was conducted to provide a simple truncation formula. Experimental results were measured on a MasPar MP-1 SIMD machine and on a Cray 2 vector machine. Experimental results show that the simple parallel prefix algorithm is a good algorithm for the compact scheme on high-performance computers.
Mickens, Ronald E.
1996-01-01
A large class of physical phenomena can be modeled by evolution and wave type Partial Differential Equations (PDE). Few of these equations have known explicit exact solutions. Finite-difference techniques are a popular method for constructing discrete representations of these equations for the purpose of numerical integration. However, the solutions to the difference equations often contain so called numerical instabilities; these are solutions to the difference equations that do not correspond to any solution of the PDE's. For explicit schemes, the elimination of this behavior requires functional relations to exist between the time and space steps-sizes. We show that such functional relations can be obtained for certain PDE's by use of a positivity condition. The PDE's studied are the Burgers, Fisher, and linearized Euler equations.
Landing-gear noise prediction using high-order finite difference schemes
Liu, Wen; Wook Kim, Jae; Zhang, Xin; Angland, David; Caruelle, Bastien
2013-07-01
Aerodynamic noise from a generic two-wheel landing-gear model is predicted by a CFD/FW-H hybrid approach. The unsteady flow-field is computed using a compressible Navier-Stokes solver based on high-order finite difference schemes and a fully structured grid. The calculated time history of the surface pressure data is used in an FW-H solver to predict the far-field noise levels. Both aerodynamic and aeroacoustic results are compared to wind tunnel measurements and are found to be in good agreement. The far-field noise was found to vary with the 6th power of the free-stream velocity. Individual contributions from three components, i.e. wheels, axle and strut of the landing-gear model are also investigated to identify the relative contribution to the total noise by each component. It is found that the wheels are the dominant noise source in general. Strong vortex shedding from the axle is the second major contributor to landing-gear noise. This work is part of Airbus LAnding Gear nOise database for CAA validatiON (LAGOON) program with the general purpose of evaluating current CFD/CAA and experimental techniques for airframe noise prediction.
Hammer, René; Arnold, Anton
2013-01-01
A finite difference scheme is presented for the Dirac equation in (1+1)D. It can handle space- and time-dependent mass and potential terms and utilizes exact discrete transparent boundary conditions (DTBCs). Based on a space- and time-staggered leap-frog scheme it avoids fermion doubling and preserves the dispersion relation of the continuum problem for mass zero (Weyl equation) exactly. Considering boundary regions, each with a constant mass and potential term, the associated DTBCs are derived by first applying this finite difference scheme and then using the Z-transform in the discrete time variable. The resulting constant coefficient difference equation in space can be solved exactly on each of the two semi-infinite exterior domains. Admitting only solutions in $l_2$ which vanish at infinity is equivalent to imposing outgoing boundary conditions. An inverse Z-transformation leads to exact DTBCs in form of a convolution in discrete time which suppress spurious reflections at the boundaries and enforce stabi...
Mickens, Ronald E.
1989-01-01
A family of conditionally stable, forward Euler finite difference equations can be constructed for the simplest equation of Schroedinger type, namely u sub t - iu sub xx. Generalization of this result to physically realistic Schroedinger type equations is presented.
Dimitrov, Yuri M.; Vulkov, Lubin G.
2016-01-01
We construct a three-point compact finite difference scheme on a non-uniform mesh for the time-fractional Black-Scholes equation. We show that for special graded meshes used in finance, the Tavella-Randall and the quadratic meshes the numerical solution has a fourth-order accuracy in space. Numerical experiments are discussed.
Martowicz, A.; Ruzzene, M.; Staszewski, W. J.; Rimoli, J. J.; Uhl, T.
2014-03-01
The work deals with the reduction of numerical dispersion in simulations of wave propagation in solids. The phenomenon of numerical dispersion naturally results from time and spatial discretization present in a numerical model of mechanical continuum. Although discretization itself makes possible to model wave propagation in structures with complicated geometries and made of different materials, it inevitably causes simulation errors when improper time and length scales are chosen for the simulations domains. Therefore, by definition, any characteristic parameter for spatial and time resolution must create limitations on maximal wavenumber and frequency for a numerical model. It should be however noted that expected increase of the model quality and its functionality in terms of affordable wavenumbers, frequencies and speeds should not be achieved merely by denser mesh and reduced time integration step. The computational cost would be simply unacceptable. The authors present a nonlocal finite difference scheme with the coefficients calculated applying a Fourier series, which allows for considerable reduction of numerical dispersion. There are presented the results of analyses for 2D models, with isotropic and anisotropic materials, fulfilling the planar stress state. Reduced numerical dispersion is shown in the dispersion surfaces for longitudinal and shear waves propagating for different directions with respect to the mesh orientation and without dramatic increase of required number of nonlocal interactions. A case with the propagation of longitudinal wave in composite material is studied with given referential solution of the initial value problem for verification of the time-domain outcomes. The work gives a perspective of modeling of any type of real material dispersion according to measurements and with assumed accuracy.
Fisher, Travis C.; Carpenter, Mark H.; Nordstroem, Jan; Yamaleev, Nail K.; Swanson, R. Charles
2011-01-01
Simulations of nonlinear conservation laws that admit discontinuous solutions are typically restricted to discretizations of equations that are explicitly written in divergence form. This restriction is, however, unnecessary. Herein, linear combinations of divergence and product rule forms that have been discretized using diagonal-norm skew-symmetric summation-by-parts (SBP) operators, are shown to satisfy the sufficient conditions of the Lax-Wendroff theorem and thus are appropriate for simulations of discontinuous physical phenomena. Furthermore, special treatments are not required at the points that are near physical boundaries (i.e., discrete conservation is achieved throughout the entire computational domain, including the boundaries). Examples are presented of a fourth-order, SBP finite-difference operator with second-order boundary closures. Sixth- and eighth-order constructions are derived, and included in E. Narrow-stencil difference operators for linear viscous terms are also derived; these guarantee the conservative form of the combined operator.
DEFF Research Database (Denmark)
Mashayekhi, Sima; Hugger, Jens
2015-01-01
market. In this paper, we compare several finite difference methods for the solution of this model with respect to precision and order of convergence within a computationally feasible domain allowing at most 200 space steps and 10000 time steps. We conclude that standard explicit Euler comes out as the...
Application of the 3D finite difference scheme to the TEXTOR-DED geometry
Energy Technology Data Exchange (ETDEWEB)
Zagorski, R.; Stepniewski, W. [Institute of Plasma Physics and Laser Microfusion, EURATOM Association, 01-497 Warsaw (Poland); Jakubowski, M. [Institut fuer Plasmaphysik, Forschungszentrum Juelich GmbH, EURATOM Association, Trilateral Euregio Cluster, D-52425 Juelich (Germany); McTaggart, N. [Department of Engineering Materials, University of Sheffield, Sheffield S1 3JD (United Kingdom); Schneider, R.; Xanthopoulos, P. [Max-Planck-Institut fuer Plasmaphysik, Teilinstitut Greifswald, EURATOM Association, Wendelsteinstrasse 1, D-17491 Greifswald (Germany)
2006-09-15
In this paper, we use the finite difference code FINITE, developed for the stellarator geometry, to investigate the energy transport in the 3D TEXTOR-DED tokamak configuration. In particular, we concentrate on the comparison between two different algorithms for solving the radial part of the electron energy transport equation. (orig.)
DEFF Research Database (Denmark)
Fuhrman, David R.; Bingham, Harry B.; Madsen, Per A.;
2004-01-01
rotational and irrotational formulations in two horizontal dimensions provides evidence that the irrotational formulation has significantly better stability properties when the deep-water non-linearity is high, particularly on refined grids. Computation of matrix pseudospectra shows that the system is only...... insight into the numerical behaviour of this rather complicated system of non-linear PDEs.......This paper considers a method of lines stability analysis for finite difference discretizations of a recently published Boussinesq method for the study of highly non-linear and extremely dispersive water waves. The analysis demonstrates the near-equivalence of classical linear Fourier (von Neumann...
Harte, Philip T.
1994-01-01
Proper discretization of a ground-water-flow field is necessary for the accurate simulation of ground-water flow by models. Although discretiza- tion guidelines are available to ensure numerical stability, current guidelines arc flexible enough (particularly in vertical discretization) to allow for some ambiguity of model results. Testing of two common types of vertical-discretization schemes (horizontal and nonhorizontal-model-layer approach) were done to simulate sloping hydrogeologic units characteristic of New England. Differences of results of model simulations using these two approaches are small. Numerical errors associated with use of nonhorizontal model layers are small (4 percent). even though this discretization technique does not adhere to the strict formulation of the finite-difference method. It was concluded that vertical discretization by means of the nonhorizontal layer approach has advantages in representing the hydrogeologic units tested and in simplicity of model-data input. In addition, vertical distortion of model cells by this approach may improve the representation of shallow flow processes.
A staggered mesh finite difference scheme for the computation of compressible flows
Sanders, Richard
1992-01-01
A simple high resolution finite difference technique is presented to approximate weak solutions to hyperbolic systems of conservation laws. The method does not rely on Riemann problem solvers and is therefore easy to extend to a wide variety of problems. The overall performance (resolution and CPU requirements) is competitive, with other state-of-the-art techniques offering sharp nonoscillatory shocks and contacts. Theoretical results confirm the reliability of the approach for linear systems and nonlinear scalar equations.
Direct Simulations of Transition and Turbulence Using High-Order Accurate Finite-Difference Schemes
Rai, Man Mohan
1997-01-01
In recent years the techniques of computational fluid dynamics (CFD) have been used to compute flows associated with geometrically complex configurations. However, success in terms of accuracy and reliability has been limited to cases where the effects of turbulence and transition could be modeled in a straightforward manner. Even in simple flows, the accurate computation of skin friction and heat transfer using existing turbulence models has proved to be a difficult task, one that has required extensive fine-tuning of the turbulence models used. In more complex flows (for example, in turbomachinery flows in which vortices and wakes impinge on airfoil surfaces causing periodic transitions from laminar to turbulent flow) the development of a model that accounts for all scales of turbulence and predicts the onset of transition may prove to be impractical. Fortunately, current trends in computing suggest that it may be possible to perform direct simulations of turbulence and transition at moderate Reynolds numbers in some complex cases in the near future. This seminar will focus on direct simulations of transition and turbulence using high-order accurate finite-difference methods. The advantage of the finite-difference approach over spectral methods is that complex geometries can be treated in a straightforward manner. Additionally, finite-difference techniques are the prevailing methods in existing application codes. In this seminar high-order-accurate finite-difference methods for the compressible and incompressible formulations of the unsteady Navier-Stokes equations and their applications to direct simulations of turbulence and transition will be presented.
Navnit Jha; R. K. Mohanty; Vinod Chauhan
2014-01-01
An efficient algorithm for the numerical solution of higher (even) orders two-point nonlinear boundary value problems has been developed. The method is third order accurate and applicable to both singular and nonsingular cases. We have used cubic spline polynomial basis and geometric mesh finite difference technique for the generation of this new scheme. The irreducibility and monotone property of the iteration matrix have been established and the convergence analysis of the proposed method h...
Nikkar, Samira; Nordström, Jan
2015-01-01
A time-dependent coordinate transformation of a constant coefficient hyperbolic system of equations which results in a variable coefficient system of equations is considered. By applying the energy method, well-posed boundary conditions for the continuous problem are derived. Summation-by-Parts (SBP) operators for the space and time discretization, together with a weak imposition of boundary and initial conditions using Simultaneously Approximation Terms (SATs) lead to a provable fully-discre...
On the impact of boundary conditions on dual consistent finite difference discretizations
Berg, Jens; Nordström, Jan
2013-01-01
In this paper we derive well-posed boundary conditions for a linear incompletely parabolic system of equations, which can be viewed as a model problem for the compressible Navier{Stokes equations. We show a general procedure for the construction of the boundary conditions such that both the primal and dual equations are wellposed. The form of the boundary conditions is chosen such that reduction to rst order form with its complications can be avoided. The primal equation is discretized using ...
Computational Aero-Acoustic Using High-order Finite-Difference Schemes
Zhu, Wei Jun; Shen, Wen Zhong; Sørensen, Jens Nørkær
2007-01-01
In this paper, a high-order technique to accurately predict flow-generated noise is introduced. The technique consists of solving the viscous incompressible flow equations and inviscid acoustic equations using a incompressible/compressible splitting technique. The incompressible flow equations are solved using the in-house flow solver EllipSys2D/3D which is a second-order finite volume code. The acoustic solution is found by solving the acoustic equations using high-order finite difference sc...
International Nuclear Information System (INIS)
To explore the behavior of electromagnetic waves in cold magnetized plasma, a three-dimensional cylindrical hybrid finite-difference time-domain model is developed. The full discrete dispersion relation is derived and compared with the exact solutions. We establish an analytical proof of stability in the case of nonmagnetized plasma. We demonstrate that in the case of nonmagnetized cold plasma the maximum stable Courant number of the hybrid method coincides with the vacuum Courant condition. In the case of magnetized plasma the stability of the applied numerical scheme is investigated by numerical simulation. In order to determine the utility of the applied difference scheme we complete the analysis of the numerical method demonstrating the limit of the reliability of the numerical results. (paper)
A convergent 2D finite-difference scheme for the Dirac-Poisson system and the simulation of graphene
Brinkman, Daniel
2014-01-01
We present a convergent finite-difference scheme of second order in both space and time for the 2D electromagnetic Dirac equation. We apply this method in the self-consistent Dirac-Poisson system to the simulation of graphene. The model is justified for low energies, where the particles have wave vectors sufficiently close to the Dirac points. In particular, we demonstrate that our method can be used to calculate solutions of the Dirac-Poisson system where potentials act as beam splitters or Veselago lenses. © 2013 Elsevier Inc.
Numerical pricing of options using high-order compact finite difference schemes
Tangman, D. Y.; Gopaul, A.; Bhuruth, M.
2008-09-01
We consider high-order compact (HOC) schemes for quasilinear parabolic partial differential equations to discretise the Black-Scholes PDE for the numerical pricing of European and American options. We show that for the heat equation with smooth initial conditions, the HOC schemes attain clear fourth-order convergence but fail if non-smooth payoff conditions are used. To restore the fourth-order convergence, we use a grid stretching that concentrates grid nodes at the strike price for European options. For an American option, an efficient procedure is also described to compute the option price, Greeks and the optimal exercise curve. Comparisons with a fourth-order non-compact scheme are also done. However, fourth-order convergence is not experienced with this strategy. To improve the convergence rate for American options, we discuss the use of a front-fixing transformation with the HOC scheme. We also show that the HOC scheme with grid stretching along the asset price dimension gives accurate numerical solutions for European options under stochastic volatility.
Batista, F. B.; Albuquerque, E. L.; Arruda, J. R. F.; Dias, M.
2009-03-01
It is known that the elastic constants of composite materials can be identified by modal analysis and numerical methods. This approach is nondestructive, since it consists of simple tests and does not require high computational effort. It can be applied to isotropic, orthotropic, or anisotropic materials, making it a useful alternative for the characterization of composite materials. However, when elastic constants are bending constants, the method requires numerical spatial derivatives of experimental mode shapes. These derivatives are highly sensitive to noise. Previous works attempted to overcome the problem by using special optical devices. In this study, the elastic constant is identified using mode shapes obtained by standard laser vibrometers. To minimize errors, the mode shapes are first smoothed by regressive discrete Fourier series, after which their spatial derivatives are computed using finite differences. Numerical simulations using the finite element method and experimental results confirm the accuracy of the proposed method. The experimental examples reported here consist of an isotropic steel plate and an orthotropic carbon-epoxy plate excited with an electromechanical shaker. The forced response is measured at a large number of points, using a laser Doppler vibrometer. Both numerical and experimental results were satisfactory.
Directory of Open Access Journals (Sweden)
Navnit Jha
2014-01-01
Full Text Available An efficient algorithm for the numerical solution of higher (even orders two-point nonlinear boundary value problems has been developed. The method is third order accurate and applicable to both singular and nonsingular cases. We have used cubic spline polynomial basis and geometric mesh finite difference technique for the generation of this new scheme. The irreducibility and monotone property of the iteration matrix have been established and the convergence analysis of the proposed method has been discussed. Some numerical experiments have been carried out to demonstrate the computational efficiency in terms of convergence order, maximum absolute errors, and root mean square errors. The numerical results justify the reliability and efficiency of the method in terms of both order and accuracy.
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.
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.
Wei, Xiao-Kun; Shao, Wei; Shi, Sheng-Bing; Zhang, Yong; Wang, Bing-Zhong
2015-07-01
An efficient conformal locally one-dimensional finite-difference time-domain (LOD-CFDTD) method is presented for solving two-dimensional (2D) electromagnetic (EM) scattering problems. The formulation for the 2D transverse-electric (TE) case is presented and its stability property and numerical dispersion relationship are theoretically investigated. It is shown that the introduction of irregular grids will not damage the numerical stability. Instead of the staircasing approximation, the conformal scheme is only employed to model the curve boundaries, whereas the standard Yee grids are used for the remaining regions. As the irregular grids account for a very small percentage of the total space grids, the conformal scheme has little effect on the numerical dispersion. Moreover, the proposed method, which requires fewer arithmetic operations than the alternating-direction-implicit (ADI) CFDTD method, leads to a further reduction of the CPU time. With the total-field/scattered-field (TF/SF) boundary and the perfectly matched layer (PML), the radar cross section (RCS) of two 2D structures is calculated. The numerical examples verify the accuracy and efficiency of the proposed method. Project supported by the National Natural Science Foundation of China (Grant Nos. 61331007 and 61471105).
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.
Two modified discrete chirp Fourier transform schemes
Institute of Scientific and Technical Information of China (English)
樊平毅; 夏香根
2001-01-01
This paper presents two modified discrete chirp Fourier transform (MDCFT) schemes.Some matched filter properties such as the optimal selection of the transform length, and its relationship to analog chirp-Fourier transform are studied. Compared to the DCFT proposed previously, theoretical and simulation results have shown that the two MDCFTs can further improve the chirp rate resolution of the detected signals.
International Nuclear Information System (INIS)
The aim of the present work is to compare and discuss the three of the most advanced two dimensional transport methods, the finite difference and nodal discrete ordinates and surface flux method, incorporated into the transport codes TWODANT, TWOTRAN-NODAL, MULTIMEDIUM and SURCU. For intercomparison the eigenvalue and the neutron flux distribution are calculated using these codes in the LWR pool reactor benchmark problem. Additionally the results are compared with some results obtained by French collision probability transport codes MARSYAS and TRIDENT. Because the transport solution of this benchmark problem is close to its diffusion solution some results obtained by the finite element diffusion code FINELM and the finite difference diffusion code DIFF-2D are included
Campbell, W.
1981-01-01
A theoretical evaluation of the stability of an explicit finite difference solution of the transient temperature field in a composite medium is presented. The grid points of the field are assumed uniformly spaced, and media interfaces are either vertical or horizontal and pass through grid points. In addition, perfect contact between different media (infinite interfacial conductance) is assumed. A finite difference form of the conduction equation is not valid at media interfaces; therefore, heat balance forms are derived. These equations were subjected to stability analysis, and a computer graphics code was developed that permitted determination of a maximum time step for a given grid spacing.
El-Amin, M.F.
2011-05-14
In this paper, a finite difference scheme is developed to solve the unsteady problem of combined heat and mass transfer from an isothermal curved surface to a porous medium saturated by a non-Newtonian fluid. The curved surface is kept at constant temperature and the power-law model is used to model the non-Newtonian fluid. The explicit finite difference method is used to solve simultaneously the equations of momentum, energy and concentration. The consistency of the explicit scheme is examined and the stability conditions are determined for each equation. Boundary layer and Boussinesq approximations have been incorporated. Numerical calculations are carried out for the various parameters entering into the problem. Velocity, temperature and concentration profiles are shown graphically. It is found that as time approaches infinity, the values of wall shear, heat transfer coefficient and concentration gradient at the wall, which are entered in tables, approach the steady state values.
Steger, J. L.; Dougherty, F. C.; Benek, J. A.
1983-01-01
A mesh system composed of multiple overset body-conforming grids is described for adapting finite-difference procedures to complex aircraft configurations. In this so-called 'chimera mesh,' a major grid is generated about a main component of the configuration and overset minor grids are used to resolve all other features. Methods for connecting overset multiple grids and modifications of flow-simulation algorithms are discussed. Computational tests in two dimensions indicate that the use of multiple overset grids can simplify the task of grid generation without an adverse effect on flow-field algorithms and computer code complexity.
Settle, Sean O.
2013-01-01
The primary aim of this paper is to answer the question, What are the highest-order five- or nine-point compact finite difference schemes? To answer this question, we present several simple derivations of finite difference schemes for the one- and two-dimensional Poisson equation on uniform, quasi-uniform, and nonuniform face-to-face hyperrectangular grids and directly prove the existence or nonexistence of their highest-order local accuracies. Our derivations are unique in that we do not make any initial assumptions on stencil symmetries or weights. For the one-dimensional problem, the derivation using the three-point stencil on both uniform and nonuniform grids yields a scheme with arbitrarily high-order local accuracy. However, for the two-dimensional problem, the derivation using the corresponding five-point stencil on uniform and quasi-uniform grids yields a scheme with at most second-order local accuracy, and on nonuniform grids yields at most first-order local accuracy. When expanding the five-point stencil to the nine-point stencil, the derivation using the nine-point stencil on uniform grids yields at most sixth-order local accuracy, but on quasi- and nonuniform grids yields at most fourth- and third-order local accuracy, respectively. © 2013 Society for Industrial and Applied Mathematics.
Madavan, Nateri K.
1995-01-01
The work in this report was conducted at NASA Ames Research Center during the period from August 1993 to January 1995 deals with the direct numerical simulation of transitional and turbulent flow at low Mach numbers using high-order-accurate finite-difference techniques. A computation of transition to turbulence of the spatially-evolving boundary layer on a heated flat plate in the presence of relatively high freestream turbulence was performed. The geometry and flow conditions were chosen to match earlier experiments. The development of the momentum and thermal boundary layers was documented. Velocity and temperature profiles, as well as distributions of skin friction, surface heat transfer rate, Reynolds shear stress, and turbulent heat flux were shown to compare well with experiment. The numerical method used here can be applied to complex geometries in a straightforward manner.
International Nuclear Information System (INIS)
We present a quasidiffusion (QD) method for solving neutral particle transport problems in Cartesian XY geometry on unstructured quadrilateral meshes, including local refinement capability. Neutral particle transport problems are central to many applications including nuclear reactor design, radiation safety, astrophysics, medical imaging, radiotherapy, nuclear fuel transport/storage, shielding design, and oil well-logging. The primary development is a new discretization of the low-order QD (LOQD) equations based on cell-local finite differences. The accuracy of the LOQD equations depends on proper calculation of special non-linear QD (Eddington) factors from a transport solution. In order to completely define the new QD method, a proper discretization of the transport problem is also presented. The transport equation is discretized by a conservative method of short characteristics with a novel linear approximation of the scattering source term and monotonic, parabolic representation of the angular flux on incoming faces. Analytic and numerical tests are used to test the accuracy and spatial convergence of the non-linear method. All tests exhibit O(h2) convergence of the scalar flux on orthogonal, random, and multi-level meshes
On the accuracy and efficiency of finite difference solutions for nonlinear waves
DEFF Research Database (Denmark)
Bingham, Harry B.
2006-01-01
We consider the relative accuracy and efficiency of low- and high-order finite difference discretizations of the exact potential flow problem for nonlinear water waves. The continuous differential operators are replaced by arbitrary order finite difference schemes on a structured but non...
Ackleh, Azmy S; Delcambre, Mark L; Sutton, Karyn L
2015-01-01
We present a second-order high-resolution finite difference scheme to approximate the solution of a mathematical model of the transmission dynamics of Mycobacterium marinum (Mm) in an aquatic environment. This work extends the numerical theory and continues the preliminary studies on the model first developed in Ackleh et al. [Structured models for the spread of Mycobacterium marinum: foundations for a numerical approximation scheme, Math. Biosci. Eng. 11 (2014), pp. 679-721]. Numerical simulations demonstrating the accuracy of the method are presented, and we compare this scheme to the first-order scheme developed in Ackleh et al. [Structured models for the spread of Mycobacterium marinum: foundations for a numerical approximation scheme, Math. Biosci. Eng. 11 (2014), pp. 679-721] to show that the first-order method requires significantly more computational time to provide solutions with a similar accuracy. We also demonstrated that the model can be a tool to understand surprising or nonintuitive phenomena regarding competitive advantage in the context of biologically realistic growth, birth and death rates. PMID:25271885
Explicit Finite Difference Methods for the Delay Pseudoparabolic Equations
Amirali, I.; Amiraliyev, G. M.; Cakir, M; Cimen, E.
2014-01-01
Finite difference technique is applied to numerical solution of the initial-boundary value problem for the semilinear delay Sobolev or pseudoparabolic equation. By the method of integral identities two-level difference scheme is constructed. For the time integration the implicit rule is being used. Based on the method of energy estimates the fully discrete scheme is shown to be absolutely stable and convergent of order two in space and of order one in time. The error estimates are obtained in...
An implicit finite-difference operator for the Helmholtz equation
Chu, Chunlei
2012-07-01
We have developed an implicit finite-difference operator for the Laplacian and applied it to solving the Helmholtz equation for computing the seismic responses in the frequency domain. This implicit operator can greatly improve the accuracy of the simulation results without adding significant extra computational cost, compared with the corresponding conventional explicit finite-difference scheme. We achieved this by taking advantage of the inherently implicit nature of the Helmholtz equation and merging together the two linear systems: one from the implicit finite-difference discretization of the Laplacian and the other from the discretization of the Helmholtz equation itself. The end result of this simple yet important merging manipulation is a single linear system, similar to the one resulting from the conventional explicit finite-difference discretizations, without involving any differentiation matrix inversions. We analyzed grid dispersions of the discrete Helmholtz equation to show the accuracy of this implicit finite-difference operator and used two numerical examples to demonstrate its efficiency. Our method can be extended to solve other frequency domain wave simulation problems straightforwardly. © 2012 Society of Exploration Geophysicists.
Energy Technology Data Exchange (ETDEWEB)
Delfin L, A.; Alonso V, G. [ININ, 52045 Ocoyoacac, Estado de Mexico (Mexico); Valle G, E. del [IPN-ESFM, 07738 Mexico D.F. (Mexico)]. e-mail: adl@nuclear.inin.mx
2003-07-01
In this work the development of a third order scheme of finite differences centered in mesh is presented and it is applied in the numerical solution of those diffusion equations in multi groups in stationary state and X Y geometry. Originally this scheme was developed by Hennart and del Valle for the monoenergetic diffusion equation with a well-known source and they show that the one scheme is of third order when comparing the numerical solution with the analytical solution of a model problem using several mesh refinements and boundary conditions. The scheme by them developed it also introduces the application of numeric quadratures to evaluate the rigidity matrices and of mass that its appear when making use of the finite elements method of Galerkin. One of the used quadratures is the open quadrature of 4 points, no-standard, of Newton-Cotes to evaluate in approximate form the elements of the rigidity matrices. The other quadrature is that of 3 points of Radau that it is used to evaluate the elements of all the mass matrices. One of the objectives of these quadratures are to eliminate the couplings among the Legendre moments 0 and 1 associated to the left and right faces as those associated to the inferior and superior faces of each cell of the discretization. The other objective is to satisfy the particles balance in weighed form in each cell. In this work it expands such development to multiplicative means considering several energy groups. There are described diverse details inherent to the technique, particularly those that refer to the simplification of the algebraic systems that appear due to the space discretization. Numerical results for several test problems are presented and are compared with those obtained with other nodal techniques. (Author)
Mimetic finite difference method
Lipnikov, Konstantin; Manzini, Gianmarco; Shashkov, Mikhail
2014-01-01
The mimetic finite difference (MFD) method mimics fundamental properties of mathematical and physical systems including conservation laws, symmetry and positivity of solutions, duality and self-adjointness of differential operators, and exact mathematical identities of the vector and tensor calculus. This article is the first comprehensive review of the 50-year long history of the mimetic methodology and describes in a systematic way the major mimetic ideas and their relevance to academic and real-life problems. The supporting applications include diffusion, electromagnetics, fluid flow, and Lagrangian hydrodynamics problems. The article provides enough details to build various discrete operators on unstructured polygonal and polyhedral meshes and summarizes the major convergence results for the mimetic approximations. Most of these theoretical results, which are presented here as lemmas, propositions and theorems, are either original or an extension of existing results to a more general formulation using polyhedral meshes. Finally, flexibility and extensibility of the mimetic methodology are shown by deriving higher-order approximations, enforcing discrete maximum principles for diffusion problems, and ensuring the numerical stability for saddle-point systems.
Finite-Difference Algorithms For Computing Sound Waves
Davis, Sanford
1993-01-01
Governing equations considered as matrix system. Method variant of method described in "Scheme for Finite-Difference Computations of Waves" (ARC-12970). Present method begins with matrix-vector formulation of fundamental equations, involving first-order partial derivatives of primitive variables with respect to space and time. Particular matrix formulation places time and spatial coordinates on equal footing, so governing equations considered as matrix system and treated as unit. Spatial and temporal discretizations not treated separately as in other finite-difference methods, instead treated together by linking spatial-grid interval and time step via common scale factor related to speed of sound.
Explicit Finite Difference Methods for the Delay Pseudoparabolic Equations
Directory of Open Access Journals (Sweden)
I. Amirali
2014-01-01
Full Text Available Finite difference technique is applied to numerical solution of the initial-boundary value problem for the semilinear delay Sobolev or pseudoparabolic equation. By the method of integral identities two-level difference scheme is constructed. For the time integration the implicit rule is being used. Based on the method of energy estimates the fully discrete scheme is shown to be absolutely stable and convergent of order two in space and of order one in time. The error estimates are obtained in the discrete norm. Some numerical results confirming the expected behavior of the method are shown.
Explicit finite difference methods for the delay pseudoparabolic equations.
Amirali, I; Amiraliyev, G M; Cakir, M; Cimen, E
2014-01-01
Finite difference technique is applied to numerical solution of the initial-boundary value problem for the semilinear delay Sobolev or pseudoparabolic equation. By the method of integral identities two-level difference scheme is constructed. For the time integration the implicit rule is being used. Based on the method of energy estimates the fully discrete scheme is shown to be absolutely stable and convergent of order two in space and of order one in time. The error estimates are obtained in the discrete norm. Some numerical results confirming the expected behavior of the method are shown. PMID:24688392
Threshold Signature Scheme Based on Discrete Logarithm and Quadratic Residue
Institute of Scientific and Technical Information of China (English)
FEI Ru-chun; WANG Li-na
2004-01-01
Digital signature scheme is a very important research field in computer security and modern cryptography.A(k,n) threshold digital signature scheme is proposed by integrating digital signature scheme with Shamir secret sharing scheme.It can realize group-oriented digital signature, and its security is based on the difficulty in computing discrete logarithm and quadratic residue on some special conditions.In this scheme, effective digital signature can not be generated by any k-1 or fewer legal users, or only by signature executive.In addition, this scheme can identify any legal user who presents incorrect partial digital signature to disrupt correct signature, or any illegal user who forges digital signature.A method of extending this scheme to an Abelian group such as elliptical curve group is also discussed.The extended scheme can provide rapider computing speed and stronger security in the case of using shorter key.
Optimized Discretization Schemes For Brain Images
Directory of Open Access Journals (Sweden)
USHA RANI.N,
2011-02-01
Full Text Available In medical image processing active contour method is the important technique in segmenting human organs. Geometric deformable curves known as levelsets are widely used in segmenting medical images. In this modeling , evolution of the curve is described by the basic lagrange pde expressed as a function of space and time. This pde can be solved either using continuous functions or discrete numerical methods.This paper deals with the application of numerical methods like finite diffefence and TVd-RK methods for brain scans. The stability and accuracy of these methods are also discussed. This paper also deals with the more accurate higher order non-linear interpolation techniques like ENO and WENO in reconstructing the brain scans like CT,MRI,PET and SPECT is considered.
Design Validations for Discrete Logarithm Based Signature Schemes
Brickell, Ernest; Pointcheval, David; Vaudenay, Serge
2000-01-01
A number of signature schemes and standards have been recently designed, based on the discrete logarithm problem. Examples of standards are the DSA and the KCDSA. Very few formal design/security validations have already been conducted for both the KCDSA and the DSA, but in the "full" so-called random oracle model. In this paper we try to minimize the use of ideal hash functions for several Discrete Logarithm (DSS-like) signatures (abstracted as generic schemes). Namely, we show that the follo...
Optimal 25-Point Finite-Difference Subgridding Techniques for the 2D Helmholtz Equation
Directory of Open Access Journals (Sweden)
Tingting Wu
2016-01-01
Full Text Available We present an optimal 25-point finite-difference subgridding scheme for solving the 2D Helmholtz equation with perfectly matched layer (PML. This scheme is second order in accuracy and pointwise consistent with the equation. Subgrids are used to discretize the computational domain, including the interior domain and the PML. For the transitional node in the interior domain, the finite difference equation is formulated with ghost nodes, and its weight parameters are chosen by a refined choice strategy based on minimizing the numerical dispersion. Numerical experiments are given to illustrate that the newly proposed schemes can produce highly accurate seismic modeling results with enhanced efficiency.
An Efficient Signature Scheme based on Factoring and Discrete Logarithm
Ciss, Abdoul Aziz; Cheikh, Ahmed Youssef Ould
2012-01-01
This paper proposes a new signature scheme based on two hard problems : the cube root extraction modulo a composite moduli (which is equivalent to the factorisation of the moduli, IFP) and the discrete logarithm problem(DLP). By combining these two cryptographic assumptions, we introduce an efficient and strongly secure signature scheme. We show that if an adversary can break the new scheme with an algorithm $\\mathcal{A},$ then $\\mathcal{A}$ can be used to sove both the DLP and the IFP. The k...
Droniou, Jerome; Eymard,, Robert; Gallouët, Thierry; Herbin, Raphaele
2008-01-01
International audience We investigate the connections between several recent methods for the discretization of ani\\-so\\-tropic heterogeneous diffusion operators on general grids. We prove that the Mimetic Finite Difference scheme, the Hybrid Finite Volume scheme and the Mixed Finite Volume scheme are in fact identical up to some slight generalizations. As a consequence, some of the mathematical results obtained for each of the method (such as convergence properties or error estimates) may ...
Beilina, Larisa
2016-08-01
We present domain decomposition finite element/finite difference method for the solution of hyperbolic equation. The domain decomposition is performed such that finite elements and finite differences are used in different subdomains of the computational domain: finite difference method is used on the structured part of the computational domain and finite elements on the unstructured part of the domain. Explicit discretizations for both methods are constructed such that the finite element and the finite difference schemes coincide on the common structured overlapping layer between computational subdomains. Then the resulting approach can be considered as a pure finite element scheme which avoids instabilities at the interfaces. We derive an energy estimate for the underlying hyperbolic equation with absorbing boundary conditions and illustrate efficiency of the domain decomposition method on the reconstruction of the conductivity function in three dimensions.
A Comparison of Continuous Mass-lumped Finite Elements and Finite Differences for 3D
Zhebel, E.; Minisini, S.; Kononov, A.; Mulder, W.A.
2012-01-01
The finite-difference method is widely used for time-domain modelling of the wave equation because of its ease of implementation of high-order spatial discretization schemes, parallelization and computational efficiency. However, finite elements on tetrahedral meshes are more accurate in complex geo
Accurate Finite Difference Algorithms
Goodrich, John W.
1996-01-01
Two families of finite difference algorithms for computational aeroacoustics are presented and compared. All of the algorithms are single step explicit methods, they have the same order of accuracy in both space and time, with examples up to eleventh order, and they have multidimensional extensions. One of the algorithm families has spectral like high resolution. Propagation with high order and high resolution algorithms can produce accurate results after O(10(exp 6)) periods of propagation with eight grid points per wavelength.
On Cryptographic Schemes Based on Discrete Logarithms and Factoring
Joye, Marc
At CRYPTO 2003, Rubin and Silverberg introduced the concept of torus-based cryptography over a finite field. We extend their setting to the ring of integers modulo N. We so obtain compact representations for cryptographic systems that base their security on the discrete logarithm problem and the factoring problem. This results in smaller key sizes and substantial savings in memory and bandwidth. But unlike the case of finite fields, analogous trace-based compression methods cannot be adapted to accommodate our extended setting when the underlying systems require more than a mere exponentiation. As an application, we present an improved, torus-based implementation of the ACJT group signature scheme.
Institute of Scientific and Technical Information of China (English)
Fa-yong Zhang
2004-01-01
The three-dimensional nonlinear Schrodinger equation with weakly damped that possesses a global attractor are considered. The dynamical properties of the discrete dynamical system which generate by a class of finite difference scheme are analysed. The existence of global attractor is proved for the discrete dynamical system.
Adaptive finite difference for seismic wavefield modelling in acoustic media.
Yao, Gang; Wu, Di; Debens, Henry Alexander
2016-01-01
Efficient numerical seismic wavefield modelling is a key component of modern seismic imaging techniques, such as reverse-time migration and full-waveform inversion. Finite difference methods are perhaps the most widely used numerical approach for forward modelling, and here we introduce a novel scheme for implementing finite difference by introducing a time-to-space wavelet mapping. Finite difference coefficients are then computed by minimising the difference between the spatial derivatives of the mapped wavelet and the finite difference operator over all propagation angles. Since the coefficients vary adaptively with different velocities and source wavelet bandwidths, the method is capable to maximise the accuracy of the finite difference operator. Numerical examples demonstrate that this method is superior to standard finite difference methods, while comparable to Zhang's optimised finite difference scheme. PMID:27491333
Discrete unified gas kinetic scheme on unstructured meshes
Zhu, Lianhua; Xu, Kun
2015-01-01
The recently proposed discrete unified gas kinetic scheme (DUGKS) is a finite volume method for deterministic solution of the Boltzmann model equation with asymptotic preserving property. In DUGKS, the numerical flux of the distribution function is determined from a local numerical solution of the Boltzmann model equation using an unsplitting approach. The time step and mesh resolution are not restricted by the molecular collision time and mean free path. To demonstrate the capacity of DUGKS in practical problems, this paper extends the DUGKS to arbitrary unstructured meshes. Several tests of both internal and external flows are performed, which include the cavity flow ranging from continuum to free molecular regimes, a multiscale flow between two connected cavities with a pressure ratio of 10000, and a high speed flow over a cylinder in slip and transitional regimes. The numerical results demonstrate the effectiveness of the DUGKS in simulating multiscale flow problems.
International Nuclear Information System (INIS)
There dimensional hydrodynamical calculations with heat transfer for nuclear reactors are complicated and actual tasks, their singularity is high numbers of Reynolds Re ∼ 106. The offered paper is one of initial development stages programs for problem solving the similar class. Operation contains exposition: mathematical setting of the task for the equations of Navier-Stokes with heat transfer compiling of space difference schemes by a method of check sizes, deriving of difference equations for pressure. The steady explicit methods of a solution of rigid tasks included in DUMKA program, and research of areas of their stability are used. Outcomes of numerical experiments of current of liquid in channels of rectangular cut are reduced. The complete spectrum analysis of the considered task is done (Authors)
Applications of an exponential finite difference technique
Handschuh, Robert F.; Keith, Theo G., Jr.
1988-01-01
An exponential finite difference scheme first presented by Bhattacharya for one dimensional unsteady heat conduction problems in Cartesian coordinates was extended. The finite difference algorithm developed was used to solve the unsteady diffusion equation in one dimensional cylindrical coordinates and was applied to two and three dimensional conduction problems in Cartesian coordinates. Heat conduction involving variable thermal conductivity was also investigated. The method was used to solve nonlinear partial differential equations in one and two dimensional Cartesian coordinates. Predicted results are compared to exact solutions where available or to results obtained by other numerical methods.
Chin, Pius W. M.
2013-01-01
The optimal rate of convergence of the wave equation in both the energy and the ${L}^{2}$ -norms using continuous Galerkin method is well known. We exploit this technique and design a fully discrete scheme consisting of coupling the nonstandard finite difference method in the time and the continuous Galerkin method in the space variables. We show that, for sufficiently smooth solution, the maximal error in the ${L}^{2}$ -norm possesses the optimal rate of convergence $O\\left({h}^{...
Compatible discrete operator schemes on polyhedral meshes for elliptic and Stokes equations
International Nuclear Information System (INIS)
This thesis presents a new class of spatial discretization schemes on polyhedral meshes, called Compatible Discrete Operator (CDO) schemes and their application to elliptic and Stokes equations In CDO schemes, preserving the structural properties of the continuous equations is the leading principle to design the discrete operators. De Rham maps define the degrees of freedom according to the physical nature of fields to discretize. CDO schemes operate a clear separation between topological relations (balance equations) and constitutive relations (closure laws). Topological relations are related to discrete differential operators, and constitutive relations to discrete Hodge operators. A feature of CDO schemes is the explicit use of a second mesh, called dual mesh, to build the discrete Hodge operator. Two families of CDO schemes are considered: vertex-based schemes where the potential is located at (primal) mesh vertices, and cell-based schemes where the potential is located at dual mesh vertices (dual vertices being in one-to-one correspondence with primal cells). The CDO schemes related to these two families are presented and their convergence is analyzed. A first analysis hinges on an algebraic definition of the discrete Hodge operator and allows one to identify three key properties: symmetry, stability, and P0-consistency. A second analysis hinges on a definition of the discrete Hodge operator using reconstruction operators, and the requirements on these reconstruction operators are identified. In addition, CDO schemes provide a unified vision on a broad class of schemes proposed in the literature (finite element, finite element, mimetic schemes... ). Finally, the reliability and the efficiency of CDO schemes are assessed on various test cases and several polyhedral meshes. (author)
FINITE DIFFERENCE APPROXIMATION FOR PRICING THE AMERICAN LOOKBACK OPTION
Institute of Scientific and Technical Information of China (English)
Tie Zhang; Shuhua Zhang; Danmei Zhu
2009-01-01
In this paper we are concerned with the pricing of lookback options with American type constrains. Based on the differential linear complementary formula associated with the pricing problem, an implicit difference scheme is constructed and analyzed. We show that there exists a unique difference solution which is unconditionally stable. Using the notion of viscosity solutions, we also prove that the finite difference solution converges uniformly to the viscosity solution of the continuous problem. Furthermore, by means of the variational inequality analysis method, the (O)(△t+△x2)-order error estimate is derived in the discrete L2-norm provided that the continuous problem is sufficiently regular. In addition, a numerical example is provided to illustrate the theoretical results.Mathematics subject classification: 65M12, 65M06, 91B28.
Accurate finite difference methods for time-harmonic wave propagation
Harari, Isaac; Turkel, Eli
1994-01-01
Finite difference methods for solving problems of time-harmonic acoustics are developed and analyzed. Multidimensional inhomogeneous problems with variable, possibly discontinuous, coefficients are considered, accounting for the effects of employing nonuniform grids. A weighted-average representation is less sensitive to transition in wave resolution (due to variable wave numbers or nonuniform grids) than the standard pointwise representation. Further enhancement in method performance is obtained by basing the stencils on generalizations of Pade approximation, or generalized definitions of the derivative, reducing spurious dispersion, anisotropy and reflection, and by improving the representation of source terms. The resulting schemes have fourth-order accurate local truncation error on uniform grids and third order in the nonuniform case. Guidelines for discretization pertaining to grid orientation and resolution are presented.
Finite Differences and Collocation Methods for the Solution of the Two Dimensional Heat Equation
Kouatchou, Jules
1999-01-01
In this paper we combine finite difference approximations (for spatial derivatives) and collocation techniques (for the time component) to numerically solve the two dimensional heat equation. We employ respectively a second-order and a fourth-order schemes for the spatial derivatives and the discretization method gives rise to a linear system of equations. We show that the matrix of the system is non-singular. Numerical experiments carried out on serial computers, show the unconditional stability of the proposed method and the high accuracy achieved by the fourth-order scheme.
Simulation of Metasurfaces in Finite Difference Techniques
Vahabzadeh, Yousef; Caloz, Christophe
2016-01-01
We introduce a rigorous and simple method for analyzing metasurfaces, modeled as zero-thickness electromagnetic sheets, in Finite Difference (FD) techniques. The method consists in describing the spatial discontinuity induced by the metasurface as a virtual structure, located between nodal rows of the Yee grid, using a finite difference version of Generalized Sheet Transition Conditions (GSTCs). In contrast to previously reported approaches, the proposed method can handle sheets exhibiting both electric and magnetic discontinuities, and represents therefore a fundamental contribution in computational electromagnetics. It is presented here in the framework of the FD Frequency Domain (FDFD) method but also applies to the FD Time Domain (FDTD) scheme. The theory is supported by five illustrative examples.
Asymptotic analysis of discrete schemes for non-equilibrium radiation diffusion
Cui, Xia; Yuan, Guang-wei; Shen, Zhi-jun
2016-05-01
Motivated by providing well-behaved fully discrete schemes in practice, this paper extends the asymptotic analysis on time integration methods for non-equilibrium radiation diffusion in [2] to space discretizations. Therein studies were carried out on a two-temperature model with Larsen's flux-limited diffusion operator, both the implicitly balanced (IB) and linearly implicit (LI) methods were shown asymptotic-preserving. In this paper, we focus on asymptotic analysis for space discrete schemes in dimensions one and two. First, in construction of the schemes, in contrast to traditional first-order approximations, asymmetric second-order accurate spatial approximations are devised for flux-limiters on boundary, and discrete schemes with second-order accuracy on global spatial domain are acquired consequently. Then by employing formal asymptotic analysis, the first-order asymptotic-preserving property for these schemes and furthermore for the fully discrete schemes is shown. Finally, with the help of manufactured solutions, numerical tests are performed, which demonstrate quantitatively the fully discrete schemes with IB time evolution indeed have the accuracy and asymptotic convergence as theory predicts, hence are well qualified for both non-equilibrium and equilibrium radiation diffusion.
A GOST-like Blind Signature Scheme Based on Elliptic Curve Discrete Logarithm Problem
HOSSEINI, Hossein; Bahrak, Behnam; Hessar, Farzad
2013-01-01
In this paper, we propose a blind signature scheme and three practical educed schemes based on elliptic curve discrete logarithm problem. The proposed schemes impart the GOST signature structure and utilize the inherent advantage of elliptic curve cryptosystems in terms of smaller key size and lower computational overhead to its counterpart public key cryptosystems such as RSA and ElGamal. The proposed schemes are proved to be secure and have less time complexity in comparison with the existi...
Exponential Finite-Difference Technique
Handschuh, Robert F.
1989-01-01
Report discusses use of explicit exponential finite-difference technique to solve various diffusion-type partial differential equations. Study extends technique to transient-heat-transfer problems in one dimensional cylindrical coordinates and two and three dimensional Cartesian coordinates and to some nonlinear problems in one or two Cartesian coordinates.
On the Total Variation of High-Order Semi-Discrete Central Schemes for Conservation Laws
Bryson, Steve; Levy, Doron
2004-01-01
We discuss a new fifth-order, semi-discrete, central-upwind scheme for solving one-dimensional systems of conservation laws. This scheme combines a fifth-order WENO reconstruction, a semi-discrete central-upwind numerical flux, and a strong stability preserving Runge-Kutta method. We test our method with various examples, and give particular attention to the evolution of the total variation of the approximations.
Static Analysis of Laminated Composite Plates by Finite Difference Method
Mustafa Haluk SARAÇOĞLU; Yunus ÖZÇELİKÖRS
2011-01-01
In this study; deflection at the mid-point of laminated composite rectangular plate subjected to uniformly distributed load is investigated by finite difference method. Four edges of these plates are Navier SS-1 simplysupported. Classical theory of laminated composite plates formed by extending the classical plate theory is used. Differential equations about bending of plate were discreted by finite difference method and unknown displacements at the related nodes are calculated. As an example...
DESIGN OF A DIGITAL SIGNATURE SCHEME BASED ON FACTORING AND DISCRETE LOGARITHMS
Institute of Scientific and Technical Information of China (English)
杨利英; 覃征; 胡广伍; 王志敏
2004-01-01
Objective Focusing on the security problem of authentication and confidentiality in the context of computer networks, a digital signature scheme was proposed based on the public key cryptosystem. Methods Firstly, the course of digital signature based on the public key cryptosystem was given. Then, RSA and ELGamal schemes were described respectively. They were the basis of the proposed scheme. Generalized ELGamal type signature schemes were listed. After comparing with each other, one scheme, whose Signature equation was (m+r)x=j+s modΦ(p) , was adopted in the designing. Results Based on two well-known cryptographic assumptions, the factorization and the discrete logarithms, a digital signature scheme was presented. It must be required that s' was not equal to p'q' in the signing procedure, because attackers could forge the signatures with high probabilities if the discrete logarithms modulo a large prime were solvable. The variable public key "e" is used instead of the invariable parameter "3" in Harns signature scheme to enhance the security. One generalized ELGamal type scheme made the proposed scheme escape one multiplicative inverse operation in the signing procedure and one modular exponentiation in the verification procedure. Conclusion The presented scheme obtains the security that Harn's scheme was originally claimed. It is secure if the factorization and the discrete logarithms are simultaneously unsolvable.
The computer algebra approach of the finite difference methods for PDEs
International Nuclear Information System (INIS)
In this paper, a first attempt has been made to realize the computer algebra construction of the finite difference methods or the finite difference schemes for constant coefficient partial differential equations. (author). 9 refs, 2 tabs
Implicit finite-difference simulations of seismic wave propagation
Chu, Chunlei
2012-03-01
We propose a new finite-difference modeling method, implicit both in space and in time, for the scalar wave equation. We use a three-level implicit splitting time integration method for the temporal derivative and implicit finite-difference operators of arbitrary order for the spatial derivatives. Both the implicit splitting time integration method and the implicit spatial finite-difference operators require solving systems of linear equations. We show that it is possible to merge these two sets of linear systems, one from implicit temporal discretizations and the other from implicit spatial discretizations, to reduce the amount of computations to develop a highly efficient and accurate seismic modeling algorithm. We give the complete derivations of the implicit splitting time integration method and the implicit spatial finite-difference operators, and present the resulting discretized formulas for the scalar wave equation. We conduct a thorough numerical analysis on grid dispersions of this new implicit modeling method. We show that implicit spatial finite-difference operators greatly improve the accuracy of the implicit splitting time integration simulation results with only a slight increase in computational time, compared with explicit spatial finite-difference operators. We further verify this conclusion by both 2D and 3D numerical examples. © 2012 Society of Exploration Geophysicists.
Zhou, Nanrun; Yang, Jianping; Tan, Changfa; Pan, Shumin; Zhou, Zhihong
2015-11-01
A new discrete fractional random transform based on two circular matrices is designed and a novel double-image encryption-compression scheme is proposed by combining compressive sensing with discrete fractional random transform. The two random circular matrices and the measurement matrix utilized in compressive sensing are constructed by using a two-dimensional sine Logistic modulation map. Two original images can be compressed, encrypted with compressive sensing and connected into one image. The resulting image is re-encrypted by Arnold transform and the discrete fractional random transform. Simulation results and security analysis demonstrate the validity and security of the scheme.
A New Digital Signature Scheme Based on Factoring and Discrete Logarithms
Directory of Open Access Journals (Sweden)
E. S. Ismail
2008-01-01
Full Text Available Problem statement: A digital signature scheme allows one to sign an electronic message and later the produced signature can be validated by the owner of the message or by any verifier. Most of the existing digital signature schemes were developed based on a single hard problem like factoring, discrete logarithm, residuosity or elliptic curve discrete logarithm problems. Although these schemes appear secure, one day in a near future they may be exploded if one finds a solution of the single hard problem. Approach: To overcome this problem, in this study, we proposed a new signature scheme based on multiple hard problems namely factoring and discrete logarithms. We combined the two problems into both signing and verifying equations such that the former depends on two secret keys whereas the latter depends on two corresponding public keys. Results: The new scheme was shown to be secure against the most five considering attacks for signature schemes. The efficiency performance of our scheme only requires 1203Tmul+Th time complexity for signature generation and 1202Tmul+Th time complexity for verification generation and this magnitude of complexity is considered minimal for multiple hard problems-like signature schemes. Conclusions: The new signature scheme based on multiple hard problems provides longer and higher security level than that scheme based on one problem. This is because no enemy can solve multiple hard problems simultaneously.
Discrete level schemes sublibrary. Progress report by Budapest group
International Nuclear Information System (INIS)
An entirely new discrete levels file has been created by the Budapest group according to the recommended principles, using the Evaluated Nuclear Structure Data File, ENSDF as a source. The resulting library contains 96,834 levels and 105,423 gamma rays for 2,585 nuclei, with their characteristics such as energy, spin, parity, half-life as well gamma-ray energy and branching percentage
Symmetry-preserving discrete schemes for some heat transfer equations
Bakirova, Margarita; Dorodnitsyn, Vladimir; Kozlov, Roman
2004-01-01
Lie group analysis of differential equations is a generally recognized method, which provides invariant solutions, integrability, conservation laws etc. In this paper we present three characteristic examples of the construction of invariant difference equations and meshes, where the original continuous symmetries are preserved in discrete models. Conservation of symmetries in difference modeling helps to retain qualitative properties of the differential equations in their difference counterpa...
A. Caserta
1998-01-01
This paper deals with the antiplane wave propagation in a 2D heterogeneous dissipative medium with complex layer interfaces and irregular topography. The initial boundary value problem which represents the viscoelastic dynamics driving 2D antiplane wave propagation is formulated. The discretization scheme is based on the finite-difference technique. Our approach presents some innovative features. First, the introduction of the forcing term into the equation of motion offers the advantage of a...
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...
Compressed Semi-Discrete Central-Upwind Schemes for Hamilton-Jacobi Equations
Bryson, Steve; Kurganov, Alexander; Levy, Doron; Petrova, Guergana
2003-01-01
We introduce a new family of Godunov-type semi-discrete central schemes for multidimensional Hamilton-Jacobi equations. These schemes are a less dissipative generalization of the central-upwind schemes that have been recently proposed in series of works. We provide the details of the new family of methods in one, two, and three space dimensions, and then verify their expected low-dissipative property in a variety of examples.
TWO-GRID DISCRETIZATION SCHEMES OF THE NONCONFORMING FEM FOR EIGENVALUE PROBLEMS
Institute of Scientific and Technical Information of China (English)
Yidu Yang
2009-01-01
This paper extends the two-grid discretization scheme of the conforming finite elements proposed by Xu and Zhou (Math. Comput., 70 (2001), pp.17-25) to the nonconforming finite elements for eigenvalue problems. In particular, two two-grid discretization schemes based on Rayleigh quotient technique are proposed. By using these new schemes, the solution of an eigenvalue problem on a fine mesh is reduced to that on a much coarser mesh together with the solution of a linear algebraic system on the fine mesh. The resulting solution still maintains an asymptotically optimal accuracy. Comparing with the two-grid discretization scheme of the conforming finite elements, the main advantages of our new schemes are twofold when the mesh size is small enough. First, the lower bounds of the exact eigenvalues in our two-grid discretization schemes can be obtained. Second, the first eigenvalue given by the new schemes has much better accuracy than that obtained by solving the eigenvalue problems on the fine mesh directly.
A mimetic finite difference method for the Stokes problem with elected edge bubbles
Energy Technology Data Exchange (ETDEWEB)
Lipnikov, K [Los Alamos National Laboratory; Berirao, L [DIPARTMENTO DI MATERMATICA
2009-01-01
A new mimetic finite difference method for the Stokes problem is proposed and analyzed. The unstable P{sub 1}-P{sub 0} discretization is stabilized by adding a small number of bubble functions to selected mesh edges. A simple strategy for selecting such edges is proposed and verified with numerical experiments. The discretizations schemes for Stokes and Navier-Stokes equations must satisfy the celebrated inf-sup (or the LBB) stability condition. The stability condition implies a balance between discrete spaces for velocity and pressure. In finite elements, this balance is frequently achieved by adding bubble functions to the velocity space. The goal of this article is to show that the stabilizing edge bubble functions can be added only to a small set of mesh edges. This results in a smaller algebraic system and potentially in a faster calculations. We employ the mimetic finite difference (MFD) discretization technique that works for general polyhedral meshes and can accomodate non-uniform distribution of stabilizing bubbles.
Directory of Open Access Journals (Sweden)
M.-C. Casabán
2012-01-01
Full Text Available A new discretization strategy is introduced for the numerical solution of partial integrodifferential equations appearing in option pricing jump diffusion models. In order to consider the unknown behaviour of the solution in the unbounded part of the spatial domain, a double discretization is proposed. Stability, consistency, and positivity of the resulting explicit scheme are analyzed. Advantages of the method are illustrated with several examples.
International Nuclear Information System (INIS)
In this work, we develop a new spatial discretization scheme that may be used to numerically solve the neutron transport equation. This new discretization extends the family of corner balance spatial discretizations to include spatial grids of arbitrary polyhedra. This scheme enforces balance on subcell volumes called corners. It produces a lower triangular matrix for sweeping, is algebraically linear, is non-negative in a source-free absorber, and produces a robust and accurate solution in thick diffusive regions. Using an asymptotic analysis, we design the scheme so that in thick diffusive regions it will attain the same solution as an accurate polyhedral diffusion discretization. We then refine the approximations in the scheme to reduce numerical diffusion in vacuums, and we attempt to capture a second order truncation error. After we develop this Upstream Corner Balance Linear (UCBL) discretization we analyze its characteristics in several limits. We complete a full diffusion limit analysis showing that we capture the desired diffusion discretization in optically thick and highly scattering media. We review the upstream and linear properties of our discretization and then demonstrate that our scheme captures strictly non-negative solutions in source-free purely absorbing media. We then demonstrate the minimization of numerical diffusion of a beam and then demonstrate that the scheme is, in general, first order accurate. We also note that for slab-like problems our method actually behaves like a second-order method over a range of cell thicknesses that are of practical interest. We also discuss why our scheme is first order accurate for truly 3D problems and suggest changes in the algorithm that should make it a second-order accurate scheme. Finally, we demonstrate 3D UCBL's performance on several very different test problems. We show good performance in diffusive and streaming problems. We analyze truncation error in a 3D problem and demonstrate robustness in a
Energy Technology Data Exchange (ETDEWEB)
Thompson, K.G.
2000-11-01
In this work, we develop a new spatial discretization scheme that may be used to numerically solve the neutron transport equation. This new discretization extends the family of corner balance spatial discretizations to include spatial grids of arbitrary polyhedra. This scheme enforces balance on subcell volumes called corners. It produces a lower triangular matrix for sweeping, is algebraically linear, is non-negative in a source-free absorber, and produces a robust and accurate solution in thick diffusive regions. Using an asymptotic analysis, we design the scheme so that in thick diffusive regions it will attain the same solution as an accurate polyhedral diffusion discretization. We then refine the approximations in the scheme to reduce numerical diffusion in vacuums, and we attempt to capture a second order truncation error. After we develop this Upstream Corner Balance Linear (UCBL) discretization we analyze its characteristics in several limits. We complete a full diffusion limit analysis showing that we capture the desired diffusion discretization in optically thick and highly scattering media. We review the upstream and linear properties of our discretization and then demonstrate that our scheme captures strictly non-negative solutions in source-free purely absorbing media. We then demonstrate the minimization of numerical diffusion of a beam and then demonstrate that the scheme is, in general, first order accurate. We also note that for slab-like problems our method actually behaves like a second-order method over a range of cell thicknesses that are of practical interest. We also discuss why our scheme is first order accurate for truly 3D problems and suggest changes in the algorithm that should make it a second-order accurate scheme. Finally, we demonstrate 3D UCBL's performance on several very different test problems. We show good performance in diffusive and streaming problems. We analyze truncation error in a 3D problem and demonstrate robustness
Generalized Rayleigh quotient and finite element two-grid discretization schemes
Institute of Scientific and Technical Information of China (English)
2009-01-01
This study discusses generalized Rayleigh quotient and high efficiency finite element discretization schemes. Some results are as follows: 1) Rayleigh quotient accelerate technique is extended to nonselfadjoint problems. Generalized Rayleigh quotients of operator form and weak form are defined and the basic relationship between approximate eigenfunction and its generalized Rayleigh quotient is established. 2) New error estimates are obtained by replacing the ascent of exact eigenvalue with the ascent of finite element approximate eigenvalue. 3) Based on the work of Xu Jinchao and Zhou Aihui, finite element two-grid discretization schemes are established to solve nonselfadjoint elliptic differential operator eigenvalue problems and these schemes are used in both conforming finite element and non-conforming finite element. Besides, the efficiency of the schemes is proved by both theoretical analysis and numerical experiments. 4) Iterated Galerkin method, interpolated correction method and gradient recovery for selfadjoint elliptic differential operator eigenvalue problems are extended to nonselfadjoint elliptic differential operator eigenvalue problems.
Discrete unified gas kinetic scheme for all Knudsen number flows: low-speed isothermal case.
Guo, Zhaoli; Xu, Kun; Wang, Ruijie
2013-09-01
Based on the Boltzmann-BGK (Bhatnagar-Gross-Krook) equation, in this paper a discrete unified gas kinetic scheme (DUGKS) is developed for low-speed isothermal flows. The DUGKS is a finite-volume scheme with the discretization of particle velocity space. After the introduction of two auxiliary distribution functions with the inclusion of collision effect, the DUGKS becomes a fully explicit scheme for the update of distribution function. Furthermore, the scheme is an asymptotic preserving method, where the time step is only determined by the Courant-Friedricks-Lewy condition in the continuum limit. Numerical results demonstrate that accurate solutions in both continuum and rarefied flow regimes can be obtained from the current DUGKS. The comparison between the DUGKS and the well-defined lattice Boltzmann equation method (D2Q9) is presented as well. PMID:24125383
Using the Finite Difference Calculus to Sum Powers of Integers.
Zia, Lee
1991-01-01
Summing powers of integers is presented as an example of finite differences and antidifferences in discrete mathematics. The interrelation between these concepts and their analogues in differential calculus, the derivative and integral, is illustrated and can form the groundwork for students' understanding of differential and integral calculus.…
Computer-Oriented Calculus Courses Using Finite Differences.
Gordon, Sheldon P.
The so-called discrete approach in calculus instruction involves introducing topics from the calculus of finite differences and finite sums, both for motivation and as useful tools for applications of the calculus. In particular, it provides an ideal setting in which to incorporate computers into calculus courses. This approach has been…
Arbitrary Dimension Convection-Diffusion Schemes for Space-Time Discretizations
Energy Technology Data Exchange (ETDEWEB)
Bank, Randolph E. [Univ. of California, San Diego, CA (United States); Vassilevski, Panayot S. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Zikatanov, Ludmil T. [Bulgarian Academy of Sciences, Sofia (Bulgaria)
2016-01-20
This note proposes embedding a time dependent PDE into a convection-diffusion type PDE (in one space dimension higher) with singularity, for which two discretization schemes, the classical streamline-diffusion and the EAFE (edge average finite element) one, are investigated in terms of stability and error analysis. The EAFE scheme, in particular, is extended to be arbitrary order which is of interest on its own. Numerical results, in combined space-time domain demonstrate the feasibility of the proposed approach.
On some fundamental finite difference inequalities
B. G. Pachpatte
2001-01-01
The main object of this paper is to establish some new finite difference inequalities which can be used as tools in the study of various problems in the theory of certain classes of finite difference and sum-difference equations.
Spatial Parallelism of a 3D Finite Difference, Velocity-Stress Elastic Wave Propagation Code
Energy Technology Data Exchange (ETDEWEB)
MINKOFF,SUSAN E.
1999-12-09
Finite difference methods for solving the wave equation more accurately capture the physics of waves propagating through the earth than asymptotic solution methods. Unfortunately. finite difference simulations for 3D elastic wave propagation are expensive. We model waves in a 3D isotropic elastic earth. The wave equation solution consists of three velocity components and six stresses. The partial derivatives are discretized using 2nd-order in time and 4th-order in space staggered finite difference operators. Staggered schemes allow one to obtain additional accuracy (via centered finite differences) without requiring additional storage. The serial code is most unique in its ability to model a number of different types of seismic sources. The parallel implementation uses the MP1 library, thus allowing for portability between platforms. Spatial parallelism provides a highly efficient strategy for parallelizing finite difference simulations. In this implementation, one can decompose the global problem domain into one-, two-, and three-dimensional processor decompositions with 3D decompositions generally producing the best parallel speed up. Because i/o is handled largely outside of the time-step loop (the most expensive part of the simulation) we have opted for straight-forward broadcast and reduce operations to handle i/o. The majority of the communication in the code consists of passing subdomain face information to neighboring processors for use as ''ghost cells''. When this communication is balanced against computation by allocating subdomains of reasonable size, we observe excellent scaled speed up. Allocating subdomains of size 25 x 25 x 25 on each node, we achieve efficiencies of 94% on 128 processors. Numerical examples for both a layered earth model and a homogeneous medium with a high-velocity blocky inclusion illustrate the accuracy of the parallel code.
Fully discrete Galerkin schemes for the nonlinear and nonlocal Hartree equation
Directory of Open Access Journals (Sweden)
Walter H. Aschbacher
2009-01-01
Full Text Available We study the time dependent Hartree equation in the continuum, the semidiscrete, and the fully discrete setting. We prove existence-uniqueness, regularity, and approximation properties for the respective schemes, and set the stage for a controlled numerical computation of delicate nonlinear and nonlocal features of the Hartree dynamics in various physical applications.
FULL DISCRETE TWO-LEVEL CORRECTION SCHEME FOR NAVIER-STOKES EQUATIONS
Institute of Scientific and Technical Information of China (English)
Yanren Hou; Liquan Mei
2008-01-01
In this paper,a full discrete two-level scheme for the unsteady Navier-Stokes equations based on a time dependent projection approach is proposed. In the sense of the new projection and its related space splitting,non-linearity is treated only on the coarse level subspace at each time step by solving exactly the standard Galerkin equation while a linear equation has to be solved on the fine level subspace to get the final approximation at this time step.Thus,it is a two-level based correction scheme for the standard Galerkin approximation.Stability and error estimate for this scheme are investigated in the paper.
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.
Nonstandard Finite Difference Variational Integrators for Multisymplectic PDEs
Directory of Open Access Journals (Sweden)
Cuicui Liao
2012-01-01
discretization and a square discretization, respectively. These methods are naturally multisymplectic. Their discrete multisymplectic structures are presented by the multisymplectic form formulas. The convergence of the discretization schemes is discussed. The effectiveness and efficiency of the proposed methods are verified by the numerical experiments.
HERMITE WENO SCHEMES WITH LAX-WENDROFF TYPE TIME DISCRETIZATIONS FOR HAMILTON-JACOBI EQUATIONS
Institute of Scientific and Technical Information of China (English)
Jianxian Qiu
2007-01-01
In this paper, we use Hermite weighted essentially non-oscillatory (HWENO) schemes with a Lax-Wendroff time discretization procedure, termed HWENO-LW schemes, to solve Hamilton-Jacobi equations. The idea of the reconstruction in the HWENO schemes comes from the original WENO schemes, however both the function and its first derivative values are evolved in time and are used in the reconstruction. One major advantage of HWENO schemes is its compactness in the reconstruction. We explore the possibility in avoiding the nonlinear weights for part of the procedure, hence reducing the cost but still maintaining non-oscillatory properties for problems with strong discontinuous derivative. As a result,comparing with HWENO with Runge-Kutta time discretizations schemes (HWENO-RK) of Qiu and Shu [19] for Hamilton-Jacobi equations, the major advantages of HWENO-LW schemes are their saving of computational cost and their compactness in the reconstruction.Extensive numerical experiments are performed to illustrate the capability of the method.
Static Analysis of Laminated Composite Plates by Finite Difference Method
Directory of Open Access Journals (Sweden)
Mustafa Haluk SARAÇOĞLU
2011-01-01
Full Text Available In this study; deflection at the mid-point of laminated composite rectangular plate subjected to uniformly distributed load is investigated by finite difference method. Four edges of these plates are Navier SS-1 simplysupported. Classical theory of laminated composite plates formed by extending the classical plate theory is used. Differential equations about bending of plate were discreted by finite difference method and unknown displacements at the related nodes are calculated. As an example; mid point dimensionless deflections of specially orhotropic, regular symmetric and regular antisymmetric composite laminated square plates under uniformly distributed load were examined.
Practical aspects of prestack depth migration with finite differences
Energy Technology Data Exchange (ETDEWEB)
Ober, C.C.; Oldfield, R.A.; Womble, D.E.; Romero, L.A. [Sandia National Labs., Albuquerque, NM (United States); Burch, C.C. [Conoco Inc. (United States)
1997-07-01
Finite-difference, prestack, depth migrations offers significant improvements over Kirchhoff methods in imaging near or under salt structures. The authors have implemented a finite-difference prestack depth migration algorithm for use on massively parallel computers which is discussed. The image quality of the finite-difference scheme has been investigated and suggested improvements are discussed. In this presentation, the authors discuss an implicit finite difference migration code, called Salvo, that has been developed through an ACTI (Advanced Computational Technology Initiative) joint project. This code is designed to be efficient on a variety of massively parallel computers. It takes advantage of both frequency and spatial parallelism as well as the use of nodes dedicated to data input/output (I/O). Besides giving an overview of the finite-difference algorithm and some of the parallelism techniques used, migration results using both Kirchhoff and finite-difference migration will be presented and compared. The authors start out with a very simple Cartoon model where one can intuitively see the multiple travel paths and some of the potential problems that will be encountered with Kirchhoff migration. More complex synthetic models as well as results from actual seismic data from the Gulf of Mexico will be shown.
Staggered-Grid Finite Difference Method with Variable-Order Accuracy for Porous Media
Jinghuai Gao; Yijie Zhang
2013-01-01
The numerical modeling of wave field in porous media generally requires more computation time than that of acoustic or elastic media. Usually used finite difference methods adopt finite difference operators with fixed-order accuracy to calculate space derivatives for a heterogeneous medium. A finite difference scheme with variable-order accuracy for acoustic wave equation has been proposed to reduce the computation time. In this paper, we develop this scheme for wave equations in porous media...
Direct Finite-Difference Simulations Of Turbulent Flow
Rai, Man Mohan; Moin, Parviz
1991-01-01
Report discusses use of upwind-biased finite-difference numerical-integration scheme to simulate evolution of small disturbances and fully developed turbulence in three-dimensional flow of viscous, incompressible fluid in channel. Involves use of computational grid sufficiently fine to resolve motion of fluid at all relevant length scales.
A Review of High-Order and Optimized Finite-Difference Methods for Simulating Linear Wave Phenomena
Zingg, David W.
1996-01-01
This paper presents a review of high-order and optimized finite-difference methods for numerically simulating the propagation and scattering of linear waves, such as electromagnetic, acoustic, or elastic waves. The spatial operators reviewed include compact schemes, non-compact schemes, schemes on staggered grids, and schemes which are optimized to produce specific characteristics. The time-marching methods discussed include Runge-Kutta methods, Adams-Bashforth methods, and the leapfrog method. In addition, the following fourth-order fully-discrete finite-difference methods are considered: a one-step implicit scheme with a three-point spatial stencil, a one-step explicit scheme with a five-point spatial stencil, and a two-step explicit scheme with a five-point spatial stencil. For each method studied, the number of grid points per wavelength required for accurate simulation of wave propagation over large distances is presented. Recommendations are made with respect to the suitability of the methods for specific problems and practical aspects of their use, such as appropriate Courant numbers and grid densities. Avenues for future research are suggested.
An energy conserving finite-difference model of Maxwell's equations for soliton propagation
Bachiri, H; Vázquez, L
1997-01-01
We present an energy conserving leap-frog finite-difference scheme for the nonlinear Maxwell's equations investigated by Hile and Kath [C.V.Hile and W.L.Kath, J.Opt.Soc.Am.B13, 1135 (96)]. The model describes one-dimensional scalar optical soliton propagation in polarization preserving nonlinear dispersive media. The existence of a discrete analog of the underlying continuous energy conservation law plays a central role in the global accuracy of the scheme and a proof of its generalized nonlinear stability using energy methods is given. Numerical simulations of initial fundamental, second and third-order hyperbolic secant soliton pulses of fixed spatial full width at half peak intensity containing as few as 4 and 8 optical carrier wavelengths, confirm the stability, accuracy and efficiency of the algorithm. The effect of a retarded nonlinear response time of the media modeling Raman scattering is under current investigation in this context.
Error Estimate for a Fully Discrete Spectral Scheme for Korteweg-de Vries-Kawahara Equation
Koley, U
2011-01-01
We are concerned with the convergence of spectral method for the numerical solution of the initial-boundary value problem associated to the Korteweg-de Vries-Kawahara equation (in short Kawahara equation), which is a transport equation perturbed by dispersive terms of 3rd and 5th order. This equation appears in several fluid dynamics problems. It describes the evolution of small but finite amplitude long waves in various problems in fluid dynamics. These equations are discretized in space by the standard Fourier- Galerkin spectral method and in time by the explicit leap-frog scheme. For the resulting fully discrete, conditionally stable scheme we prove an L2-error bound of spectral accuracy in space and of second-order accuracy in time.
Directory of Open Access Journals (Sweden)
Peng Wang
2013-01-01
Full Text Available When the conservative governing equation of incompressible fluid flow and heat transfer is discretized by the finite volume method, there are various schemes to deal with the convective term. In this paper, studies on the convective term discretized by two different schemes, named strong and weak conservation schemes, respectively, are presented in detail. With weak conservation scheme, the convective flux at interface is obtained by respective interpolation and subsequent product of primitive variables. With strong conservation scheme, the convective flux is treated as single physical variable for interpolation. The numerical results of two convection heat transfer cases indicate that under the same computation conditions, discretizing the convective term by strong conservation scheme would not only obtain a more accurate solution, but also guarantee the stability of computation and the clear physical meaning of the solution. Especially in the computation regions with sharp gradients, the advantages of strong conservation scheme become more apparent.
Institute of Scientific and Technical Information of China (English)
LIU Zhengxian; WANG Xuejun; DAI Jishuang; ZHANG Chuhua
2009-01-01
A second-order mixing difference scheme with a limiting factor is deduced with the reconstruction gra-dient method and applied to discretizing the Navier-Stokes equation in an unstructured grid. The transform of non-orthogonal diffusion items generated by the scheme in discrete equations is provided. The Delaunay triangulation method is improved to generate the unstructured grid. The computing program based on the SIMPLE algorithm in an unstructured grid is compiled and used to solve the discrete equations of two types of incompressible viscous flow. The numerical simulation results of the laminar flow driven by lid in cavity and flow behind a cylinder are compared with the theoretical solution and experimental data respectively. In the former case, a good agreement is achieved in the main velocity and drag coefficient curve. In the latter case, the numerical structure and development of vortex under several Reynolds numbers match well with that of the experiment. It is indicated that the factor dif-ference scheme is of higher accuracy, and feasible to be applied to Navier-Stokes equation.
The mimetic finite difference method for elliptic problems
Veiga, Lourenço Beirão; Manzini, Gianmarco
2014-01-01
This book describes the theoretical and computational aspects of the mimetic finite difference method for a wide class of multidimensional elliptic problems, which includes diffusion, advection-diffusion, Stokes, elasticity, magnetostatics and plate bending problems. The modern mimetic discretization technology developed in part by the Authors allows one to solve these equations on unstructured polygonal, polyhedral and generalized polyhedral meshes. The book provides a practical guide for those scientists and engineers that are interested in the computational properties of the mimetic finite difference method such as the accuracy, stability, robustness, and efficiency. Many examples are provided to help the reader to understand and implement this method. This monograph also provides the essential background material and describes basic mathematical tools required to develop further the mimetic discretization technology and to extend it to various applications.
A dispersion minimizing scheme for the 3-D Helmholtz equation based on ray theory
C.C. Stolk
2016-01-01
We develop a new dispersion minimizing compact finite difference scheme for the Helmholtz equation in 2 and 3 dimensions. The scheme is based on a newly developed ray theory for difference equations. A discrete Helmholtz operator and a discrete operator to be applied to the source and the wavefields
A Price-Based Demand Response Scheme for Discrete Manufacturing in Smart Grids
Directory of Open Access Journals (Sweden)
Zhe Luo
2016-08-01
Full Text Available Demand response (DR is a key technique in smart grid (SG technologies for reducing energy costs and maintaining the stability of electrical grids. Since manufacturing is one of the major consumers of electrical energy, implementing DR in factory energy management systems (FEMSs provides an effective way to manage energy in manufacturing processes. Although previous studies have investigated DR applications in process manufacturing, they were not conducted for discrete manufacturing. In this study, the state-task network (STN model is implemented to represent a discrete manufacturing system. On this basis, a DR scheme with a specific DR algorithm is applied to a typical discrete manufacturing—automobile manufacturing—and operational scenarios are established for the stamping process of the automobile production line. The DR scheme determines the optimal operating points for the stamping process using mixed integer linear programming (MILP. The results show that parts of the electricity demand can be shifted from peak to off-peak periods, reducing a significant overall energy costs without degrading production processes.
Oberman, Adam M.; Zwiers, Ian
2014-01-01
Monotone finite difference methods provide stable convergent discretizations of a class of degenerate elliptic and parabolic Partial Differential Equations (PDEs). These methods are best suited to regular rectangular grids, which leads to low accuracy near curved boundaries or singularities of solutions. In this article we combine monotone finite difference methods with an adaptive grid refinement technique to produce a PDE discretization and solver which is applied to a broad class of equati...
İnan B.; Bahadir A. R.
2015-01-01
In this paper, numerical solutions of the generalized Burgers-Huxley equation are obtained using a new technique of forming improved exponential finite difference method. The technique is called implicit exponential finite difference method for the solution of the equation. Firstly, the implicit exponential finite difference method is applied to the generalized Burgers-Huxley equation. Since the generalized Burgers-Huxley equation is nonlinear the scheme leads to a system of nonlinear equatio...
A parallel adaptive finite difference algorithm for petroleum reservoir simulation
Energy Technology Data Exchange (ETDEWEB)
Hoang, Hai Minh
2005-07-01
Adaptive finite differential for problems arising in simulation of flow in porous medium applications are considered. Such methods have been proven useful for overcoming limitations of computational resources and improving the resolution of the numerical solutions to a wide range of problems. By local refinement of the computational mesh where it is needed to improve the accuracy of solutions, yields better solution resolution representing more efficient use of computational resources than is possible with traditional fixed-grid approaches. In this thesis, we propose a parallel adaptive cell-centered finite difference (PAFD) method for black-oil reservoir simulation models. This is an extension of the adaptive mesh refinement (AMR) methodology first developed by Berger and Oliger (1984) for the hyperbolic problem. Our algorithm is fully adaptive in time and space through the use of subcycling, in which finer grids are advanced at smaller time steps than the coarser ones. When coarse and fine grids reach the same advanced time level, they are synchronized to ensure that the global solution is conservative and satisfy the divergence constraint across all levels of refinement. The material in this thesis is subdivided in to three overall parts. First we explain the methodology and intricacies of AFD scheme. Then we extend a finite differential cell-centered approximation discretization to a multilevel hierarchy of refined grids, and finally we are employing the algorithm on parallel computer. The results in this work show that the approach presented is robust, and stable, thus demonstrating the increased solution accuracy due to local refinement and reduced computing resource consumption. (Author)
Frank, Jason
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 law for continuous variables in semi-discretizations
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.
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.
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.
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.
Finite-difference computations of rotor loads
Caradonna, F. X.; Tung, C.
1985-01-01
The current and future potential of finite difference methods for solving real rotor problems which now rely largely on empiricism are demonstrated. The demonstration consists of a simple means of combining existing finite-difference, integral, and comprehensive loads codes to predict real transonic rotor flows. These computations are performed for hover and high-advanced-ratio flight. Comparisons are made with experimental pressure data.
Weighted Average Finite Difference Methods for Fractional Reaction-Subdiffusion Equation
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Nasser Hassen SWEILAM
2014-04-01
Full Text Available In this article, a numerical study for fractional reaction-subdiffusion equations is introduced using a class of finite difference methods. These methods are extensions of the weighted average methods for ordinary (non-fractional reaction-subdiffusion equations. A stability analysis of the proposed methods is given by a recently proposed procedure similar to the standard John von Neumann stability analysis. Simple and accurate stability criterion valid for different discretization schemes of the fractional derivative, arbitrary weight factor, and arbitrary order of the fractional derivative, are given and checked numerically. Numerical test examples, figures, and comparisons have been presented for clarity.doi:10.14456/WJST.2014.50
An eigenvalue analysis of finite-difference approximations for hyperbolic IBVPs
Warming, Robert F.; Beam, Richard M.
1990-01-01
The eigenvalue spectrum associated with a linear finite-difference approximation plays a crucial role in the stability analysis and in the actual computational performance of the discrete approximation. The eigenvalue spectrum associated with the Lax-Wendroff scheme applied to a model hyperbolic equation was investigated. For an initial-boundary-value problem (IBVP) on a finite domain, the eigenvalue or normal mode analysis is analytically intractable. A study of auxiliary problems (Dirichlet and quarter-plane) leads to asymptotic estimates of the eigenvalue spectrum and to an identification of individual modes as either benign or unstable. The asymptotic analysis establishes an intuitive as well as quantitative connection between the algebraic tests in the theory of Gustafsson, Kreiss, and Sundstrom and Lax-Richtmyer L (sub 2) stability on a finite domain.
Second-order accurate nonoscillatory schemes for scalar conservation laws
Huynh, Hung T.
1989-01-01
Explicit finite difference schemes for the computation of weak solutions of nonlinear scalar conservation laws is presented and analyzed. These schemes are uniformly second-order accurate and nonoscillatory in the sense that the number of extrema of the discrete solution is not increasing in time.
High-Order Semi-Discrete Central-Upwind Schemes for Multi-Dimensional Hamilton-Jacobi Equations
Bryson, Steve; Levy, Doron; Biegel, Bryan (Technical Monitor)
2002-01-01
We present the first fifth order, semi-discrete central upwind method for approximating solutions of multi-dimensional Hamilton-Jacobi equations. Unlike most of the commonly used high order upwind schemes, our scheme is formulated as a Godunov-type scheme. The scheme is based on the fluxes of Kurganov-Tadmor and Kurganov-Tadmor-Petrova, and is derived for an arbitrary number of space dimensions. A theorem establishing the monotonicity of these fluxes is provided. The spacial discretization is based on a weighted essentially non-oscillatory reconstruction of the derivative. The accuracy and stability properties of our scheme are demonstrated in a variety of examples. A comparison between our method and other fifth-order schemes for Hamilton-Jacobi equations shows that our method exhibits smaller errors without any increase in the complexity of the computations.
A non-linear constrained optimization technique for the mimetic finite difference method
Energy Technology Data Exchange (ETDEWEB)
Manzini, Gianmarco [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Svyatskiy, Daniil [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Bertolazzi, Enrico [Univ. of Trento (Italy); Frego, Marco [Univ. of Trento (Italy)
2014-09-30
This is a strategy for the construction of monotone schemes in the framework of the mimetic finite difference method for the approximation of diffusion problems on unstructured polygonal and polyhedral meshes.
2D time-domain finite-difference modeling for viscoelastic seismic wave propagation
Fan, Na; Zhao, Lian-Feng; Xie, Xiao-Bi; Ge, Zengxi; Yao, Zhen-Xing
2016-07-01
Real Earth media are not perfectly elastic. Instead, they attenuate propagating mechanical waves. This anelastic phenomenon in wave propagation can be modeled by a viscoelastic mechanical model consisting of several standard linear solids. Using this viscoelastic model, we approximate a constant Q over a frequency band of interest. We use a four-element viscoelastic model with a tradeoff between accuracy and computational costs to incorporate Q into 2D time-domain first-order velocity-stress wave equations. To improve the computational efficiency, we limit the Q in the model to a list of discrete values between 2 and 1000. The related stress and strain relaxation times that characterize the viscoelastic model are pre-calculated and stored in a database for use by the finite-difference calculation. A viscoelastic finite-difference scheme that is second-order in time and fourth-order in space is developed based on the MacCormack algorithm. The new method is validated by comparing the numerical result with analytical solutions that are calculated using the generalized reflection/transmission coefficient method. The synthetic seismograms exhibit greater than 95 per cent consistency in a two-layer viscoelastic model. The dispersion generated from the simulation is consistent with the Kolsky-Futterman dispersion relationship.
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...
Marian Malec; Lucjan Sapa
2007-01-01
This paper deals with a finite difference method for a wide class of weakly coupled nonlinear second-order partial differential systems with initial condition and weakly coupled nonlinear implicit boundary conditions. One part of each system is of the parabolic type (degenerated parabolic equations) and the other of the elliptic type (equations with a parameter) in a cube in \\(\\mathbf{R}^{1+n}\\). A suitable finite difference scheme is constructed. It is proved that the scheme has a unique sol...
Institute of Scientific and Technical Information of China (English)
罗振东; 朱江; 谢正辉; 张桂芳
2003-01-01
The non-stationary natural convection problem is studied. A lowest order finite difference scheme based on mixed finite element method for non-stationary natural convection problem, by the spatial variations discreted with finite element method and time with finite difference scheme was derived, where the numerical solution of velocity, pressure, and temperature can be found together, and a numerical example to simulate the close square cavity is given, which is of practical importance.
Solutions of the System of Differential Equations by Differential Transform/Finite Difference Method
SÜNGÜ, İnci ÇİLİNGİR; DEMIR, Huseyin
2012-01-01
In this study, Differential Transform/Finite Difference Method is considered as a new solution technique. Discretization of system of first and second order linear and nonlinear differential equations were investigated and approximate solutions were compared with the solutions of Adomian Decomposition Method. The results show that Differential Transform/Finite Difference method is one of the efficient approaches to solve system of differential equations. Consequently, it was shown that the hy...
SMALL-STENCIL PAD(E) SCHEMES TO SOLVE NONLINEAR EVOLUTION EQUATIONS
Institute of Scientific and Technical Information of China (English)
LIU Ru-xun; WU Ling-ling
2005-01-01
A set of small-stencil new Pade schemes with the same denominator are presented to solve high-order nonlinear evolution equations. Using this scheme, the fourth-order precision can not only be kept, but also the final three-diagonal discrete systems are solved by simple Doolittle methods, or ODE systems by Runge-Kutta technique. Numerical samples show that the schemes are very satisfactory. And the advantage of the schemes is very clear compared to other finite difference schemes.
The Leray- Gårding method for finite difference schemes
Coulombel, Jean-François
2015-01-01
International audience In [Ler53] and [ Går56], Leray and Gårding have developed a multiplier technique for deriving a priori estimates for solutions to scalar hyperbolic equations in either the whole space or the torus. In particular, the arguments in [Ler53, Går56 ] provide with at least one local multiplier and one local energy functional that is controlled along the evolution. The existence of such a local multiplier is the starting point of the argument by Rauch in [Rau72] for the der...
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.
Accurate Finite Difference Methods for Option Pricing
Persson, Jonas
2006-01-01
Stock options are priced numerically using space- and time-adaptive finite difference methods. European options on one and several underlying assets are considered. These are priced with adaptive numerical algorithms including a second order method and a more accurate method. For American options we use the adaptive technique to price options on one stock with and without stochastic volatility. In all these methods emphasis is put on the control of errors to fulfill predefined tolerance level...
Halman, Nir; Klabjan, Diego; Mostagir, Mohamed; Orlin, Jim; Simchi-Levi, David
2009-01-01
The single-item stochastic inventory control problem is to find an inventory replenishment policy in the presence of independent discrete stochastic demands under periodic review and finite time horizon. In this paper, we prove that this problem is intractable and design for it a fully polynomial-time approximation scheme.
International Nuclear Information System (INIS)
Numerical study on three-dimensional steady incompressible laminar flows in a square duct of 90 .deg. bend is undertaken to evaluate the accuracy of four different discretization schemes from lower-order to higher-order by a new solution code(PowerCFD) using unstructured cell-centered method. Detailed comparisons between computed solutions and available experimental data are given mainly for the velocity distributions at several cross-sections in a 90 deg. bend square duct with developed entry flows. Detailed comparisons are also made with several previous works using lower-order or higher-order schemes. Interesting features of the flow for each scheme are presented in detail
Non-linear analysis of skew thin plate by finite difference method
International Nuclear Information System (INIS)
This paper deals with a discrete analysis capability for predicting the geometrically nonlinear behavior of skew thin plate subjected to uniform pressure. The differential equations are discretized by means of the finite difference method which are used to determine the deflections and the in-plane stress functions of plates and reduced to several sets of linear algebraic simultaneous equations. For the geometrically non-linear, large deflection behavior of the plate, the non-linear plate theory is used for the analysis. An iterative scheme is employed to solve these quasi-linear algebraic equations. Several problems are solved which illustrate the potential of the method for predicting the finite deflection and stress. For increasing lateral pressures, the maximum principal tensile stress occurs at the center of the plate and migrates toward the corners as the load increases. It was deemed important to describe the locations of the maximum principal tensile stress as it occurs. The load-deflection relations and the maximum bending and membrane stresses for each case are presented and discussed
Directory of Open Access Journals (Sweden)
Deepak Sharma
2014-09-01
Full Text Available Encryption along with compression is the process used to secure any multimedia content processing with minimum data storage and transmission. The transforms plays vital role for optimizing any encryption-compression systems. Earlier the original information in the existing security system based on the fractional Fourier transform (FRFT is protected by only a certain order of FRFT. In this article, a novel method for encryption-compression scheme based on multiple parameters of discrete fractional Fourier transform (DFRFT with random phase matrices is proposed. The multiple-parameter discrete fractional Fourier transform (MPDFRFT possesses all the desired properties of discrete fractional Fourier transform. The MPDFRFT converts to the DFRFT when all of its order parameters are the same. We exploit the properties of multiple-parameter DFRFT and propose a novel encryption-compression scheme using the double random phase in the MPDFRFT domain for encryption and compression data. The proposed scheme with MPDFRFT significantly enhances the data security along with image quality of decompressed image compared to DFRFT and FRFT and it shows consistent performance with different images. The numerical simulations demonstrate the validity and efficiency of this scheme based on Peak signal to noise ratio (PSNR, Compression ratio (CR and the robustness of the schemes against bruit force attack is examined.
Kovács, M; Lindgren, F
2012-01-01
We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently smooth test functions. The formula is then applied to the wave equation, where the spatial approximation is done via the standard continuous finite element method and the time discretization via an I-stable rational approximation to the exponential function. It is found that the rate of weak convergence is twice that of strong convergence. Furthermore, in contrast to the parabolic case, higher order schemes in time, such as the Crank-Nicolson scheme, are worthwhile to use if the solution is not very regular. Finally we apply the theory to parabolic equations and detail a weak error estimate for the linearized Cahn-Hilliard-Cook equation as well as comment on the stochastic heat equation.
Energy Technology Data Exchange (ETDEWEB)
Kim, S. [Purdue Univ., West Lafayette, IN (United States)
1994-12-31
Parallel iterative procedures based on domain decomposition techniques are defined and analyzed for the numerical solution of wave propagation by finite element and finite difference methods. For finite element methods, in a Lagrangian framework, an efficient way for choosing the algorithm parameter as well as the algorithm convergence are indicated. Some heuristic arguments for finding the algorithm parameter for finite difference schemes are addressed. Numerical results are presented to indicate the effectiveness of the methods.
A parallel finite-difference method for computational aerodynamics
International Nuclear Information System (INIS)
A finite-difference scheme for solving complex three-dimensional aerodynamic flow on parallel-processing supercomputers is presented. The method consists of a basic flow solver with multigrid convergence acceleration, embedded grid refinements, and a zonal equation scheme. Multitasking and vectorization have been incorporated into the algorithm. Results obtained include multiprocessed flow simulations from the Cray X-MP and Cray-2. Speedups as high as 3.3 for the two-dimensional case and 3.5 for segments of the three-dimensional case have been achieved on the Cray-2. The entire solver attained a factor of 2.7 improvement over its unitasked version on the Cray-2. The performance of the parallel algorithm on each machine is analyzed. 14 refs
Numerical simulation of solitons in the nerve axon using finite differences
Werpers, Jonatan
2014-01-01
A High-order accurate finite difference scheme is derived for a non-linear soliton model of nerve signal propagation in axons. Boundary conditions yielding well-posed problems are suggested and included in the scheme using a penalty technique. Stability is shown using the summation-by-parts framework for a frozen parameter version of the non-linear problem.
The discrete variational derivative method based on discrete differential forms
Yaguchi, Takaharu; Matsuo, Takayasu; Sugihara, Masaaki
2012-05-01
As is well known, for PDEs that enjoy a conservation or dissipation property, numerical schemes that inherit this property are often advantageous in that the schemes are fairly stable and give qualitatively better numerical solutions in practice. Lately, Furihata and Matsuo have developed the so-called “discrete variational derivative method” that automatically constructs energy preserving or dissipative finite difference schemes. Although this method was originally developed on uniform meshes, the use of non-uniform meshes is of importance for multi-dimensional problems. On the other hand, the theories of discrete differential forms have received much attention recently. These theories provide a discrete analogue of the vector calculus on general meshes. In this paper, we show that the discrete variational derivative method and the discrete differential forms by Bochev and Hyman can be combined. Applications to the Cahn-Hilliard equation and the Klein-Gordon equation on triangular meshes are provided as demonstrations. We also show that the schemes for these equations are H1-stable under some assumptions. In particular, one for the nonlinear Klein-Gordon equation is obtained by combination of the energy conservation property and the discrete Poincaré inequality, which are the temporal and spacial structures that are preserved by the above methods.
The Complex-Step-Finite-Difference method
Abreu, Rafael; Stich, Daniel; Morales, Jose
2015-07-01
We introduce the Complex-Step-Finite-Difference method (CSFDM) as a generalization of the well-known Finite-Difference method (FDM) for solving the acoustic and elastic wave equations. We have found a direct relationship between modelling the second-order wave equation by the FDM and the first-order wave equation by the CSFDM in 1-D, 2-D and 3-D acoustic media. We present the numerical methodology in order to apply the introduced CSFDM and show an example for wave propagation in simple homogeneous and heterogeneous models. The CSFDM may be implemented as an extension into pre-existing numerical techniques in order to obtain fourth- or sixth-order accurate results with compact three time-level stencils. We compare advantages of imposing various types of initial motion conditions of the CSFDM and demonstrate its higher-order accuracy under the same computational cost and dispersion-dissipation properties. The introduced method can be naturally extended to solve different partial differential equations arising in other fields of science and engineering.
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
Directory of Open Access Journals (Sweden)
Shelly McGee
2009-04-01
Full Text Available Understanding chemical transport in blood flow involves coupling the chemical transport process with flow equations describing the blood and plasma in the membrane wall. In this work, we consider a coupled two-dimensional model with transient Navier-Stokes equation to model the blood flow in the vessel and Darcy's flow to model the plasma flow through the vessel wall. The advection-diffusion equation is coupled with the velocities from the flows in the vessel and wall, respectively to model the transport of the chemical. The coupled chemical transport equations are discretized by the finite difference method and the resulting system is solved using the additive Schwarz method. Development of the model and related analytical and numerical results are presented in this work.
Moteki, Nobuhiro
2016-07-01
An accurate and efficient simulation of light scattering by an atmospheric black carbon (BC)-containing aerosol-a fractal-like cluster of hundreds of carbon monomers that is internally mixed with other aerosol compounds such as sulfates, organics, and water-remains challenging owing to the enormous diversities of such aerosols' size, shape, and mixing state. Although the discrete dipole approximation (DDA) is theoretically an exact numerical method that is applicable to arbitrary non-spherical inhomogeneous targets, in practice, it suffers from severe granularity-induced error and degradation of computational efficiency for such extremely complex targets. To solve this drawback, we propose herein a hybrid DDA method designed for arbitrary BC-containing aerosols: the monomer-dipole assumption is applied to a cluster of carbon monomers, whereas the efficient cubic-lattice discretization is applied to the remaining particle volume consisting of other materials. The hybrid DDA is free from the error induced by the surface granularity of carbon monomers that occurs in conventional cubic-lattice DDA. In the hybrid DDA, we successfully mitigate the artifact of neglecting the higher-order multipoles in the monomer-dipole assumption by incorporating the magnetic dipole in addition to the electric dipole into our DDA formulations. Our numerical experiments show that the hybrid DDA method is an efficient light-scattering solver for BC-containing aerosols in arbitrary mixing states. The hybrid DDA could be also useful for a cluster of metallic nanospheres associated with other dielectric materials.
Efficient architectures for two-dimensional discrete wavelet transform using lifting scheme.
Xiong, Chengyi; Tian, Jinwen; Liu, Jian
2007-03-01
Novel architectures for 1-D and 2-D discrete wavelet transform (DWT) by using lifting schemes are presented in this paper. An embedded decimation technique is exploited to optimize the architecture for 1-D DWT, which is designed to receive an input and generate an output with the low- and high-frequency components of original data being available alternately. Based on this 1-D DWT architecture, an efficient line-based architecture for 2-D DWT is further proposed by employing parallel and pipeline techniques, which is mainly composed of two horizontal filter modules and one vertical filter module, working in parallel and pipeline fashion with 100% hardware utilization. This 2-D architecture is called fast architecture (FA) that can perform J levels of decomposition for N * N image in approximately 2N2(1 - 4(-J))/3 internal clock cycles. Moreover, another efficient generic line-based 2-D architecture is proposed by exploiting the parallelism among four subband transforms in lifting-based 2-D DWT, which can perform J levels of decomposition for N * N image in approximately N2(1 - 4(-J))/3 internal clock cycles; hence, it is called high-speed architecture. The throughput rate of the latter is increased by two times when comparing with the former 2-D architecture, but only less additional hardware cost is added. Compared with the works reported in previous literature, the proposed architectures for 2-D DWT are efficient alternatives in tradeoff among hardware cost, throughput rate, output latency and control complexity, etc. PMID:17357722
International Nuclear Information System (INIS)
We describe a number of alternative iterative schemes to sweep the spatial grid in order to numerically solve one-speed X,Y-geometry neutron transport problems in the discrete ordinates (SN) formulation. We perform numerical experiments with the one-node block inversion iterative schemes to solve the discretized equations on the linear nodal method and we illustrate the computational performance of each iterative scheme for typical steady-state model problems. (author)
International Nuclear Information System (INIS)
The sub-library of discrete level schemes and gamma radiation branching ratios (DLS) is translated from the evaluated nuclear structure data file (ENSDF). The data are further checked and corrected. In consideration of the demands for different kinds of research fields most of the evaluated experimental levels and their gamma rays in the ENSDF are kept in DLS data file. the management-retrieval code can provide two retrieving ways. One is a retrieval for a single nucleus (SN), and the other is one for a neutron reaction (NR). The latter contains four kinds of retrieving types corresponding four types of different fast neutron calculation codes. The code can cut off and select the required level and gamma rays from whole discrete level scheme according to user's demands
Institute of Scientific and Technical Information of China (English)
WANG Hong-yu; TIAN Zuo-hua; SHI Song-jiao; WENG Zheng-xin
2008-01-01
This paper proposes a robust fault detection and isolation (FDI) scheme for discrete time-delay system with disturbance. The FDI scheme can not only detect but also isolate the faults. The lifting method is exploited to transform the discrete time-delay system into the non-time-delay form. A generalized structured residual set is designed based on the unknown input observer (UIO). For each residual generator, one of the system input signals together with the corresponding actuator fault and the disturbance signals are treated as an unknown input term. The residual signals can not only be robust against the disturbance, but also be of the capacity to isolate the actuator faults. The proposed method has been verified by a numerical example.
Relative and Absolute Error Control in a Finite-Difference Method Solution of Poisson's Equation
Prentice, J. S. C.
2012-01-01
An algorithm for error control (absolute and relative) in the five-point finite-difference method applied to Poisson's equation is described. The algorithm is based on discretization of the domain of the problem by means of three rectilinear grids, each of different resolution. We discuss some hardware limitations associated with the algorithm,…
Abstract Level Parallelization of Finite Difference Methods
Directory of Open Access Journals (Sweden)
Edwin Vollebregt
1997-01-01
Full Text Available A formalism is proposed for describing finite difference calculations in an abstract way. The formalism consists of index sets and stencils, for characterizing the structure of sets of data items and interactions between data items (“neighbouring relations”. The formalism provides a means for lifting programming to a more abstract level. This simplifies the tasks of performance analysis and verification of correctness, and opens the way for automaticcode generation. The notation is particularly useful in parallelization, for the systematic construction of parallel programs in a process/channel programming paradigm (e.g., message passing. This is important because message passing, unfortunately, still is the only approach that leads to acceptable performance for many more unstructured or irregular problems on parallel computers that have non-uniform memory access times. It will be shown that the use of index sets and stencils greatly simplifies the determination of which data must be exchanged between different computing processes.
International Nuclear Information System (INIS)
A novel approach is presented in this paper for improving anisotropic diffusion PDE models, based on the Perona–Malik equation. A solution is proposed from an engineering perspective to adaptively estimate the parameters of the regularizing function in this equation. The goal of such a new adaptive diffusion scheme is to better preserve edges when the anisotropic diffusion PDE models are applied to image enhancement tasks. The proposed adaptive parameter estimation in the anisotropic diffusion PDE model involves self-organizing maps and Bayesian inference to define edge probabilities accurately. The proposed modifications attempt to capture not only simple edges but also difficult textural edges and incorporate their probability in the anisotropic diffusion model. In the context of the application of PDE models to image processing such adaptive schemes are closely related to the discrete image representation problem and the investigation of more suitable discretization algorithms using constraints derived from image processing theory. The proposed adaptive anisotropic diffusion model illustrates these concepts when it is numerically approximated by various discretization schemes in a database of magnetic resonance images (MRI), where it is shown to be efficient in image filtering and restoration applications
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.
Digital Waveguides versus Finite Difference Structures: Equivalence and Mixed Modeling
Directory of Open Access Journals (Sweden)
Karjalainen Matti
2004-01-01
Full Text Available Digital waveguides and finite difference time domain schemes have been used in physical modeling of spatially distributed systems. Both of them are known to provide exact modeling of ideal one-dimensional (1D band-limited wave propagation, and both of them can be composed to approximate two-dimensional (2D and three-dimensional (3D mesh structures. Their equal capabilities in physical modeling have been shown for special cases and have been assumed to cover generalized cases as well. The ability to form mixed models by joining substructures of both classes through converter elements has been proposed recently. In this paper, we formulate a general digital signal processing (DSP-oriented framework where the functional equivalence of these two approaches is systematically elaborated and the conditions of building mixed models are studied. An example of mixed modeling of a 2D waveguide is presented.
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.
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
Saarelma, Jukka; Botts, Jonathan; Hamilton, Brian; Savioja, Lauri
2016-04-01
Finite-difference time-domain (FDTD) simulation has been a popular area of research in room acoustics due to its capability to simulate wave phenomena in a wide bandwidth directly in the time-domain. A downside of the method is that it introduces a direction and frequency dependent error to the simulated sound field due to the non-linear dispersion relation of the discrete system. In this study, the perceptual threshold of the dispersion error is measured in three-dimensional FDTD schemes as a function of simulation distance. Dispersion error is evaluated for three different explicit, non-staggered FDTD schemes using the numerical wavenumber in the direction of the worst-case error of each scheme. It is found that the thresholds for the different schemes do not vary significantly when the phase velocity error level is fixed. The thresholds are found to vary significantly between the different sound samples. The measured threshold for the audibility of dispersion error at the probability level of 82% correct discrimination for three-alternative forced choice is found to be 9.1 m of propagation in a free field, that leads to a maximum group delay error of 1.8 ms at 20 kHz with the chosen phase velocity error level of 2%. PMID:27106330
SIMULATION OF POLLUTANTS IN RIVER SYSTEMS USING FINITE DIFFERENCE METHOD
Institute of Scientific and Technical Information of China (English)
ZAHEER Iqbal; CUI Guang Bai
2002-01-01
This paper using finite difference scheme for the numerical solution of advection-dispersion equation develops a one-dimensional water quality model. The model algorithm has some modification over other steady state models including QUAL2E, which have been used steady state implementation of implicit backward-difference numerical scheme. The computer program in the developed model contains a special unsteady state implementation of four point implicit upwind numerical schemes using double sweep method. The superiority of this method in the modeling procedure results the simulation efficacy under simplified conditions of effluent discharge from point and non-point sources. The model is helpful for eye view assessment of degree of interaction between model variables for strategic planning purposes. The model has been applied for the water quality simulation of the Hanjiang River basin using flow computation model. Model simulation results have shown the pollutants prediction, dispersion and impact on the existing water quality.Model test shows the model validity comparing with other sophisticated models. Sensitivity analysis was performed to overview the most sensitive parameters followed by calibration and verification process.
Finite difference analysis of the transient temperature profile within GHARR-1 fuel element
International Nuclear Information System (INIS)
Highlights: • Transient heat conduction for GHARR-1 fuel was developed and simulated by MATLAB. • The temperature profile after shutdown showed parabolic decay pattern. • The recorded temperature of about 411.6 K was below the melting point of the clad. • The fuel is stable and no radioactivity will be released into the coolant. - Abstract: Mathematical model of the transient heat distribution within Ghana Research Reactor-1 (GHARR-1) fuel element and related shutdown heat generation rates have been developed. The shutdown heats considered were residual fission and fission product decay heat. A finite difference scheme for the discretization by implicit method was used. Solution algorithms were developed and MATLAB program implemented to determine the temperature distributions within the fuel element after shutdown due to reactivity insertion accident. The simulations showed a steady state temperature of about 341.3 K which deviated from that reported in the GHARR-1 safety analysis report by 2% error margin. The average temperature obtained under transient condition was found to be approximately 444 K which was lower than the melting point of 913 K for the aluminium cladding. Thus, the GHARR-1 fuel element was stable and there would be no release of radioactivity in the coolant during accident conditions
ON FINITE DIFFERENCES ON A STRING PROBLEM
Directory of Open Access Journals (Sweden)
J. M. Mango
2014-01-01
Full Text Available This study presents an analysis of a one-Dimensional (1D time dependent wave equation from a vibrating guitar string. We consider the transverse displacement of a plucked guitar string and the subsequent vibration motion. Guitars are known for production of great sound in form of music. An ordinary string stretched between two points and then plucked does not produce quality sound like a guitar string. A guitar string produces loud and unique sound which can be organized by the player to produce music. Where is the origin of guitar sound? Can the contribution of each part of the guitar to quality sound be accounted for, by mathematically obtaining the numerical solution to wave equation describing the vibration of the guitar string? In the present sturdy, we have solved the wave equation for a vibrating string using the finite different method and analyzed the wave forms for different values of the string variables. The results show that the amplitude (pitch or quality of the guitar wave (sound vary greatly with tension in the string, length of the string, linear density of the string and also on the material of the sound board. The approximate solution is representative; if the step width; ∂x and ∂t are small, that is <0.5.
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.
High-order Finite Difference Solution of Euler Equations for Nonlinear Water Waves
DEFF Research Database (Denmark)
Christiansen, Torben Robert Bilgrav; Bingham, Harry B.; Engsig-Karup, Allan Peter
2012-01-01
with a two-dimensional implementation of the model are compared with highly accurate stream function solutions to the nonlinear wave problem, which show the approximately expected convergence rates and a clear advantage of using high-order finite difference schemes in combination with the Euler equations....
New developments for increased performance of the SBP-SAT finite difference technique
Nordström, Jan; Eliasson, Peter
2015-01-01
In this article, recent developments for increased performance of the high order and stable SBP-SAT finite difference technique is described. In particularwe discuss the use ofweak boundary conditions and dual consistent formulations.The use ofweak boundary conditions focus on increased convergence to steady state, and hence efficiency. Dual consistent schemes produces superconvergent functionals and increases accuracy.
High Order Finite Difference Methods, Multidimensional Linear Problems and Curvilinear Coordinates
Nordstrom, Jan; Carpenter, Mark H.
1999-01-01
Boundary and interface conditions are derived for high order finite difference methods applied to multidimensional linear problems in curvilinear coordinates. The boundary and interface conditions lead to conservative schemes and strict and strong stability provided that certain metric conditions are met.
High-order finite difference solution for 3D nonlinear wave-structure interaction
DEFF Research Database (Denmark)
Ducrozet, Guillaume; Bingham, Harry B.; Engsig-Karup, Allan Peter;
2010-01-01
This contribution presents our recent progress on developing an efficient fully-nonlinear potential flow model for simulating 3D wave-wave and wave-structure interaction over arbitrary depths (i.e. in coastal and offshore environment). The model is based on a high-order finite difference scheme...
Czech Academy of Sciences Publication Activity Database
Komenda, Jan; Masopust, Tomáš; van Schuppen, J. H.
Berlin: The International Federation of Automatic Control, 2010 - (Raisch, J.; Giua, A.; Lafortune, S.; Moor, T.), s. 436-441 ISBN 978-3-902661-79-1. [10th International Workshop on Discrete Event Systems. Berlin (DE), 29.08.2010-01.09.2010] Grant ostatní: EU Projekt(XE) EU. ICT .DISC 224498 Institutional research plan: CEZ:AV0Z10190503 Keywords : discrete-event systems * modular supervisory control * coordinator * conditional controllability Subject RIV: BA - General Mathematics http://www.ifac-papersonline.net/Detailed/42964.html
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. .
Operto, S.; VIRIEUX, J; Ribodetti, Alessandra; Anderson, J E
2009-01-01
A 2D finite-difference, frequency-domain method was developed for modeling viscoacoustic seismic waves in transversely isotropic media with a tilted symmetry axis. The medium is parameterized by the P-wave velocity on the symmetry axis, the density, the attenuation factor, Thomsen's anisotropic parameters delta and epsilon, and the tilt angle. The finite-difference discretization relies on a parsimonious mixed-grid approach that designs accurate yet spatially compact stencils. The system of l...
Directory of Open Access Journals (Sweden)
Sergei Turovets
2014-01-01
Full Text Available The Electrical Impedance Tomography (EIT and electroencephalography (EEG forward problems in anisotropic inhomogeneous media like the human head belongs to the class of the three-dimensional boundary value problems for elliptic equations with mixed derivatives. We introduce and explore the performance of several new promising numerical techniques, which seem to be more suitable for solving these problems. The proposed numerical schemes combine the fictitious domain approach together with the finite-difference method and the optimally preconditioned Conjugate Gradient- (CG- type iterative method for treatment of the discrete model. The numerical scheme includes the standard operations of summation and multiplication of sparse matrices and vector, as well as FFT, making it easy to implement and eligible for the effective parallel implementation. Some typical use cases for the EIT/EEG problems are considered demonstrating high efficiency of the proposed numerical technique.
Turovets, Sergei; Volkov, Vasily; Zherdetsky, Aleksej; Prakonina, Alena; Malony, Allen D
2014-01-01
The Electrical Impedance Tomography (EIT) and electroencephalography (EEG) forward problems in anisotropic inhomogeneous media like the human head belongs to the class of the three-dimensional boundary value problems for elliptic equations with mixed derivatives. We introduce and explore the performance of several new promising numerical techniques, which seem to be more suitable for solving these problems. The proposed numerical schemes combine the fictitious domain approach together with the finite-difference method and the optimally preconditioned Conjugate Gradient- (CG-) type iterative method for treatment of the discrete model. The numerical scheme includes the standard operations of summation and multiplication of sparse matrices and vector, as well as FFT, making it easy to implement and eligible for the effective parallel implementation. Some typical use cases for the EIT/EEG problems are considered demonstrating high efficiency of the proposed numerical technique. PMID:24527060
Yassin, Ali A.
2014-01-01
Now, the security of digital images is considered more and more essential and fingerprint plays the main role in the world of image. Furthermore, fingerprint recognition is a scheme of biometric verification that applies pattern recognition techniques depending on image of fingerprint individually. In the cloud environment, an adversary has the ability to intercept information and must be secured from eavesdroppers. Unluckily, encryption and decryption functions are slow and they are often hard. Fingerprint techniques required extra hardware and software; it is masqueraded by artificial gummy fingers (spoof attacks). Additionally, when a large number of users are being verified at the same time, the mechanism will become slow. In this paper, we employed each of the partial encryptions of user's fingerprint and discrete wavelet transform to obtain a new scheme of fingerprint verification. Moreover, our proposed scheme can overcome those problems; it does not require cost, reduces the computational supplies for huge volumes of fingerprint images, and resists well-known attacks. In addition, experimental results illustrate that our proposed scheme has a good performance of user's fingerprint verification. PMID:27355051
An assessment of semi-discrete central schemes for hyperbolic conservation laws
International Nuclear Information System (INIS)
High-resolution finite volume methods for solving systems of conservation laws have been widely embraced in research areas ranging from astrophysics to geophysics and aero-thermodynamics. These methods are typically at least second-order accurate in space and time, deliver non-oscillatory solutions in the presence of near discontinuities, e.g., shocks, and introduce minimal dispersive and diffusive effects. High-resolution methods promise to provide greatly enhanced solution methods for Sandia's mainstream shock hydrodynamics and compressible flow applications, and they admit the possibility of a generalized framework for treating multi-physics problems such as the coupled hydrodynamics, electro-magnetics and radiative transport found in Z pinch physics. In this work, we describe initial efforts to develop a generalized 'black-box' conservation law framework based on modern high-resolution methods and implemented in an object-oriented software framework. The framework is based on the solution of systems of general non-linear hyperbolic conservation laws using Godunov-type central schemes. In our initial efforts, we have focused on central or central-upwind schemes that can be implemented with only a knowledge of the physical flux function and the minimal/maximal eigenvalues of the Jacobian of the flux functions, i.e., they do not rely on extensive Riemann decompositions. Initial experimentation with high-resolution central schemes suggests that contact discontinuities with the concomitant linearly degenerate eigenvalues of the flux Jacobian do not pose algorithmic difficulties. However, central schemes can produce significant smearing of contact discontinuities and excessive dissipation for rotational flows. Comparisons between 'black-box' central schemes and the piecewise parabolic method (PPM), which relies heavily on a Riemann decomposition, shows that roughly equivalent accuracy can be achieved for the same computational cost with both methods. However, PPM
Discrete level schemes and their gamma radiation branching ratios (CENPL-DLS): Pt.2
International Nuclear Information System (INIS)
The DLS data files contains the data and information of nuclear discrete levels and gamma rays. At present, it has 79461 levels and 93177 gamma rays for 1908 nuclides. The DLS sub-library has been set up at the CNDC, and widely used for nuclear model calculation and other field. the DLS management retrieval code DLS is introduced and an example is given for 56Fe. (1 tab.)
Matthews, Charles
2013-01-01
Molecular dynamics (MD) computations aim to simulate materials at the atomic level by approximating molecular interactions classically, relying on the Born-Oppenheimer approximation and semi-empirical potential energy functions as an alternative to solving the difficult time-dependent Schrodinger equation. An approximate solution is obtained by discretization in time, with an appropriate algorithm used to advance the state of the system between successive timesteps. Modern MD s...
An Implementable Scheme for Universal Lossy Compression of Discrete Markov Sources
Jalali, Shirin; Montanari, Andrea; Weissman, Tsachy
2009-01-01
We present a new lossy compressor for discrete sources. For coding a source sequence $x^n$, the encoder starts by assigning a certain cost to each reconstruction sequence. It then finds the reconstruction that minimizes this cost and describes it losslessly to the decoder via a universal lossless compressor. The cost of a sequence is given by a linear combination of its empirical probabilities of some order $k+1$ and its distortion relative to the source sequence. The linear structure of the ...
Finite difference time domain analysis of chirped dielectric gratings
Hochmuth, Diane H.; Johnson, Eric G.
1993-01-01
The finite difference time domain (FDTD) method for solving Maxwell's time-dependent curl equations is accurate, computationally efficient, and straight-forward to implement. Since both time and space derivatives are employed, the propagation of an electromagnetic wave can be treated as an initial-value problem. Second-order central-difference approximations are applied to the space and time derivatives of the electric and magnetic fields providing a discretization of the fields in a volume of space, for a period of time. The solution to this system of equations is stepped through time, thus, simulating the propagation of the incident wave. If the simulation is continued until a steady-state is reached, an appropriate far-field transformation can be applied to the time-domain scattered fields to obtain reflected and transmitted powers. From this information diffraction efficiencies can also be determined. In analyzing the chirped structure, a mesh is applied only to the area immediately around the grating. The size of the mesh is then proportional to the electric size of the grating. Doing this, however, imposes an artificial boundary around the area of interest. An absorbing boundary condition must be applied along the artificial boundary so that the outgoing waves are absorbed as if the boundary were absent. Many such boundary conditions have been developed that give near-perfect absorption. In this analysis, the Mur absorbing boundary conditions are employed. Several grating structures were analyzed using the FDTD method.
An Image Hiding Scheme Using 3D Sawtooth Map and Discrete Wavelet Transform
Ruisong Ye; Wenping Yu
2012-01-01
An image encryption scheme based on the 3D sawtooth map is proposed in this paper. The 3D sawtooth map is utilized to generate chaotic orbits to permute the pixel positions and to generate pseudo-random gray value sequences to change the pixel gray values. The image encryption scheme is then applied to encrypt the secret image which will be imbedded in one host image. The encrypted secret image and the host image are transformed by the wavelet transform and then are merged in the frequency d...
Approximate Lie Group Analysis of Finite-difference Equations
Latypov, Azat M.
1995-01-01
Approximate group analysis technique, that is, the technique combining the methodology of group analysis and theory of small perturbations, is applied to finite-difference equations approximating ordinary differential equations. Finite-difference equations are viewed as a system of algebraic equations with a small parameter, introduced through the definitions of finite-difference derivatives. It is shown that application of the approximate invariance criterion to this algebraic system results...
Elements of Polya-Schur theory in finite difference setting
Brändén, P.; Krasikov, I.; Shapiro, B.
2012-01-01
In this note we attempt to develop an analog of P\\'olya-Schur theory describing the class of univariate hyperbolicity preservers in the setting of linear finite difference operators. We study the class of linear finite difference operators preserving the set of real-rooted polynomials whose mesh (i.e. the minimal distance between the roots) is at least one. In particular, finite difference versions of the classical Hermite-Poulain theorem and generalized Laguerre inequalities are obtained.
Reitman, L.; Wolfshtein, M.; Adler, D.
1982-11-01
A finite difference method is developed for solving the non-viscous formulation of a three-dimensional compressible flow problem for turbomachinery impellers. The numerical results and the time efficiency of this method are compared to that provided by a finite element method for this problem. The finite difference method utilizes a numerical, curvilinear, and non-orthogonal coordinate transformation and the ADI scheme. The finite difference method is utilized to solve a test problem of a centrifugal compressor impeller. It is shown that the finite difference method produces results in good agreement with the experimentally determined flow fields and is as accurate as the finite element technique. However, the finite difference method only requires about half the time in order to obtain the solution for this problem as that required by the finite element method.
Discrete Filters for Large Eddy Simulation of Forced Compressible MHD Turbulence
Chernyshov, Alexander A.; Karelsky, Kirill. V.; Petrosyan, Arakel. S.
2013-01-01
In present study, we discuss results of applicability of discrete filters for large eddy simulation (LES) method of forced compressible magnetohydrodynamic (MHD) turbulent flows with the scale-similarity model. Influences and effects of discrete filter shapes on the scale-similarity model are examined in physical space using a finite-difference numerical schemes. We restrict ourselves to the Gaussian filter and the top-hat filter. Representations of this subgrid-scale model which correspond t...
A finite difference, multipoint flux numerical approach to flow in porous media: Numerical examples
Osman, Hossam
2012-06-17
It is clear that none of the current available numerical schemes which may be adopted to solve transport phenomena in porous media fulfill all the required robustness conditions. That is while the finite difference methods are the simplest of all, they face several difficulties in complex geometries and anisotropic media. On the other hand, while finite element methods are well suited to complex geometries and can deal with anisotropic media, they are more involved in coding and usually require more execution time. Therefore, in this work we try to combine some features of the finite element technique, namely its ability to work with anisotropic media with the finite difference approach. We reduce the multipoint flux, mixed finite element technique through some quadrature rules to an equivalent cell-centered finite difference approximation. We show examples on using this technique to single-phase flow in anisotropic porous media.
On the Stability of the Finite Difference based Lattice Boltzmann Method
El-Amin, M.F.
2013-06-01
This paper is devoted to determining the stability conditions for the finite difference based lattice Boltzmann method (FDLBM). In the current scheme, the 9-bit two-dimensional (D2Q9) model is used and the collision term of the Bhatnagar- Gross-Krook (BGK) is treated implicitly. The implicitness of the numerical scheme is removed by introducing a new distribution function different from that being used. Therefore, a new explicit finite-difference lattice Boltzmann method is obtained. Stability analysis of the resulted explicit scheme is done using Fourier expansion. Then, stability conditions in terms of time and spatial steps, relaxation time and explicitly-implicitly parameter are determined by calculating the eigenvalues of the given difference system. The determined conditions give the ranges of the parameters that have stable solutions.
Optimal implicit 2-D finite differences to model wave propagation in poroelastic media
Itzá, Reymundo; Iturrarán-Viveros, Ursula; Parra, Jorge O.
2016-05-01
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 to model 2-D wave propagation in heterogeneous poroelastic media at a low-frequency range (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 finite-differences (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.
A spherical higher-order finite-difference time-domain algorithm with perfectly matched layer
International Nuclear Information System (INIS)
A higher-order finite-difference time-domain (HO-FDTD) in the spherical coordinate is presented in this paper. The stability and dispersion properties of the proposed scheme are investigated and an air-filled spherical resonator is modeled in order to demonstrate the advantage of this scheme over the finite-difference time-domain (FDTD) and the multiresolution time-domain (MRTD) schemes with respect to memory requirements and CPU time. Moreover, the Berenger's perfectly matched layer (PML) is derived for the spherical HO-FDTD grids, and the numerical results validate the efficiency of the PML. (electromagnetism, optics, acoustics, heat transfer, classical mechanics, and fluid dynamics)
Supervisory control synthesis of discrete-event systems using a coordination scheme
Czech Academy of Sciences Publication Activity Database
Komenda, Jan; Masopust, Tomáš; van Schuppen, J. H.
2012-01-01
Roč. 48, č. 2 (2012), s. 247-254. ISSN 0005-1098 R&D Projects: GA ČR(CZ) GAP103/11/0517; GA ČR GPP202/11/P028 Grant ostatní: European Commission(XE) EU.ICT.DISC 224498 Institutional research plan: CEZ:AV0Z10190503 Keywords : discrete-event systems * supervisory control * distributed control * closed-loop systems * controllability Subject RIV: BA - General Mathematics Impact factor: 2.919, year: 2012 http://www.sciencedirect.com/science/article/pii/S0005109811005395
On the modeling of the compressive behaviour of metal foams: a comparison of discretization schemes
Czech Academy of Sciences Publication Activity Database
Koudelka_ml., Petr; Zlámal, Petr; Kytýř, Daniel; Doktor, Tomáš; Fíla, Tomáš; Jiroušek, Ondřej
Kippen: Civil-Comp Press, 2013 - (Topping, B.; Iványi, P.). (Civil-Comp Proceedings. 102). ISBN 978-1-905088-57-7. ISSN 1759-3433. [International Conference on Civil, Structural and Environmental Engineering Computing /14./. Cagliari (IT), 03.09.2013-06.09.2013] R&D Projects: GA ČR(CZ) GAP105/12/0824 Institutional support: RVO:68378297 Keywords : aluminium foam * micromechanical properties * discretization * compressive behaviour * closed-cell geometry * microCT Subject RIV: JI - Composite Materials
A Scheme to Share Information via Employing Discrete Algorithm to Quantum States
International Nuclear Information System (INIS)
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 cipher text 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)
von Sydow, Lina
2013-10-01
The discontinuous Galerkin method for time integration of the Black-Scholes partial differential equation for option pricing problems is studied and compared with more standard time-integrators. In space an adaptive finite difference discretization is employed. The results show that the dG method are in most cases at least comparable to standard time-integrators and in some cases superior to them. Together with adaptive spatial grids the suggested pricing method shows great qualities.
An Efficient Compact Finite Difference Method for the Solution of the Gross-Pitaevskii Equation
Rongpei Zhang; Jia Liu; Guozhong Zhao
2015-01-01
We present an efficient, unconditionally stable, and accurate numerical method for the solution of the Gross-Pitaevskii equation. We begin with an introduction on the gradient flow with discrete normalization (GFDN) for computing stationary states of a nonconvex minimization problem. Then we present a new numerical method, CFDM-AIF method, which combines compact finite difference method (CFDM) in space and array-representation integration factor (AIF) method in time. The key features of our m...
Comparison Study on the Performances of Finite Volume Method and Finite Difference Method
Bo Yu(Brookhaven National Lab); Dongjie Wang; Xinyu Zhang; Wang Li; Renwei Liu
2013-01-01
Vorticity-stream function method and MAC algorithm are adopted to systemically compare the finite volume method (FVM) and finite difference method (FDM) in this paper. Two typical problems—lid-driven flow and natural convection flow in a square cavity—are taken as examples to compare and analyze the calculation performances of FVM and FDM with variant mesh densities, discrete forms, and treatments of boundary condition. It is indicated that FVM is superior to FDM from the pe...
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
Improving sub-grid scale accuracy of boundary features in regional finite-difference models
Panday, Sorab; Langevin, Christian D.
2012-01-01
As an alternative to grid refinement, the concept of a ghost node, which was developed for nested grid applications, has been extended towards improving sub-grid scale accuracy of flow to conduits, wells, rivers or other boundary features that interact with a finite-difference groundwater flow model. The formulation is presented for correcting the regular finite-difference groundwater flow equations for confined and unconfined cases, with or without Newton Raphson linearization of the nonlinearities, to include the Ghost Node Correction (GNC) for location displacement. The correction may be applied on the right-hand side vector for a symmetric finite-difference Picard implementation, or on the left-hand side matrix for an implicit but asymmetric implementation. The finite-difference matrix connectivity structure may be maintained for an implicit implementation by only selecting contributing nodes that are a part of the finite-difference connectivity. Proof of concept example problems are provided to demonstrate the improved accuracy that may be achieved through sub-grid scale corrections using the GNC schemes.
An Image Hiding Scheme Using 3D Sawtooth Map and Discrete Wavelet Transform
Directory of Open Access Journals (Sweden)
Ruisong Ye
2012-07-01
Full Text Available An image encryption scheme based on the 3D sawtooth map is proposed in this paper. The 3D sawtooth map is utilized to generate chaotic orbits to permute the pixel positions and to generate pseudo-random gray value sequences to change the pixel gray values. The image encryption scheme is then applied to encrypt the secret image which will be imbedded in one host image. The encrypted secret image and the host image are transformed by the wavelet transform and then are merged in the frequency domain. Experimental results show that the stego-image looks visually identical to the original host one and the secret image can be effectively extracted upon image processing attacks, which demonstrates strong robustness against a variety of attacks.
Pan, Xintian; Zhang, Luming
2016-01-01
In this article, we develop a high-order efficient numerical scheme to solve the initial-boundary problem of the MRLW equation. The method is based on a combination between the requirement to have a discrete counterpart of the conservation of the physical "energy" of the system and finite difference method. The scheme consists of a fourth-order compact finite difference approximation in space and a version of the leap-frog scheme in time. The unique solvability of numerical solutions is shown. A priori estimate and fourth-order convergence of the finite difference approximate solution are discussed by using discrete energy method and some techniques of matrix theory. Numerical results are given to show the validity and the accuracy of the proposed method. PMID:27217989
Indian Academy of Sciences (India)
Bilge Inan; Ahmet Refik Bahadir
2013-10-01
This paper describes two new techniques which give improved exponential finite difference solutions of Burgers’ equation. These techniques are called implicit exponential finite difference method and fully implicit exponential finite difference method for solving Burgers’ equation. As the Burgers’ equation is nonlinear, the scheme leads to a system of nonlinear equations. At each time-step, Newton’s method is used to solve this nonlinear system. The results are compared with exact values and it is clearly shown that results obtained using both the methods are precise and reliable.
Approximate solutions to neutral type finite difference equations
Pachpatte, Deepak B.
2012-01-01
In this article, we study the approximate solutions and the dependency of solutions on parameters to a neutral type finite difference equation, under a given initial condition. A fundamental finite difference inequality, with explicit estimate, is used to establish the results.
Investigation of Calculation Techniques of Finite Difference Method
Directory of Open Access Journals (Sweden)
Audrius Krukonis
2011-03-01
Full Text Available Finite difference method used for microstrip transmission line analysis is considered in this article. Paper mainly deals with iterative and bound matrix calculation techniques of finite difference method. Mathematical model for microstrip transmission line electrical potential calculations using both techniques is described. Results of characteristic impedance calculation using iterative and bound matrix techniques are presented and analyzed.Article in Lithuanian
Supervisory Control Synthesis of Discrete-Event Systems using Coordination Scheme
Komenda, Jan; van Schuppen, Jan H
2010-01-01
Supervisory control of discrete-event systems with a global safety specification and with only local supervisors is a difficult problem. For global specifications the equivalent conditions for local control synthesis to equal global control synthesis may not be met. This paper formulates and solves a control synthesis problem for a generator with a global specification and with a combination of a coordinator and local controllers. Conditional controllability is proven to be an equivalent condition for the existence of such a coordinated controller. A procedure to compute the least restrictive solution is also provided in this paper and conditions are stated under which the result of our procedure coincides with the supremal controllable sublanguage.
Memory cost of absorbing conditions for the finite-difference time-domain method.
Chobeau, Pierre; Savioja, Lauri
2016-07-01
Three absorbing layers are investigated using standard rectilinear finite-difference schemes. The perfectly matched layer (PML) is compared with basic lossy layers terminated by two types of absorbing boundary conditions, all simulated using equivalent memory consumption. Lossy layers present the advantage of being scalar schemes, whereas the PML relies on a staggered scheme where both velocity and pressure are split. Although the PML gives the lowest reflection magnitudes over all frequencies and incidence angles, the most efficient lossy layer gives reflection magnitudes of the same order as the PML from mid- to high-frequency and for restricted incidence angles. PMID:27475200
Liu, C.; Liu, Z.
1993-01-01
The fourth-order finite-difference scheme with fully implicit time-marching presently used to computationally study the spatial instability of planar Poiseuille flow incorporates a novel treatment for outflow boundary conditions that renders the buffer area as short as one wavelength. A semicoarsening multigrid method accelerates convergence for the implicit scheme at each time step; a line-distributive relaxation is developed as a robust fast solver that is efficient for anisotropic grids. Computational cost is no greater than that of explicit schemes, and excellent agreement with linear theory is obtained.
Discrete Mechanics and Optimal Control: an Analysis
Ober-Bloebaum, S; Marsden, J E
2008-01-01
The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion sequences in robotics and biomechanics. In most cases, some sort of discretization of the original, infinite-dimensional optimization problem has to be performed in order to make the problem amenable to computations. The approach proposed in this paper is to directly discretize the variational description of the system's motion. The resulting optimization algorithm lets the discrete solution directly inherit characteristic structural properties from the continuous one like symmetries and integrals of the motion. We show that the DMOC approach is equivalent to a finite difference discretization of Hamilton's equations by a symplectic partitioned Runge-Kutta scheme and employ this fact in order to give a proof of convergence. The numerical performance of DMOC and its relationsh...
A Fault Detection and Isolation Scheme Based on Parity Space Method for Discrete Time-delay System
Institute of Scientific and Technical Information of China (English)
WANG Hong-yu; TIAN Zuo-hua; SHI Song-jiao; WENG Zheng-xin
2008-01-01
A Fault detection and isolation (FDI) scheme for discrete time-delay system is proposed in this paper, which can not only detect but also isolate the faults. A time delay operator ▽ is introduced to resolve the problem brought by the time-delay system. The design and computation for the FDI system is carried by computer math tool Maple, which can easily deal with the symbolic computation. Residuals in the form of parity space can be deduced from the recursion of the system equations. Further mote, a generalized residual set is created using the freedom of the parity space redundancy. Thus, both fault detection and fault isolation have been accomplished. The proposed method has been verified by a numerical example.
International Nuclear Information System (INIS)
This paper proposes a Model Predictive Control (MPC) strategy to address regulation problems for constrained polytopic Linear Parameter Varying (LPV) systems subject to input and state constraints in which both plant measurements and command signals in the loop are sent through communication channels subject to time-varying delays (Networked Control System (NCS)). The results here proposed represent a significant extension to the LPV framework of a recent Receding Horizon Control (RHC) scheme developed for the so-called robust case. By exploiting the parameter availability, the pre-computed sequences of one- step controllable sets inner approximations are less conservative than the robust counterpart. The resulting framework guarantees asymptotic stability and constraints fulfilment regardless of plant uncertainties and time-delay occurrences. Finally, experimental results on a laboratory two-tank test-bed show the effectiveness of the proposed approach
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.
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.
Optimal variable-grid finite-difference modeling for porous media
International Nuclear Information System (INIS)
Numerical modeling of poroelastic waves by the finite-difference (FD) method is more expensive than that of acoustic or elastic waves. To improve the accuracy and computational efficiency of seismic modeling, variable-grid FD methods have been developed. In this paper, we derived optimal staggered-grid finite difference schemes with variable grid-spacing and time-step for seismic modeling in porous media. FD operators with small grid-spacing and time-step are adopted for low-velocity or small-scale geological bodies, while FD operators with big grid-spacing and time-step are adopted for high-velocity or large-scale regions. The dispersion relations of FD schemes were derived based on the plane wave theory, then the FD coefficients were obtained using the Taylor expansion. Dispersion analysis and modeling results demonstrated that the proposed method has higher accuracy with lower computational cost for poroelastic wave simulation in heterogeneous reservoirs. (paper)
International Nuclear Information System (INIS)
This report presents comparisons of results of five implicit and explicit finite difference recession computation techniques with results from a more accurate ''benchmark'' solution applied to a simple one-dimensional nonlinear ablation problem. In the comparison problem a semi-infinite solid is subjected to a constant heat flux at its surface and the rate of recession is controlled by the solid material's latent heat of fusion. All thermal properties are assumed constant. The five finite difference methods include three front node dropping schemes, a back node dropping scheme, and a method in which the ablation problem is embedded in an inverse heat conduction problem and no nodes are dropped. Constancy of thermal properties and the semiinfinite and one-dimensional nature of the problem at hand are not necessary assumptions in applying the methods studied to more general problems. The best of the methods studied will be incorporated into APL's Standard Heat Transfer Program
Vincenti, H.; Vay, J.-L.
2016-03-01
Very high order or pseudo-spectral Maxwell solvers are the method of choice to reduce discretization effects (e.g. numerical dispersion) that are inherent to low order Finite-Difference Time-Domain (FDTD) schemes. However, due to their large stencils, these solvers are often subject to truncation errors in many electromagnetic simulations. These truncation errors come from non-physical modifications of Maxwell's equations in space that may generate spurious signals affecting the overall accuracy of the simulation results. Such modifications for instance occur when Perfectly Matched Layers (PMLs) are used at simulation domain boundaries to simulate open media. Another example is the use of arbitrary order Maxwell solver with domain decomposition technique that may under some condition involve stencil truncations at subdomain boundaries, resulting in small spurious errors that do eventually build up. In each case, a careful evaluation of the characteristics and magnitude of the errors resulting from these approximations, and their impact at any frequency and angle, requires detailed analytical and numerical studies. To this end, we present a general analytical approach that enables the evaluation of numerical errors of fully three-dimensional arbitrary order finite-difference Maxwell solver, with arbitrary modification of the local stencil in the simulation domain. The analytical model is validated against simulations of domain decomposition technique and PMLs, when these are used with very high-order Maxwell solver, as well as in the infinite order limit of pseudo-spectral solvers. Results confirm that the new analytical approach enables exact predictions in each case. It also confirms that the domain decomposition technique can be used with very high-order Maxwell solvers and a reasonably low number of guard cells with negligible effects on the whole accuracy of the simulation.
Solution of the Fractional Black-Scholes Option Pricing Model by Finite Difference Method
Lina Song; Weiguo Wang
2013-01-01
This work deals with the put option pricing problems based on the time-fractional Black-Scholes equation, where the fractional derivative is a so-called modified Riemann-Liouville fractional derivative. With the aid of symbolic calculation software, European and American put option pricing models that combine the time-fractional Black-Scholes equation with the conditions satisfied by the standard put options are numerically solved using the implicit scheme of the finite difference method.
Finite-difference model for 3-D flow in bays and estuaries
Smith, Peter E.; Larock, Bruce E.
1993-01-01
This paper describes a semi-implicit finite-difference model for the numerical solution of three-dimensional flow in bays and estuaries. The model treats the gravity wave and vertical diffusion terms in the governing equations implicitly, and other terms explicitly. The model achieves essentially second-order accurate and stable solutions in strongly nonlinear problems by using a three-time-level leapfrog-trapezoidal scheme for the time integration.
Institute of Scientific and Technical Information of China (English)
袁益让
1999-01-01
For compressible two-phase displacement problem, a kind of characteristic finite difference fractional steps schemes is put forward and thick and thin grids are used to form a complete set. Some techniques, such as piecewise biquadratic interpolation, of calculus of variations, multiplicative commutation rule of difference operators, decomposition of high order difference operators and prior estimates are adopted. Optimal order estimates in L~2 norm are derived to determine the error in the approximate solution.
Implicit Yee-Mesh-Based Finite-Difference Full-Vectorial Beam-Propagation Method
Yamauchi, Junji; Mugita, Takanori; Nakano, Hisamatsu
2005-01-01
A novel Yee-mesh-based finite-difference fullvectorialbeam-propagation method is proposed with the aid of animplicit scheme. The efficient algorithm is developed by splittingthe propagation axis into two steps. The eigenmode analysisof a rib waveguide is performed using the imaginary-distanceprocedure. The results show that the present method offers reductionin computational time and memory, while maintainingthe same accuracy as the conventional explicit Yee-mesh-basedimaginary-distance beam-...
International Nuclear Information System (INIS)
Highlights: • Using high-resolution spatial scheme in solving two-phase flow problems. • Fully implicit time integrations scheme. • Jacobian-free Newton–Krylov method. • Analytical solution for two-phase water faucet problem. - Abstract: The majority of the existing reactor system analysis codes were developed using low-order numerical schemes in both space and time. In many nuclear thermal–hydraulics applications, it is desirable to use higher-order numerical schemes to reduce numerical errors. High-resolution spatial discretization schemes provide high order spatial accuracy in smooth regions and capture sharp spatial discontinuity without nonphysical spatial oscillations. In this work, we adapted an existing high-resolution spatial discretization scheme on staggered grids in two-phase flow applications. Fully implicit time integration schemes were also implemented to reduce numerical errors from operator-splitting types of time integration schemes. The resulting nonlinear system has been successfully solved using the Jacobian-free Newton–Krylov (JFNK) method. The high-resolution spatial discretization and high-order fully implicit time integration numerical schemes were tested and numerically verified for several two-phase test problems, including a two-phase advection problem, a two-phase advection with phase appearance/disappearance problem, and the water faucet problem. Numerical results clearly demonstrated the advantages of using such high-resolution spatial and high-order temporal numerical schemes to significantly reduce numerical diffusion and therefore improve accuracy. Our study also demonstrated that the JFNK method is stable and robust in solving two-phase flow problems, even when phase appearance/disappearance exists
A k-Dimensional System of Fractional Finite Difference Equations
Dumitru Baleanu; Shahram Rezapour; Saeid Salehi
2014-01-01
We investigate the existence of solutions for a $k$ -dimensional system of fractional finite difference equations by using the Kranoselskii’s fixed point theorem. We present an example in order to illustrate our results.
Hidden $sl_2$-algebra of finite-difference equations
Smirnov, Yuri; Turbiner, Alexander
1995-01-01
The connection between polynomial solutions of finite-difference equations and finite-dimensional representations of the $sl_2$-algebra is established (the talk given at the Wigner Symposium, Guadalajara, Mexico, August 1995, to be published in the Proceedings)
Techniques for correcting approximate finite difference solutions. [considering transonic flow
Nixon, D.
1978-01-01
A method of correcting finite-difference solutions for the effect of truncation error or the use of an approximate basic equation is presented. Applications to transonic flow problems are described and examples are given.
Optimization of plate thickness using finite different method
International Nuclear Information System (INIS)
A finite difference numerical method of solving biharmonic equation is presented. The biharmonic equation and plate theory are used to solve a classical engineering problem involving the optimisation of plate thickness to minimise deformations and stresses in the plate. Matlab routines were developed to solve the resulting finite difference equations. The results from the finite difference method were compared with results obtained using ANSYS finite element formulation. Using the finite difference method, a plate thickness of 277 mm was obtained with a mesh size of 3 m and a plate thickness of 271 mm was obtained with a mesh size of 1 m., whiles using ANSYS finite element formulation, a plate thickness of 270 mm was obtained. The significance of these results is that, by using off-the-shelf general application tool and without resorting to expensive dedicated application tool, simple engineering problems could be solved. (au)
Jang, Jihyeon; Hong, Song-You
2016-04-01
The spectral method is generally assumed to provide better numerical accuracy than the finite difference method. However, the majority of regional models use finite discretization methods due to the difficulty of specifying time-dependent lateral boundary conditions in spectral models. This study evaluates the behavior of nonhydrostatic dynamics with a spectral discretization. To this end, Juang's nonhydrostatic dynamical core for the National Centers for Environmental Prediction (NCEP) regional spectral model has been implemented into the Regional Model Program (RMP) of the Global/Regional Integrated Model system (GRIMs). The behavior of the nonhydrostatic RMP is validated, and compared with that of the hydrostatic core in 2-D idealized experiments: the mountain wave, rising thermal bubble, and density current experiments. The nonhydrostatic effect in the RMP is further validated in comparison with the results from the Weather Research and Forecasting (WRF) model, which uses a finite difference method. The analyses of the experimental results from the RMP generally follow the characteristics found in previous studies without any discernible difference. For example, in both the RMP and the WRF model, the eastward-tilted propagation of mountain waves is very similar in the nonhydrostatic core experiments. Both nonhydrostatic models also efficiently reproduce the motion and deformation of the warm and cold bubbles, but the RMP results contain more small-scale noise. In a 1-km real-case simulation testbed, the lee waves that originate over the eastern flank of the Korean peninsula travel further eastward in the WRF model than in the RMP. It is found that differences of small-scale wave characteristics between the RMP and WRF model are mainly from the numerical techniques used, such as the accuracy of the advection scheme and the magnitude of the numerical diffusion, rather than from discrepancies in the spatial discretization.
International Nuclear Information System (INIS)
A general adjoint Monte Carlo-forward discrete ordinates radiation transport calculational scheme has been created to study the effects of the radiation environment in Hiroshima and Nagasaki due to the bombing of these two cities. Various such studies for comparison with physical data have progressed since the end of World War II with advancements in computing machinery and computational methods. These efforts have intensified in the last several years with the U.S.-Japan joint reassessment of nuclear weapons dosimetry in Hiroshima and Nagasaki. Three principal areas of investigation are: (1) to determine by experiment and calculation the neutron and gamma-ray energy and angular spectra and total yield of the two weapons; (2) using these weapons descriptions as source terms, to compute radiation effects at several locations in the two cities for comparison with experimental data collected at various times after the bombings and thus validate the source terms; and (3) to compute radiation fields at the known locations of fatalities and surviving individuals at the time of the bombings and thus establish an absolute cause-and-effect relationship between the radiation received and the resulting injuries to these individuals and any of their descendants as indicated by their medical records. It is in connection with the second and third items, the determination of the radiation effects and the dose received by individuals, that the current study is concerned
On the Definition of Surface Potentials for Finite-Difference Operators
Tsynkov, S. V.; Bushnell, Dennis M. (Technical Monitor)
2001-01-01
For a class of linear constant-coefficient finite-difference operators of the second order, we introduce the concepts similar to those of conventional single- and double-layer potentials for differential operators. The discrete potentials are defined completely independently of any notion related to the approximation of the continuous potentials on the grid. We rather use all approach based on differentiating, and then inverting the differentiation of a function with surface discontinuity of a particular kind, which is the most general way of introducing surface potentials in the theory of distributions. The resulting finite-difference "surface" potentials appear to be solutions of the corresponding continuous potentials. Primarily, this pertains to the possibility of representing a given solution to the homogeneous equation on the domain as a variety of surface potentials, with the density defined on the domain's boundary. At the same time the discrete surface potentials can be interpreted as one specific realization of the generalized potentials of Calderon's type, and consequently, their approximation properties can be studied independently in the framework of the difference potentials method by Ryaben'kii. The motivation for introducing and analyzing the discrete surface potentials was provided by the problems of active shielding and control of sound, in which the aforementioned source terms that drive the potentials are interpreted as the acoustic control sources that cancel out the unwanted noise on a predetermined region of interest.
Directory of Open Access Journals (Sweden)
A. Caserta
1998-06-01
Full Text Available This paper deals with the antiplane wave propagation in a 2D heterogeneous dissipative medium with complex layer interfaces and irregular topography. The initial boundary value problem which represents the viscoelastic dynamics driving 2D antiplane wave propagation is formulated. The discretization scheme is based on the finite-difference technique. Our approach presents some innovative features. First, the introduction of the forcing term into the equation of motion offers the advantage of an easier handling of different inputs such as general functions of spatial coordinates and time. Second, in the case of a straight-line source, the symmetry of the incident plane wave allows us to solve the problem of oblique incidence simply by rotating the 2D model. This artifice reduces the oblique incidence to the vertical one. Third, the conventional rheological model of the generalized Maxwell body has been extended to include the stress-free boundary condition. For this reason we solve explicitly the stress-free boundary condition, not following the most popular technique called vacuum formalism. Finally, our numerical code has been constructed to model the seismic response of complex geological structures: real geological interfaces are automatically digitized and easily introduced in the input model. Three numerical applications are discussed. To validate our numerical model, the first test compares the results of our code with others shown in the literature. The second application rotates the input model to simulate the oblique incidence. The third one deals with a real high-complexity 2D geological structure.
Runca, E.; Melli, P.; Sardei, F.
1981-01-01
A finite difference and a Galerkin type scheme are compared with reference to a very accurate solution describing time dependent advection and diffusion of air pollutants from a line source in an atmosphere vertically stratified and limited by an inversion layer. The accurate solution was achieved by applying the finite difference scheme on a very refined grid with a very small time step. Grid size and time step were defined according to stability and accuracy criteria discussed in the t...
Institute of Scientific and Technical Information of China (English)
罗志强; 陈志敏
2013-01-01
A three-dimensional (3D) predictor-corrector finite difference method for standing wave is developed. It is applied to solve the 3D nonlinear potential flow equa-tions with a free surface. The 3D irregular tank is mapped onto a fixed cubic tank through the proper coordinate transform schemes. The cubic tank is distributed by the staggered meshgrid, and the staggered meshgrid is used to denote the variables of the flow field. The predictor-corrector finite difference method is given to develop the difference equa-tions of the dynamic boundary equation and kinematic boundary equation. Experimental results show that, using the finite difference method of the predictor-corrector scheme, the numerical solutions agree well with the published results. The wave profiles of the standing wave with different amplitudes and wave lengths are studied. The numerical solutions are also analyzed and presented graphically.
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.
Stability and non-standard finite difference method of the generalized Chua's circuit
Radwan, Ahmed
2011-08-01
In this paper, we develop a framework to obtain approximate numerical solutions of the fractional-order Chua\\'s circuit with Memristor using a non-standard finite difference method. Chaotic response is obtained with fractional-order elements as well as integer-order elements. Stability analysis and the condition of oscillation for the integer-order system are discussed. In addition, the stability analyses for different fractional-order cases are investigated showing a great sensitivity to small order changes indicating the poles\\' locations inside the physical s-plane. The GrnwaldLetnikov method is used to approximate the fractional derivatives. Numerical results are presented graphically and reveal that the non-standard finite difference scheme is an effective and convenient method to solve fractional-order chaotic systems, and to validate their stability. © 2011 Elsevier Ltd. All rights reserved.
A mapped finite difference study of noise propagation in nonuniform ducts with mean flow
Raad, Peter E.; White, James W.
1987-01-01
The primary objective of this work is to study noise propagation in acoustically lined variable area ducts with mean fluid flow. The method of study is numerical in nature and involves a body-fitted grid mapping procedure in conjunction with a factored-implicit finite difference technique. The mean fluid flow model used is two-dimensional, inviscid, irrotational, incompressible, and nonheat conducting. Fully-coupled solutions of the linearized gasdynamic equations are obtained for both positive and negative Mach numbers as well as for hard and soft wall conditions. The factored-implicit finite difference technique used did give rise to short wavelength perturbations, but these were dampened by the introduction of higher order artificial dissipation terms into the scheme. Results compared favorably with available numerical and experimental data.
A semi-implicit finite difference model for three-dimensional tidal circulation,
Casulli, V.; Cheng, R.T.
1992-01-01
A semi-implicit finite difference formulation for the numerical solution of three-dimensional tidal circulation is presented. The governing equations are the three-dimensional Reynolds equations in which the pressure is assumed to be hydrostatic. A minimal degree of implicitness has been introduced in the finite difference formula so that in the absence of horizontal viscosity the resulting algorithm is unconditionally stable at a minimal computational cost. When only one vertical layer is specified this method reduces, as a particular case, to a semi-implicit scheme for the solutions of the corresponding two-dimensional shallow water equations. The resulting two- and three-dimensional algorithm is fast, accurate and mass conservative. This formulation includes the simulation of flooding and drying of tidal flats, and is fully vectorizable for an efficient implementation on modern vector computers.
Arbitrary Order Mixed Mimetic Finite Differences Method with Nodal Degrees of Freedom
Energy Technology Data Exchange (ETDEWEB)
Iaroshenko, Oleksandr [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Gyrya, Vitaliy [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Manzini, Gianmarco [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2016-09-01
In this work we consider a modification to an arbitrary order mixed mimetic finite difference method (MFD) for a diffusion equation on general polygonal meshes [1]. The modification is based on moving some degrees of freedom (DoF) for a flux variable from edges to vertices. We showed that for a non-degenerate element this transformation is locally equivalent, i.e. there is a one-to-one map between the new and the old DoF. Globally, on the other hand, this transformation leads to a reduction of the total number of degrees of freedom (by up to 40%) and additional continuity of the discrete flux.
Finite-Difference Frequency-Domain Method in Nanophotonics
DEFF Research Database (Denmark)
Ivinskaya, Aliaksandra
often indispensable. This thesis presents the development of rigorous finite-difference method, a very general tool to solve Maxwell’s equations in arbitrary geometries in three dimensions, with an emphasis on the frequency-domain formulation. Enhanced performance of the perfectly matched layers is...... obtained through free space squeezing technique, and nonuniform orthogonal grids are built to greatly improve the accuracy of simulations of highly heterogeneous nanostructures. Examples of the use of the finite-difference frequency-domain method in this thesis range from simulating localized modes in a...
Modeling anisotropic flow and heat transport by using mimetic finite differences
Chen, Tao; Clauser, Christoph; Marquart, Gabriele; Willbrand, Karen; Büsing, Henrik
2016-08-01
Modeling anisotropic flow in porous or fractured rock often assumes that the permeability tensor is diagonal, which means that its principle directions are always aligned with the coordinate axes. However, the permeability of a heterogeneous anisotropic medium usually is a full tensor. For overcoming this shortcoming, we use the mimetic finite difference method (mFD) for discretizing the flow equation in a hydrothermal reservoir simulation code, SHEMAT-Suite, which couples this equation with the heat transport equation. We verify SHEMAT-Suite-mFD against analytical solutions of pumping tests, using both diagonal and full permeability tensors. We compare results from three benchmarks for testing the capability of SHEMAT-Suite-mFD to handle anisotropic flow in porous and fractured media. The benchmarks include coupled flow and heat transport problems, three-dimensional problems and flow through a fractured porous medium with full equivalent permeability tensor. It shows firstly that the mimetic finite difference method can model anisotropic flow both in porous and in fractured media accurately and its results are better than those obtained by the multi-point flux approximation method in highly anisotropic models, secondly that the asymmetric permeability tensor can be included and leads to improved results compared the symmetric permeability tensor in the equivalent fracture models, and thirdly that the method can be easily implemented in existing finite volume or finite difference codes, which has been demonstrated successfully for SHEMAT-Suite.
Higher-order finite-difference formulation of periodic Orbital-free Density Functional Theory
Ghosh, Swarnava; Suryanarayana, Phanish
2016-02-01
We present a real-space formulation and higher-order finite-difference implementation of periodic Orbital-free Density Functional Theory (OF-DFT). Specifically, utilizing a local reformulation of the electrostatic and kernel terms, we develop a generalized framework for performing OF-DFT simulations with different variants of the electronic kinetic energy. In particular, we propose a self-consistent field (SCF) type fixed-point method for calculations involving linear-response kinetic energy functionals. In this framework, evaluation of both the electronic ground-state and forces on the nuclei are amenable to computations that scale linearly with the number of atoms. We develop a parallel implementation of this formulation using the finite-difference discretization. We demonstrate that higher-order finite-differences can achieve relatively large convergence rates with respect to mesh-size in both the energies and forces. Additionally, we establish that the fixed-point iteration converges rapidly, and that it can be further accelerated using extrapolation techniques like Anderson's mixing. We validate the accuracy of the results by comparing the energies and forces with plane-wave methods for selected examples, including the vacancy formation energy in Aluminum. Overall, the suitability of the proposed formulation for scalable high performance computing makes it an attractive choice for large-scale OF-DFT calculations consisting of thousands of atoms.
Higher-order finite-difference formulation of periodic Orbital-free Density Functional Theory
Ghosh, Swarnava
2014-01-01
We present a real-space formulation and higher-order finite-difference implementation of periodic Orbital-free Density Functional Theory (OF-DFT). Specifically, utilizing a local reformulation of the electrostatic and kernel terms, we develop a generalized framework suitable for performing OF-DFT simulations with different variants of the electronic kinetic energy. In particular, we develop a self-consistent field (SCF) type fixed-point method for calculations involving linear-response kinetic energy functionals. In doing so, we make the calculation of the electronic ground-state and forces on the nuclei amenable to computations that altogether scale linearly with the number of atoms. We develop a parallel implementation of this formulation using the finite-difference discretization, using which we demonstrate that higher-order finite-differences can achieve relatively large convergence rates with respect to mesh-size in both the energies and forces. Additionally, we establish that the fixed-point iteration c...
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
Institute of Scientific and Technical Information of China (English)
Zhao Hai-Bo; Wang Xiu-Ming; Chen Hao
2006-01-01
In modelling elastic wave propagation in a porous medium, when the ratio between the fluid viscosity and the medium permeability is comparatively large, the stiffness problem of Biot's poroelastic equations will be encountered. In the paper, a partition method is developed to solve the stiffness problem with a staggered high-order finite-difference. The method splits the Biot equations into two systems. One is stiff, and solved analytically, the other is nonstiff,and solved numerically by using a high-order staggered-grid finite-difference scheme. The time step is determined by the staggered finite-difference algorithm in solving the nonstiff equations, thus a coarse time step 05 be employed.Therefore, the computation efficiency and computational stability are improved greatly. Also a perfect by matched layer technology is used in the split method as absorbing boundary conditions. The numerical results are compared with the analytical results and those obtained from the conventional staggered-grid finite-difference method in a homogeneous model, respectively. They are in good agreement with each other. Finally, a slightly more complex model is investigated and compared with related equivalent model to illustrate the good performance of the staggered-grid finite-difference scheme in the partition method.
Farhat, Charbel; Geuzaine, Philippe; Grandmont, Céline
2001-12-01
Discrete geometric conservation laws (DGCLs) govern the geometric parameters of numerical schemes designed for the solution of unsteady flow problems on moving grids. A DGCL requires that these geometric parameters, which include among others grid positions and velocities, be computed so that the corresponding numerical scheme reproduces exactly a constant solution. Sometimes, this requirement affects the intrinsic design of an arbitrary Lagrangian Eulerian (ALE) solution method. In this paper, we show for sample ALE schemes that satisfying the corresponding DGCL is a necessary and sufficient condition for a numerical scheme to preserve the nonlinear stability of its fixed grid counterpart. We also highlight the impact of this theoretical result on practical applications of computational fluid dynamics.
Finite Difference Weights Using The Modified Lagrange Interpolant
Sadiq, Burhan
2011-01-01
Let $z_{1},z_{2},\\ldots,z_{N}$ be a sequence of distinct grid points. A finite difference formula approximates the $m$-th derivative $f^{(m)}(0)$ as $\\sum w_{i}f\\left(z_{i}\\right)$, with $w_{i}$ being the weights. We give two algorithms for finding the weights $w_{i}$ either of which is an improvement of an algorithm of Fornberg (\\emph{Mathematics of Computation}, vol. 51 (1988), p. 699-706). The first algorithm, which we call the direct method, uses fewer arithmetic operations than that of Fornberg by a factor of $4/(5m+5)$. The order of accuracy of the finite difference formula for $f^{(m)}(0)$ with grid points $hz_{i}$, $1\\leq i\\leq N$, is typically $\\mathcal{O}\\left(h^{N-m}\\right)$. However, the most commonly used finite difference formulas have an order of accuracy that is higher than the typical. For instance, the centered difference approximation $\\left(f(h)-2f(0)+f(-h)\\right)/h^{2}$ to $f''(0)$ has an order of accuracy equal to $2$ not $1$ . Even unsymmetric finite difference formulas can have such bo...
Continuous dependence and differentiation of solutions of finite difference equations
Johnny Henderson; Linda Lee
1991-01-01
Conditions are given for the continuity and differentiability of solutions of initial value problems and boundary value problems for the nth order finite difference equation, u(m+n)=f(m,u(m),u(m+1),…,u(m+n−1)),m∈ℤ.
Serpentine: Finite Difference Methods for Wave Propagation in Second Order Formulation
International Nuclear Information System (INIS)
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
Serpentine: Finite Difference Methods for Wave Propagation in Second Order Formulation
Energy Technology Data Exchange (ETDEWEB)
Petersson, N A; Sjogreen, B
2012-03-26
second order system is significantly smaller. Another issue with re-writing a second order system into first order form is that compatibility conditions often must be imposed on the first order form. These (Saint-Venant) conditions ensure that the solution of the first order system also satisfies the original second order system. However, such conditions can be difficult to enforce on the discretized equations, without introducing additional modeling errors. This project has previously developed robust and memory efficient algorithms for wave propagation including effects of curved boundaries, heterogeneous isotropic, and viscoelastic materials. Partially supported by internal funding from Lawrence Livermore National Laboratory, many of these methods have been implemented in the open source software WPP, which is geared towards 3-D seismic wave propagation applications. This code has shown excellent scaling on up to 32,768 processors and has enabled seismic wave calculations with up to 26 Billion grid points. TheWPP calculations have resulted in several publications in the field of computational seismology, e.g.. All of our current methods are second order accurate in both space and time. The benefits of higher order accurate schemes for wave propagation have been known for a long time, but have mostly been developed for first order hyperbolic systems. For second order hyperbolic systems, it has not been known how to make finite difference schemes stable with free surface boundary conditions, heterogeneous material properties, and curvilinear coordinates. The importance of higher order accurate methods is not necessarily to make the numerical solution more accurate, but to reduce the computational cost for obtaining a solution within an acceptable error tolerance. This is because the accuracy in the solution can always be improved by reducing the grid size h. However, in practice, the available computational resources might not be large enough to solve the problem with a
基于离散对数的无证书群签名方案%Certificateless Group Signature Scheme based on Discrete Logarithm Problem
Institute of Scientific and Technical Information of China (English)
朱清芳; 魏春艳
2012-01-01
在基于求解离散对数困难的基础上，设计了一种新的无证书群签名方案，它可以抵抗伪造攻击，还具有不可链接性和匿名性．%This paper proposes a new certificateless group signature scheme, because of difficulties on solving discrete logarithm problems. The new scheme has characteristics of forgery attack resistance, unlinkablity and anonymity.
Institute of Scientific and Technical Information of China (English)
DENG,Zhao-Xiang(邓兆祥); LIN,Xiang-Qin(林祥钦); TONG,Zhong-Hua(童中华)
2002-01-01
The four different schemes of Group Explicit Method (GEM): GER, GEL, SAGE and DAGE have been claimed to be unstable when employed for electrochemical digital simulations with large model diffusion coefficient DM@ However, in this investigation, in spite of the conditional stability of GER and GEL, the SAGE scheme, which is a combination of GEL and GER, was found to be unconditionally stable when used for simulations of electrochemical reaction-diffusions and had a performance comparable with or even better than the Fast Quasi Explicit Finite Difference Method (FQEFD) in srme aspects. Corresponding differential equations of SAGE scheme for digital simulations of various electrochemical mechanisms with both uniform and exponentially expanded space units were established. The effectiveness of the SAGE method was further demonstrated by the simulations of an EC and a catalytic mechanism with very large homogoneous rate constants.
International Nuclear Information System (INIS)
As an effort to achieve efficient yet accurate transport transient calculations for power reactors, the conditional transport update scheme in method of characteristics (MOC) based coarse mesh finite difference (CMFD) transient calculation is developed. In this scheme, the transport calculations serves as an online group constant generator for the 3-D CMFD transient calculation and the solution of 3-D transient problem is mainly obtained from the 3-D CMFD transient calculation. In order to reduce the computational burden of the intensive transport calculation, the transport updates is conditionally performed by monitoring change of composition and core condition. This efficient transient transport method is applied to 3x3 assembly rod ejection problem to examine the effectiveness and accuracy of the conditional transport calculation scheme. (author)
An outgoing energy flux boundary condition for finite difference ICRP antenna models
International Nuclear Information System (INIS)
For antennas at the ion cyclotron range of frequencies (ICRF) modeling in vacuum can now be carried out to a high level of detail such that shaping of the current straps, isolating septa, and discrete Faraday shield structures can be included. An efficient approach would be to solve for the fields in the vacuum region near the antenna in three dimensions by finite methods and to match this solution at the plasma-vacuum interface to a solution obtained in the plasma region in one dimension by Fourier methods. This approach has been difficult to carry out because boundary conditions must be imposed at the edge of the finite difference grid on a point-by-point basis, whereas the condition for outgoing energy flux into the plasma is known only in terms of the Fourier transform of the plasma fields. A technique is presented by which a boundary condition can be imposed on the computational grid of a three-dimensional finite difference, or finite element, code by constraining the discrete Fourier transform of the fields at the boundary points to satisfy an outgoing energy flux condition appropriate for the plasma. The boundary condition at a specific grid point appears as a coupling to other grid points on the boundary, with weighting determined by a kemel calctdated from the plasma surface impedance matrix for the various plasma Fourier modes. This boundary condition has been implemented in a finite difference solution of a simple problem in two dimensions, which can also be solved directly by Fourier transformation. Results are presented, and it is shown that the proposed boundary condition does enforce outgoing energy flux and yields the same solution as is obtained by Fourier methods
Stamatakos, Georgios S.; Dimitra D. Dionysiou
2009-01-01
The tremendous rate of accumulation of experimental and clinical knowledge pertaining to cancer dictates the development of a theoretical framework for the meaningful integration of such knowledge at all levels of biocomplexity. In this context our research group has developed and partly validated a number of spatiotemporal simulation models of in vivo tumour growth and in particular tumour response to several therapeutic schemes. Most of the modeling modules have been based on discrete mathe...
International Nuclear Information System (INIS)
A code is presented for the numerical solution of the Boussinesq equations by means of finite differences. To deal with general complex geometries non orthogonal boundary fitted coordinates are used, which allow an arbitrary choice of the coordinate lines. It does not yield the loss of accuracy, inherent in classical finite difference schemes. Boundary conditions were examined in detail for velocity and temperature. The report describes two first applications with or without heat transfer: the flow in a cooling-tower (Navier-Stokes) and the flow in a pool of a fast breeder (Boussinesq with natural convection)
Tadghighi, Hormoz; Hassan, Ahmed A.; Charles, Bruce
1990-01-01
The present numerical finite-difference scheme for helicopter blade-load prediction during realistic, self-generated three-dimensional blade-vortex interactions (BVI) derives the velocity field through a nonlinear superposition of the rotor flow-field yielded by the full potential rotor flow solver RFS2 for BVI, on the one hand, over the rotational vortex flow field computed with the Biot-Savart law. Despite the accurate prediction of the acoustic waveforms, peak amplitudes are found to have been persistently underpredicted. The inclusion of BVI noise source in the acoustic analysis significantly improved the perceived noise level-corrected tone prediction.
Institute of Scientific and Technical Information of China (English)
Yi-rang Yuan
2004-01-01
For compressible two-phase displacement problem,the modified upwind finite difference fractional steps schemes are put forward.Some techniques,such as calculus of variations,commutative law of multiplication of difference operators,decomposition of high order difference operators,the theory of prior estimates and techniques are used.Optimal order estimates in L 2 norm are derived for the error in the approximate solution.This method has already been applied to the numerical simulation of seawater intrusion and migration-accumulation of oil resources.
Institute of Scientific and Technical Information of China (English)
YUAN Yi-rang; LI Chang-feng; YANG Cheng-shun; HAN Yu-ji
2008-01-01
The coupled system of multilayer dynamics of fluids in porous media is to describe the history of oil-gas transport and accumulation in basin evolution. It is of great value in rational evaluation of prospecting and exploiting oil-gas resources. The mathematical model can be described as a coupled system of nonlinear partial differential equations with moving boundary values. A kind of characteristic finite difference schemes is put forward, from which optimal order estimates in l2 norm are derived for the error in the approximate solutions. The research is important both theoretically and practically for the model analysis in the field, the model numerical method and software development.
Staircase-free finite-difference time-domain formulation for general materials in complex geometries
DEFF Research Database (Denmark)
Dridi, Kim; Hesthaven, J.S.; Ditkowski, A.
2001-01-01
A stable Cartesian grid staircase-free finite-difference time-domain formulation for arbitrary material distributions in general geometries is introduced. It is shown that the method exhibits higher accuracy than the classical Yee scheme for complex geometries since the computational representation...... of physical structures is not of a staircased nature, Furthermore, electromagnetic boundary conditions are correctly enforced. The method significantly reduces simulation times as fewer points per wavelength are needed to accurately resolve the wave and the geometry. Both perfect electric conductors...
Steger, J. L.
1978-01-01
Although the Navier-Stokes equations describe most flows of interest in aerodynamics, the inviscid conservation law equations may be used for small regions with viscous forces. Thus, Euler equations and several time-accurate finite difference procedures, explicit and implicit, are discussed. Although implicit techniques require more computational work, they permit larger time steps to be taken without instability. It is noted that the Jacobian matrices for Euler equations in conservation-law form have certain eigenvalue-eigenvector properties which may be used to construct conservative-form coefficient matrices. This reduces the computation time of several implicit and semiimplicit schemes. Extensions of the basic approach to other areas are suggested.
Osher, S.
1984-01-01
The construction of a reliable, shock capturing finite difference method to solve the Euler equations for inviscid, supersonic flow past fighter and missile type configurations is highly desirable. The numerical method must have a firm theoretical foundation and must be robust and efficient. It should be able to treat subsonic pockets in a predominantly supersonic flow. The method must also be easily applicable to the complex topologies of the aerodynamic configuration under consideration. The ongoing approach to this task is described and for steady supersonic flows is presented. This scheme is the basic numerical method. Results of work obtained during previous years are presented.
Semianalytical computation of path lines for finite-difference models
Pollock, D.W.
1988-01-01
A semianalytical particle tracking method was developed for use with velocities generated from block-centered finite-difference ground-water flow models. Based on the assumption that each directional velocity component varies linearly within a grid cell in its own coordinate directions, the method allows an analytical expression to be obtained describing the flow path within an individual grid cell. Given the intitial position of a particle anywhere in a cell, the coordinates of any other point along its path line within the cell, and the time of travel between them, can be computed directly. For steady-state systems, the exit point for a particle entering a cell at any arbitrary location can be computed in a single step. By following the particle as it moves from cell to cell, this method can be used to trace the path of a particle through any multidimensional flow field generated from a block-centered finite-difference flow model. -Author
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.
Calculation of sensitivity derivatives in thermal problems by finite differences
Haftka, R. T.; Malkus, D. S.
1981-01-01
The optimum design of a structure subject to temperature constraints is considered. When mathematical optimization techniques are used, derivatives of the temperature constraints with respect to the design variables are usually required. In the case of large aerospace structures, such as the Space Shuttle, the computation of these derivatives can become prohibitively expensive. Analytical methods and a finite difference approach have been considered in studies conducted to improve the efficiency of the calculation of the derivatives. The present investigation explores two possibilities for enhancing the effectiveness of the finite difference approach. One procedure involves the simultaneous solution of temperatures and derivatives. The second procedure makes use of the optimum selection of the magnitude of the perturbations of the design variables to achieve maximum accuracy.
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.
Using finite difference method to simulate casting thermal stress
Liao Dunming; Zhang Bin; Zhou Jianxin
2011-01-01
Thermal stress simulation can provide a scientific reference to eliminate defects such as crack, residual stress centralization and deformation etc., caused by thermal stress during casting solidification. To study the thermal stress distribution during casting process, a unilateral thermal-stress coupling model was employed to simulate 3D casting stress using Finite Difference Method (FDM), namely all the traditional thermal-elastic-plastic equations are numerically and differentially discre...
Finite difference approach for modeling multispecies transport in porous media
N. Natarajan; G. Suresh Kumar
2010-01-01
An alternative approach to the decomposition method for solving multispecies transport in porous media, coupled with first-order reactions has been proposed. The numerical solution is based on implicit finite difference method. The task of decoupling the coupled partial differential equations has been overcome in this method. The proposed approach is very much advantageous because of its simplicity and also can be adopted in situations where non linear processes are coupled with multi-species...
Finite difference approach for modeling multispecies transport in porous media
Directory of Open Access Journals (Sweden)
N.Natarajan
2010-08-01
Full Text Available An alternative approach to the decomposition method for solving multispecies transport in porous media, coupled with first-order reactions has been proposed. The numerical solution is based on implicit finite difference method. The task of decoupling the coupled partial differential equations has been overcome in this method. The proposed approach is very much advantageous because of its simplicity and also can be adopted in situations where non linear processes are coupled with multi-species transport problems.
Finite difference time domain simulation of subpicosecond semiconductor optical devices
HE, JIANQING
1993-01-01
An efficient numerical method to simulate a subpicosecond semiconductor optical switch is developed in this research. The problem under studying involves both electromagnetic wave propagation and semiconductor dynamic transport, which is a nonlinear phenomenon. Finite difference time domain (FDTD) technique is used to approximate the time dependent Maxwell's equations for full-wave analysis of the wave propagation. The dynamic transport is handled by solving the balance equatio...
Finite Difference Time Domain Method For Grating Structures
Baida, F.I.; Belkhir, A.
2012-01-01
International audience The aim of this chapter is to present the principle of the FDTD method when applied to the resolution of Maxwell equations. Centered finite differences are used to approximate the value of both time and space derivatives that appear in these equations. The convergence criteria in addition to the boundary conditions (periodic or absorbing ones) are given. The special case of bi-periodic structures illuminated at oblique incidence is solved with the SFM (split field me...
Finite difference time domain modeling of phase grating diffusion
Kowalczyk K.; Van Walstijn M.
2010-01-01
In this paper, a method for modeling diffusion caused by non-smooth boundary surfaces in simulations of room acoustics using finite difference time domain (FDTD) technique is investigated. The proposed approach adopts the well-known theory of phase grating diffusers to efficiently model sound scattering from rough surfaces. The variation of diffuser well-depths is attained by nesting allpass filters within the reflection filters from which the digital impedance filters used in the boundary im...
Finite difference time domain grid generation from AMC helicopter models
Cravey, Robin L.
1992-01-01
A simple technique is presented which forms a cubic grid model of a helicopter from an Aircraft Modeling Code (AMC) input file. The AMC input file defines the helicopter fuselage as a series of polygonal cross sections. The cubic grid model is used as an input to a Finite Difference Time Domain (FDTD) code to obtain predictions of antenna performance on a generic helicopter model. The predictions compare reasonably well with measured data.
Calculating rotordynamic coefficients of seals by finite-difference techniques
Dietzen, F. J.; Nordmann, R.
1987-01-01
For modelling the turbulent flow in a seal the Navier-Stokes equations in connection with a turbulence (kappa-epsilon) model are solved by a finite-difference method. A motion of the shaft round the centered position is assumed. After calculating the corresponding flow field and the pressure distribution, the rotor-dynamic coefficients of the seal can be determined. These coefficients are compared with results obtained by using the bulk flow theory of Childs and with experimental results.
Optimized Finite-Difference Coefficients for Hydroacoustic Modeling
Preston, L. A.
2014-12-01
Responsible utilization of marine renewable energy sources through the use of current energy converter (CEC) and wave energy converter (WEC) devices requires an understanding of the noise generation and propagation from these systems in the marine environment. Acoustic noise produced by rotating turbines, for example, could adversely affect marine animals and human-related marine activities if not properly understood and mitigated. We are utilizing a 3-D finite-difference acoustic simulation code developed at Sandia that can accurately propagate noise in the complex bathymetry in the near-shore to open ocean environment. As part of our efforts to improve computation efficiency in the large, high-resolution domains required in this project, we investigate the effects of using optimized finite-difference coefficients on the accuracy of the simulations. We compare accuracy and runtime of various finite-difference coefficients optimized via criteria such as maximum numerical phase speed error, maximum numerical group speed error, and L-1 and L-2 norms of weighted numerical group and phase speed errors over a given spectral bandwidth. We find that those coefficients optimized for L-1 and L-2 norms are superior in accuracy to those based on maximal error and can produce runtimes of 10% of the baseline case, which uses Taylor Series finite-difference coefficients at the Courant time step limit. We will present comparisons of the results for the various cases evaluated as well as recommendations for utilization of the cases studied. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.
FINITE DIFFERENCE MODEL OF A CIRCULAR FIN WITH RECTANGULAR PROFILE
GİRGİN, İbrahim; EZGİ, Cüneyt
2015-01-01
Numerical methods are commonly used in engineering where the analytical resultsare not reached or as a support of experimental studies. Various techniques are being usedas a numeritical method as finite difference, finite volume or finite elements, etc. In thisstudy, numerical solutions are obtained for a circular fin of rectangular profile using finitedifference method, and the results are compared to the analytical solutions. It is seen thatthe analytical solution and numerical results are ...
Introduction to finite-difference methods for numerical fluid dynamics
Energy Technology Data Exchange (ETDEWEB)
Scannapieco, E.; Harlow, F.H.
1995-09-01
This work is intended to be a beginner`s exercise book for the study of basic finite-difference techniques in computational fluid dynamics. It is written for a student level ranging from high-school senior to university senior. Equations are derived from basic principles using algebra. Some discussion of partial-differential equations is included, but knowledge of calculus is not essential. The student is expected, however, to have some familiarity with the FORTRAN computer language, as the syntax of the computer codes themselves is not discussed. Topics examined in this work include: one-dimensional heat flow, one-dimensional compressible fluid flow, two-dimensional compressible fluid flow, and two-dimensional incompressible fluid flow with additions of the equations of heat flow and the {Kappa}-{epsilon} model for turbulence transport. Emphasis is placed on numerical instabilities and methods by which they can be avoided, techniques that can be used to evaluate the accuracy of finite-difference approximations, and the writing of the finite-difference codes themselves. Concepts introduced in this work include: flux and conservation, implicit and explicit methods, Lagrangian and Eulerian methods, shocks and rarefactions, donor-cell and cell-centered advective fluxes, compressible and incompressible fluids, the Boussinesq approximation for heat flow, Cartesian tensor notation, the Boussinesq approximation for the Reynolds stress tensor, and the modeling of transport equations. A glossary is provided which defines these and other terms.
Deb Nath S.K.; Peyada N.K.
2015-01-01
In the present study, we have developed a code using Matlab software for solving a rectangular aluminum plate having void, notch, at different boundary conditions discretizing a two dimensional (2D) heat conduction equation by the finite difference technique. We have solved a 2D mixed boundary heat conduction problem analytically using Fourier integrals (Deb Nath et al., 2006; 2007; 2007; Deb Nath and Ahmed, 2008; Deb Nath, 2008; Deb Nath and Afsar, 2009; Deb Nath and Ahmed, 2009; 2009; Deb N...
Baumeister, K. J.; Kreider, K. L.
1996-01-01
An explicit finite difference iteration scheme is developed to study harmonic sound propagation in ducts. To reduce storage requirements for large 3D problems, the time dependent potential form of the acoustic wave equation is used. To insure that the finite difference scheme is both explicit and stable, time is introduced into the Fourier transformed (steady-state) acoustic potential field as a parameter. Under a suitable transformation, the time dependent governing equation in frequency space is simplified to yield a parabolic partial differential equation, which is then marched through time to attain the steady-state solution. The input to the system is the amplitude of an incident harmonic sound source entering a quiescent duct at the input boundary, with standard impedance boundary conditions on the duct walls and duct exit. The introduction of the time parameter eliminates the large matrix storage requirements normally associated with frequency domain solutions, and time marching attains the steady-state quickly enough to make the method favorable when compared to frequency domain methods. For validation, this transient-frequency domain method is applied to sound propagation in a 2D hard wall duct with plug flow.
Baumeister, Kenneth J.; Kreider, Kevin L.
1996-01-01
An explicit finite difference iteration scheme is developed to study harmonic sound propagation in aircraft engine nacelles. To reduce storage requirements for large 3D problems, the time dependent potential form of the acoustic wave equation is used. To insure that the finite difference scheme is both explicit and stable, time is introduced into the Fourier transformed (steady-state) acoustic potential field as a parameter. Under a suitable transformation, the time dependent governing equation in frequency space is simplified to yield a parabolic partial differential equation, which is then marched through time to attain the steady-state solution. The input to the system is the amplitude of an incident harmonic sound source entering a quiescent duct at the input boundary, with standard impedance boundary conditions on the duct walls and duct exit. The introduction of the time parameter eliminates the large matrix storage requirements normally associated with frequency domain solutions, and time marching attains the steady-state quickly enough to make the method favorable when compared to frequency domain methods. For validation, this transient-frequency domain method is applied to sound propagation in a 2D hard wall duct with plug flow.
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 ...
International Nuclear Information System (INIS)
A code called COMESH based on corner mesh finite difference scheme has been developed to solve multigroup diffusion theory equations. One can solve 1-D, 2-D or 3-D problems in Cartesian geometry and 1-D (r) or 2-D (r-z) problem in cylindrical geometry. On external boundary one can use either homogeneous Dirichlet (θ-specified) or Neumann (∇θ specified) type boundary conditions or a linear combination of the two. Internal boundaries for control absorber simulations are also tackled by COMESH. Many an acceleration schemes like successive line over-relaxation, two parameter Chebyschev acceleration for fission source, generalised coarse mesh rebalancing etc., render the code COMESH a very fast one for estimating eigenvalue and flux/power profiles in any type of reactor core configuration. 6 refs. (author)
THE UPWIND FINITE DIFFERENCE METHOD FOR MOVING BOUNDARY VALUE PROBLEM OF COUPLED SYSTEM
Institute of Scientific and Technical Information of China (English)
Yuan Yirang
2011-01-01
Coupled system of multilayer dynamics of fluids in porous media is to describe the history of oil-gas transport and accumulation in basin evolution. It is of great value in rational evaluation of prospecting and exploiting oil-gas resources. The mathematical model can be described as a coupled system of nonlinear partial differential equations with moving boundary values. The upwind finite difference schemes applicable to parallel arith- metic are put forward and two-dimensional and three-dimensional schemes are used to form a complete set. Some techniques, such as change of variables, calculus of variations, multiplicative commutation rule of difference operators, decomposition of high order dif- ference operators and prior estimates, are adopted. The estimates in 12 norm are derived to determine the error in the approximate solution. This method was already applied to the numerical simulation of migration-accumulation of oil resources.
Five-point form of the nodal diffusion method and comparison with finite-difference
International Nuclear Information System (INIS)
Nodal Methods have been derived, implemented and numerically tested for several problems in physics and engineering. In the field of nuclear engineering, many nodal formalisms have been used for the neutron diffusion equation, all yielding results which were far more computationally efficient than conventional Finite Difference (FD) and Finite Element (FE) methods. However, not much effort has been devoted to theoretically comparing nodal and FD methods in order to explain the very high accuracy of the former. In this summary we outline the derivation of a simple five-point form for the lowest order nodal method and compare it to the traditional five-point, edge-centered FD scheme. The effect of the observed differences on the accuracy of the respective methods is established by considering a simple test problem. It must be emphasized that the nodal five-point scheme derived here is mathematically equivalent to previously derived lowest order nodal methods. 7 refs., 1 tab
Institute of Scientific and Technical Information of China (English)
袁益让
2002-01-01
For combinatorial system of multilayer dynamics of fluids in porous media, the second order and first order upwind finite difference fractional steps schemes applicable to parallel arithmetic are put forward and two-dimensional and three-dimensional schemes are used to form a complete set. Some techniques,such as implicit-explicit difference scheme, calculus of variations, multiplicative commutation rule of difference operators, decomposition of high order difference operators and prior estimates, are adopted. Optimal order estimates in L2 norm are derived to determine the error in the second order approximate solution. This method has already been applied to the numerical simulation of migration-accumulation of oil resources.
DEVELOPMENT AND APPLICATIONS OF WENO SCHEMES IN CONTINUUM PHYSICS
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
This paper briefly presents the general ideas of high order accurate weighted essentially non-oscillatory (WENO) schemes, and describes the similarities and differences of the two classes of WENO schemes: finite volume schemes and finite difference schemes. We also briefly mention a recent development of WENO schemes,namely an adaptive approach within the finite difference framework using smooth time dependent curvilinear coordinates.``
Seismic imaging using finite-differences and parallel computers
Energy Technology Data Exchange (ETDEWEB)
Ober, C.C. [Sandia National Labs., Albuquerque, NM (United States)
1997-12-31
A key to reducing the risks and costs of associated with oil and gas exploration is the fast, accurate imaging of complex geologies, such as salt domes in the Gulf of Mexico and overthrust regions in US onshore regions. Prestack depth migration generally yields the most accurate images, and one approach to this is to solve the scalar wave equation using finite differences. As part of an ongoing ACTI project funded by the US Department of Energy, a finite difference, 3-D prestack, depth migration code has been developed. The goal of this work is to demonstrate that massively parallel computers can be used efficiently for seismic imaging, and that sufficient computing power exists (or soon will exist) to make finite difference, prestack, depth migration practical for oil and gas exploration. Several problems had to be addressed to get an efficient code for the Intel Paragon. These include efficient I/O, efficient parallel tridiagonal solves, and high single-node performance. Furthermore, to provide portable code the author has been restricted to the use of high-level programming languages (C and Fortran) and interprocessor communications using MPI. He has been using the SUNMOS operating system, which has affected many of his programming decisions. He will present images created from two verification datasets (the Marmousi Model and the SEG/EAEG 3D Salt Model). Also, he will show recent images from real datasets, and point out locations of improved imaging. Finally, he will discuss areas of current research which will hopefully improve the image quality and reduce computational costs.
Application of a finite difference technique to thermal wave propagation
Baumeister, K. J.
1975-01-01
A finite difference formulation is presented for thermal wave propagation resulting from periodic heat sources. The numerical technique can handle complex problems that might result from variable thermal diffusivity, such as heat flow in the earth with ice and snow layers. In the numerical analysis, the continuous temperature field is represented by a series of grid points at which the temperature is separated into real and imaginary terms. Next, computer routines previously developed for acoustic wave propagation are utilized in the solution for the temperatures. The calculation procedure is illustrated for the case of thermal wave propagation in a uniform property semi-infinite medium.
Finite difference time domain modeling of spiral antennas
Penney, Christopher W.; Beggs, John H.; Luebbers, Raymond J.
1992-01-01
The objectives outlined in the original proposal for this project were to create a well-documented computer analysis model based on the finite-difference, time-domain (FDTD) method that would be capable of computing antenna impedance, far-zone radiation patterns, and radar cross-section (RCS). The ability to model a variety of penetrable materials in addition to conductors is also desired. The spiral antennas under study by this project meet these requirements since they are constructed of slots cut into conducting surfaces which are backed by dielectric materials.
Finite difference evolution equations and quantum dynamical semigroups
International Nuclear Information System (INIS)
We consider the recently proposed [Bonifacio, Lett. Nuovo Cimento, 37, 481 (1983)] coarse grained description of time evolution for the density operator rho(t) through a finite difference equation with steps tau, and we prove that there exists a generator of the quantum dynamical semigroup type yielding an equation giving a continuous evolution coinciding at all time steps with the one induced by the coarse grained description. The map rho(0)→rho(t) derived in this way takes the standard form originally proposed by Lindblad [Comm. Math. Phys., 48, 119 (1976)], even when the map itself (and, therefore, the corresponding generator) is not bounded. (author)
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
FDIPS: Finite Difference Iterative Potential-field Solver
Toth, Gabor; van der Holst, Bartholomeus; Huang, Zhenguang
2016-06-01
FDIPS is a finite difference iterative potential-field solver that can generate the 3D potential magnetic field solution based on a magnetogram. It is offered as an alternative to the spherical harmonics approach, as when the number of spherical harmonics is increased, using the raw magnetogram data given on a grid that is uniform in the sine of the latitude coordinate can result in inaccurate and unreliable results, especially in the polar regions close to the Sun. FDIPS is written in Fortran 90 and uses the MPI library for parallel execution.
Mimetic Finite Differences for Flow in Fractures from Microseismic Data
Al-Hinai, Omar
2015-01-01
We present a method for porous media flow in the presence of complex fracture networks. The approach uses the Mimetic Finite Difference method (MFD) and takes advantage of MFD\\'s ability to solve over a general set of polyhedral cells. This flexibility is used to mesh fracture intersections in two and three-dimensional settings without creating small cells at the intersection point. We also demonstrate how to use general polyhedra for embedding fracture boundaries in the reservoir domain. The target application is representing fracture networks inferred from microseismic analysis.
The finite-difference and finite-element modeling of seismic wave propagation and earthquake motion
International Nuclear Information System (INIS)
Numerical modeling of seismic wave propagation and earthquake motion is an irreplaceable tool in investigation of the Earth's structure, processes in the Earth, and particularly earthquake phenomena. Among various numerical methods, the finite-difference method is the dominant method in the modeling of earthquake motion. Moreover, it is becoming more important in the seismic exploration and structural modeling. At the same time we are convinced that the best time of the finite-difference method in seismology is in the future. This monograph provides tutorial and detailed introduction to the application of the finite difference (FD), finite-element (FE), and hybrid FD-FE methods to the modeling of seismic wave propagation and earthquake motion. The text does not cover all topics and aspects of the methods. We focus on those to which we have contributed. We present alternative formulations of equation of motion for a smooth elastic continuum. We then develop alternative formulations for a canonical problem with a welded material interface and free surface. We continue with a model of an earthquake source. We complete the general theoretical introduction by a chapter on the constitutive laws for elastic and viscoelastic media, and brief review of strong formulations of the equation of motion. What follows is a block of chapters on the finite-difference and finite-element methods. We develop FD targets for the free surface and welded material interface. We then present various FD schemes for a smooth continuum, free surface, and welded interface. We focus on the staggered-grid and mainly optimally-accurate FD schemes. We also present alternative formulations of the FE method. We include the FD and FE implementations of the traction-at-split-nodes method for simulation of dynamic rupture propagation. The FD modeling is applied to the model of the deep sedimentary Grenoble basin, France. The FD and FE methods are combined in the hybrid FD-FE method. The hybrid
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.
Directory of Open Access Journals (Sweden)
Md. Kamal Hossain
2010-10-01
Full Text Available In this paper, the wave propagation in free space and different dielectric material by using Finite Difference Time Domain (FDTD method has been studied. Among various numerical methods Finite Difference Time Domain method is being used to study the time evolution behavior of electromagnetic field by solving the Maxwell’sequation in time domain. In this paper, FDTD method has been employed to study the wave propagation in free space and different dielectric materials. The wave equations are discretized in time and space as required by this FDTD method and leaf-frog algorithm is used to find the solution. We observed wave propagation for one and two dimensional cases. We also observed wave propagation through lossy medium for one dimensional case. For two dimensional cases the patterns of wave incident on rectangular dielectric slab, square metal, RCC pillar were observed. In order to visualize the wave propagation, the evaluation of the excitation at various locations of problem space is monitored. The numerical results agree with the propagation characteristics as expected.
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.
基于离散对数的无证书代理签名方案%Certificateless proxy signature scheme on discrete logarithm problem
Institute of Scientific and Technical Information of China (English)
王会歌; 王彩芬; 曹浩; 程节华
2011-01-01
By studying the existing proxy signatures, found that there are few such schemes based on discrete logarithm. Taking the advantage of discrete logarithm on the finite filed and certificateless cryptosystem, we propose an efficient certificateless proxy signature scheme based on DLP is proposed, which not only satisfies all the required characteristic of the proxy signature such as the unforgeability, the dependence of secret key, the distinguishability and abuseness of proxy signature etc, but removes the key-escrow in ID-based cryptosystem and certificate in PKI-based cryptosystem. The entire scheme is proved to be correct and security under the hardness of discrete logarithm problem in the finite field.%对已有无证书代理签名方案进行研究发现,基于离散对数知识构造的无证书代理签名方案几乎没有,结合有限域上的离散对数知识和无证书密码体制的优点,提出了一种高效的、基于离散对数的无证书代理签名方案.该方案避免了基于身份密码体制中的密钥托管问题和证书密码体制中的证书存在问题,满足代理签名的不可伪造性、代理密钥的依赖性、代理签名的可区分性和抗滥用性等良好性质.整个方案没有使用双线性对操作,在有限域上离散对数问题难解的条件下证明和讨论了方案的正确性和安全性.
A Positivity-Preserving Numerical Scheme for Nonlinear Option Pricing Models
Directory of Open Access Journals (Sweden)
Shengwu Zhou
2012-01-01
Full Text Available A positivity-preserving numerical method for nonlinear Black-Scholes models is developed in this paper. The numerical method is based on a nonstandard approximation of the second partial derivative. The scheme is not only unconditionally stable and positive, but also allows us to solve the discrete equation explicitly. Monotone properties are studied in order to avoid unwanted oscillations of the numerical solution. The numerical results for European put option and European butterfly spread are compared to the standard finite difference scheme. It turns out that the proposed scheme is efficient and reliable.
Arrayed waveguide grating using the finite difference beam propagation method
Toledo, M. C. F.; Alayo, M. I.
2013-03-01
The purpose of this work is to analyze by simulation the coupling effects occurring in Arrayed Waveguide Grating (AWG) using the finite difference beam propagation method (FD-BPM). Conventional FD-BPM techniques do not immediately lend themselves to the analysis of large structures such as AWG. Cooper et al.1 introduced a description of the coupling between the interface of arrayed waveguides and star couplers using the numerically-assisted coupled-mode theory. However, when the arrayed waveguides are spatially close, such that, there is strong coupling between them, and coupled-mode theory is not adequate. On the other hand, Payne2 developed an exact eigenvalue equation for the super modes of a straight arrayed waveguide which involve a computational overhead. In this work, an integration of both methods is accomplished in order to describe the behavior of the propagation of light in guided curves. This new method is expected to reduce the necessary effort for simulation while also enabling the simulation of large and curved arrayed waveguides using a fully vectorial finite difference technique.
Finite-Difference Simulation of Elastic Wave with Separation in Pure P- and S-Modes
Directory of Open Access Journals (Sweden)
Ke-Yang Chen
2014-01-01
Full Text Available Elastic wave equation simulation offers a way to study the wave propagation when creating seismic data. We implement an equivalent dual elastic wave separation equation to simulate the velocity, pressure, divergence, and curl fields in pure P- and S-modes, and apply it in full elastic wave numerical simulation. We give the complete derivations of explicit high-order staggered-grid finite-difference operators, stability condition, dispersion relation, and perfectly matched layer (PML absorbing boundary condition, and present the resulting discretized formulas for the proposed elastic wave equation. The final numerical results of pure P- and S-modes are completely separated. Storage and computing time requirements are strongly reduced compared to the previous works. Numerical testing is used further to demonstrate the performance of the presented method.
一种基于离散对数的公开密钥认证方案%A Public Key Authentication Scheme Based on Discrete Logarithms
Institute of Scientific and Technical Information of China (English)
施荣华; 王国才; 胡湘陵
2001-01-01
介绍了一种基于离散对数的公开密钥认证方案,该方案不需要设立特权者来认证公开密钥。用户公开密钥的"证明书"是由该用户的口令和保密密钥组合而成的。该方案不但安全,而且认证过程简单。%This paper introduces a public key authentication scheme Based on discrete logarithms.The shcheme needn＇t setup any authority to authenticate public keys.the certificate of the public key of a user is a combination of his password and private key.The scheme is not only secure,but also the authentication process simple.
International Nuclear Information System (INIS)
The use of the albedo boundary conditions for multigroup one-dimensional neutron transport eigenvalue problems in the discrete ordinates (SN) formulation is described. The hybrid spectral diamond-spectral Green's function (SD-SGF) nodal method that is completely free from all spatial truncation errors, is used to determine the multigroup albedo operator. In the inner iteration it is used the 'one-node block inversion' (NBI) iterative scheme, which has convergence rate greater than the modified source iteration (SI) scheme. The power method for convergence of the dominant numerical solution is accelerated by the Tchebycheff method. Numerical results are given to illustrate the method's efficiency. (author). 7 refs, 4 figs, 3 tabs
A RBF Based Local Gridfree Scheme for Unsteady Convection-Diffusion Problems
Directory of Open Access Journals (Sweden)
Sanyasiraju VSS Yedida
2009-12-01
Full Text Available In this work a Radial Basis Function (RBF based local gridfree scheme has been presented for unsteady convection diffusion equations. Numerical studies have been made using multiquadric (MQ radial function. Euler and a three stage Runge-Kutta schemes have been used for temporal discretization. The developed scheme is compared with the corresponding finite difference (FD counterpart and found that the solutions obtained using the former are more superior. As expected, for a fixed time step and for large nodal densities, thought the Runge-Kutta scheme is able to maintain higher order of accuracy over the Euler method, the temporal discretization is independent of the improvement in the solution which in the developed scheme has been achived by optimizing the shape parameter of the RBF.
Finite-difference solution of the space-angle-lethargy-dependent slowing-down transport equation
International Nuclear Information System (INIS)
A procedure has been developed for solving the slowing-down transport equation for a cylindrically symmetric reactor system. The anisotropy of the resonance neutron flux is treated by the spherical harmonics formalism, which reduces the space-angle-Iethargy-dependent transport equation to a matrix integro-differential equation in space and lethargy. Replacing further the lethargy transfer integral by a finite-difference form, a set of matrix ordinary differential equations is obtained, with lethargy-and space dependent coefficients. If the lethargy pivotal points are chosen dense enough so that the difference correction term can be ignored, this set assumes a lower block triangular form and can be solved directly by forward block substitution. As in each step of the finite-difference procedure a boundary value problem has to be solved for a non-homogeneous system of ordinary differential equations with space-dependent coefficients, application of any standard numerical procedure, for example, the finite-difference method or the method of adjoint equations, is too cumbersome and would make the whole procedure practically inapplicable. A simple and efficient approximation is proposed here, allowing analytical solution for the space dependence of the spherical-harmonics flux moments, and hence the derivation of the recurrence relations between the flux moments at successive lethargy pivotal points. According to the procedure indicated above a computer code has been developed for the CDC -3600 computer, which uses the KEDAK nuclear data file. The space and lethargy distribution of the resonance neutrons can be computed in such a detailed fashion as the neutron cross-sections are known for the reactor materials considered. The computing time is relatively short so that the code can be efficiently used, either autonomously, or as part of some complex modular scheme. Typical results will be presented and discussed in order to prove and illustrate the applicability of the
Hughes, S
2004-01-01
An untraditional space-time method for describing the dynamics of high-field electron-hole wave packets in semiconductor quantum wells is presented. A finite-difference time-domain technique is found to be computationally efficient and can incorporate Coulomb, static, terahertz, and magnetic fields to all orders, and thus can be applied to study many areas of high-field semiconductor physics. Several electro-optical and electro-magneto-optical excitation schemes are studied, some well known a...
International Nuclear Information System (INIS)
In the finite difference method which is commonly used in computational micromagnetics, the demagnetizing field is usually computed as a convolution of the magnetization vector field with the demagnetizing tensor that describes the magnetostatic field of a cuboidal cell with constant magnetization. An analytical expression for the demagnetizing tensor is available, however at distances far from the cuboidal cell, the numerical evaluation of the analytical expression can be very inaccurate. Due to this large-distance inaccuracy numerical packages such as OOMMF compute the demagnetizing tensor using the explicit formula at distances close to the originating cell, but at distances far from the originating cell a formula based on an asymptotic expansion has to be used. In this work, we describe a method to calculate the demagnetizing field by numerical evaluation of the multidimensional integral in the demagnetizing tensor terms using a sparse grid integration scheme. This method improves the accuracy of computation at intermediate distances from the origin. We compute and report the accuracy of (i) the numerical evaluation of the exact tensor expression which is best for short distances, (ii) the asymptotic expansion best suited for large distances, and (iii) the new method based on numerical integration, which is superior to methods (i) and (ii) for intermediate distances. For all three methods, we show the measurements of accuracy and execution time as a function of distance, for calculations using single precision (4-byte) and double precision (8-byte) floating point arithmetic. We make recommendations for the choice of scheme order and integrating coefficients for the numerical integration method (iii). - Highlights: • We study the accuracy of demagnetization in finite difference micromagnetics. • We introduce a new sparse integration method to compute the tensor more accurately. • Newell, sparse integration and asymptotic method are compared for all ranges
Energy Technology Data Exchange (ETDEWEB)
Chernyshenko, Dmitri; Fangohr, Hans
2015-05-01
In the finite difference method which is commonly used in computational micromagnetics, the demagnetizing field is usually computed as a convolution of the magnetization vector field with the demagnetizing tensor that describes the magnetostatic field of a cuboidal cell with constant magnetization. An analytical expression for the demagnetizing tensor is available, however at distances far from the cuboidal cell, the numerical evaluation of the analytical expression can be very inaccurate. Due to this large-distance inaccuracy numerical packages such as OOMMF compute the demagnetizing tensor using the explicit formula at distances close to the originating cell, but at distances far from the originating cell a formula based on an asymptotic expansion has to be used. In this work, we describe a method to calculate the demagnetizing field by numerical evaluation of the multidimensional integral in the demagnetizing tensor terms using a sparse grid integration scheme. This method improves the accuracy of computation at intermediate distances from the origin. We compute and report the accuracy of (i) the numerical evaluation of the exact tensor expression which is best for short distances, (ii) the asymptotic expansion best suited for large distances, and (iii) the new method based on numerical integration, which is superior to methods (i) and (ii) for intermediate distances. For all three methods, we show the measurements of accuracy and execution time as a function of distance, for calculations using single precision (4-byte) and double precision (8-byte) floating point arithmetic. We make recommendations for the choice of scheme order and integrating coefficients for the numerical integration method (iii). - Highlights: • We study the accuracy of demagnetization in finite difference micromagnetics. • We introduce a new sparse integration method to compute the tensor more accurately. • Newell, sparse integration and asymptotic method are compared for all ranges
A finite element technique for a system of fully-discrete time-dependent Joule heating equations
Chin, Pius W. M.
2016-06-01
A system of decoupled nonlinear fully-discrete time-dependent Joule heating equation is studied. Instead of the traditional technique of combining the Euler and the finite element methods, we design a reliable scheme consisting of coupling the Non-standard finite difference in the time space and finite element method in the space variables. We prove for the optimal rate of convergence of the solution of the said scheme in both the H1 as well as the L2-norms. Furthermore, we show that the scheme under study preserves the properties of the exact solution. Numerical experiments are provided to confirm our theoretical analysis.
Maginot, Peter G.; Morel, Jim E.; Ragusa, Jean C.
2012-08-01
We present a new nonlinear spatial finite-element method for the linearized Boltzmann transport equation with Sn angular discretization in 1-D and 2-D Cartesian geometries. This method has two central characteristics. First, it is equivalent to the linear-discontinuous (LD) Galerkin method whenever that method yields a strictly non-negative solution. Second, it always satisfies both the zeroth and first spatial moment equations. Because it yields the LD solution when that solution is non-negative, one might interpret our method as a classical fix-up to the LD scheme. However, fix-up schemes for the LD equations derived in the past have given up solution of the first moment equations when the LD solution is negative in order to satisfy positivity in a simple manner. We present computational results comparing our method in 1-D to the strictly non-negative linear exponential-discontinuous method and to the LD method. We present computational results in 2-D comparing our method to a recently developed LD fix-up scheme and to the LD scheme. It is demonstrated that our method is a valuable alternative to existing methods.
The finite-difference neutron-diffusion programme TWODIM
International Nuclear Information System (INIS)
A description of the B 6700 Algol version of the two-dimensional neutron-diffusion programme TWODIM is given. The interative scheme used in TWODIM for solution of the eigenvalueproblems is the so-called Equipuise - or neutron-balance method, based on the SLOR-splitting. The Equipoise-scheme has been compared to DC3 and DC4 schemes. A sample problem is given. (author)
基于离散对数问题的一般盲签名方案%A General Blind Signature Scheme Based on the Discrete Logarithm Problem
Institute of Scientific and Technical Information of China (English)
敖青云; 陈克非; 白英彩
2001-01-01
盲签名是一种所签的消息对签名者不可知的数字签名。从1983年David Chaum首先提出了盲签名的概念以来,许多实现方案相继推出。文章提出了基于离散对数问题的一般盲签名方案,对其完备性、不可伪造性、安全性以及盲性进行了分析,并给出了用该方案设计一个有效的盲签名协议应该满足的参数规则。%A blind signature is a digital signature in which the message to be signed is blind to the signer.After David Chaum introduced this concept in 1983,many implementations have come into being.In this paper,we present a general blind signature scheme based on the discrete logarithm problem.Then,a detailed analysis on its completeness,unforgeability,security and blindness is given.We also discuss some rules,which have to be followed to design a valid discrete-logarithm-based blind signature protocol with this scheme.
Kudryavtsev, Oleg
2013-01-01
In the paper, we consider the problem of pricing options in wide classes of Lévy processes. We propose a general approach to the numerical methods based on a finite difference approximation for the generalized Black-Scholes equation. The goal of the paper is to incorporate the Wiener-Hopf factorization into finite difference methods for pricing options in Lévy models with jumps. The method is applicable for pricing barrier and American options. The pricing problem is reduced to the sequence of linear algebraic systems with a dense Toeplitz matrix; then the Wiener-Hopf factorization method is applied. We give an important probabilistic interpretation based on the infinitely divisible distributions theory to the Laurent operators in the correspondent factorization identity. Notice that our algorithm has the same complexity as the ones which use the explicit-implicit scheme, with a tridiagonal matrix. However, our method is more accurate. We support the advantage of the new method in terms of accuracy and convergence by using numerical experiments. PMID:24489518
Finite-difference time-domain simulation of fusion plasmas at radiofrequency time scales
International Nuclear Information System (INIS)
Simulation of dense plasmas in the radiofrequency range are typically performed in the frequency domain, i.e., by solving Laplace-transformed Maxwell's equations. This technique is well-suited for the study of linear heating and quasilinear evolution, but does not generalize well to the study of nonlinear phenomena. Conversely, time-domain simulation in this range is difficult because the time scale is long compared to the electron plasma wave period, and in addition, the various cutoff and resonance behaviors within the plasma insure that any explicit finite-difference scheme would be numerically unstable. To resolve this dilemma, explicit finite-difference Maxwell terms are maintained, but a carefully time-centered locally implicit method is introduced to treat the plasma current, such that all linear plasma dispersion behavior is faithfully reproduced at the available temporal and spatial resolution, despite the fact that the simulation time step may exceed the electron gyro and electron plasma time scales by orders of magnitude. Demonstrations are presented of the method for several classical benchmarks, including mode conversion to ion cyclotron wave, cyclotron resonance, propagation into a plasma-wave cutoff, and tunneling through low-density edge plasma
Implicit finite-difference method for fluid-dynamics calculation in the primary coolant systems
International Nuclear Information System (INIS)
A multidimensional Eulerian finite-difference method for calculating fluid transients in the primary coolant systems of liquid metal fast breeder reactors is described. The full, time-dependent, nonlinear hydrodynamic equations employed in the formulation are approximated by finite-difference forms and solved numerically using the implicit treatment of the density and velocity of the ICE technique. For pressure loading in any range, the method offers a stable and accurate scheme. In the elbow region, a two-dimensional model is considered to approximate the flow in the radial and tangential directions. In the straight pipe or other piping components the flow is assumed to be axisymmetric. The external walls of the pipe and components can be considered either as rigid or deformable, while those of the elbow can only be rigid. In the deformable-wall analysis, a thin-shell model is provided to analyze the dynamic response of the component wall. Three examples are given, illustrating the analysis of pressure-pulse propagation in the fluid contained (1) in an elastic-plastic pipe, (2) in a pipe-elbow loop, and (3) in a simple valve system. (7 references) (U.S.)
Generalized Finite Difference Time Domain Method and Its Application to Acoustics
Directory of Open Access Journals (Sweden)
Jianguo Wei
2015-01-01
Full Text Available A meshless generalized finite difference time domain (GFDTD method is proposed and applied to transient acoustics to overcome difficulties due to use of grids or mesh. Inspired by the derivation of meshless particle methods, the generalized finite difference method (GFDM is reformulated utilizing Taylor series expansion. It is in a way different from the conventional derivation of GFDM in which a weighted energy norm was minimized. The similarity and difference between GFDM and particle methods are hence conveniently examined. It is shown that GFDM has better performance than the modified smoothed particle method in approximating the first- and second-order derivatives of 1D and 2D functions. To solve acoustic wave propagation problems, GFDM is used to approximate the spatial derivatives and the leap-frog scheme is used for time integration. By analog with FDTD, the whole algorithm is referred to as GFDTD. Examples in one- and two-dimensional domain with reflection and absorbing boundary conditions are solved and good agreements with the FDTD reference solutions are observed, even with irregular point distribution. The developed GFDTD method has advantages in solving wave propagation in domain with irregular and moving boundaries.
Kamiński, M.; Supeł, Ł.
2016-02-01
It is widely known that lateral-torsional buckling of a member under bending and warping restraints of its cross-sections in the steel structures are crucial for estimation of their safety and durability. Although engineering codes for steel and aluminum structures support the designer with the additional analytical expressions depending even on the boundary conditions and internal forces diagrams, one may apply alternatively the traditional Finite Element or Finite Difference Methods (FEM, FDM) to determine the so-called critical moment representing this phenomenon. The principal purpose of this work is to compare three different ways of determination of critical moment, also in the context of structural sensitivity analysis with respect to the structural element length. Sensitivity gradients are determined by the use of both analytical and the central finite difference scheme here and contrasted also for analytical, FEM as well as FDM approaches. Computational study is provided for the entire family of the steel I- and H - beams available for the practitioners in this area, and is a basis for further stochastic reliability analysis as well as durability prediction including possible corrosion progress.
Directory of Open Access Journals (Sweden)
Kamiński M.
2016-02-01
Full Text Available It is widely known that lateral-torsional buckling of a member under bending and warping restraints of its cross-sections in the steel structures are crucial for estimation of their safety and durability. Although engineering codes for steel and aluminum structures support the designer with the additional analytical expressions depending even on the boundary conditions and internal forces diagrams, one may apply alternatively the traditional Finite Element or Finite Difference Methods (FEM, FDM to determine the so-called critical moment representing this phenomenon. The principal purpose of this work is to compare three different ways of determination of critical moment, also in the context of structural sensitivity analysis with respect to the structural element length. Sensitivity gradients are determined by the use of both analytical and the central finite difference scheme here and contrasted also for analytical, FEM as well as FDM approaches. Computational study is provided for the entire family of the steel I- and H - beams available for the practitioners in this area, and is a basis for further stochastic reliability analysis as well as durability prediction including possible corrosion progress.
Energy Technology Data Exchange (ETDEWEB)
Wang, Wei [Deprartment of Mathematics. Florida Intl Univ., Miami, FL (United States); Shu, Chi-Wang [Division of Applied Mathematics. Brown Univ., Providence, RI (United States); Yee, H.C. [NASA Ames Research Center (ARC), Moffett Field, Mountain View, CA (United States); Sjögreen, Björn [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
2012-01-01
A new high order finite-difference method utilizing the idea of Harten ENO subcell resolution method is proposed for chemical reactive flows and combustion. In reaction problems, when the reaction time scale is very small, e.g., orders of magnitude smaller than the fluid dynamics time scales, the governing equations will become very stiff. Wrong propagation speed of discontinuity may occur due to the underresolved numerical solution in both space and time. The present proposed method is a modified fractional step method which solves the convection step and reaction step separately. In the convection step, any high order shock-capturing method can be used. In the reaction step, an ODE solver is applied but with the computed flow variables in the shock region modified by the Harten subcell resolution idea. For numerical experiments, a fifth-order finite-difference WENO scheme and its anti-diffusion WENO variant are considered. A wide range of 1D and 2D scalar and Euler system test cases are investigated. Studies indicate that for the considered test cases, the new method maintains high order accuracy in space for smooth flows, and for stiff source terms with discontinuities, it can capture the correct propagation speed of discontinuities in very coarse meshes with reasonable CFL numbers.
International Nuclear Information System (INIS)
This paper describes the the next evolution step in development of the direct method for solving systems of Nonlinear Algebraic Equations (SNAE). These equations arise from the finite difference approximation of original nonlinear partial differential equations (PDE). This method has been extended on the SNAE with three variables. The solving SNAE bases on Reiterating General Singular Value Decomposition of rectangular matrix pencils (RGSVD-algorithm). In contrast to the computer algebra algorithm in integer arithmetic based on the reduction to the Groebner's basis that algorithm is working in floating point arithmetic and realizes the reduction to the Kronecker's form. The possibilities of the method are illustrated on the example of solving the one-dimensional diffusion equation for 3-component model isotope mixture in a ga centrifuge. The implicit scheme for the finite difference equations without simplifying the nonlinear properties of the original equations is realized. The technique offered provides convergence to the solution for the single run. The Toolbox SNAE is developed in the framework of the high performance numeric computation and visualization software MATLAB. It includes more than 30 modules in MATLAB language for solving SNAE with two and three variables. (author)
A coarse-mesh nodal method-diffusive-mesh finite difference method
International Nuclear Information System (INIS)
Modern nodal methods have been successfully used for conventional light water reactor core analyses where the homogenized, node average cross sections (XSs) and the flux discontinuity factors (DFs) based on equivalence theory can reliably predict core behavior. For other types of cores and other geometries characterized by tightly-coupled, heterogeneous core configurations, the intranodal flux shapes obtained from a homogenized nodal problem may not accurately portray steep flux gradients near fuel assembly interfaces or various reactivity control elements. This may require extreme values of DFs (either very large, very small, or even negative) to achieve a desired solution accuracy. Extreme values of DFs, however, can disrupt the convergence of the iterative methods used to solve for the node average fluxes, and can lead to a difficulty in interpolating adjacent DF values. Several attempts to remedy the problem have been made, but nothing has been satisfactory. A new coarse-mesh nodal scheme called the Diffusive-Mesh Finite Difference (DMFD) technique, as contrasted with the coarse-mesh finite difference (CMFD) technique, has been developed to resolve this problem. This new technique and the development of a few-group, multidimensional kinetics computer program are described in this paper
Finite-difference modeling of commercial aircraft using TSAR
Energy Technology Data Exchange (ETDEWEB)
Pennock, S.T.; Poggio, A.J.
1994-11-15
Future aircraft may have systems controlled by fiber optic cables, to reduce susceptibility to electromagnetic interference. However, the digital systems associated with the fiber optic network could still experience upset due to powerful radio stations, radars, and other electromagnetic sources, with potentially serious consequences. We are modeling the electromagnetic behavior of commercial transport aircraft in support of the NASA Fly-by-Light/Power-by-Wire program, using the TSAR finite-difference time-domain code initially developed for the military. By comparing results obtained from TSAR with data taken on a Boeing 757 at the Air Force Phillips Lab., we hope to show that FDTD codes can serve as an important tool in the design and certification of U.S. commercial aircraft, helping American companies to produce safe, reliable air transportation.
Visualization of elastic wavefields computed with a finite difference code
Energy Technology Data Exchange (ETDEWEB)
Larsen, S. [Lawrence Livermore National Lab., CA (United States); Harris, D.
1994-11-15
The authors have developed a finite difference elastic propagation model to simulate seismic wave propagation through geophysically complex regions. To facilitate debugging and to assist seismologists in interpreting the seismograms generated by the code, they have developed an X Windows interface that permits viewing of successive temporal snapshots of the (2D) wavefield as they are calculated. The authors present a brief video displaying the generation of seismic waves by an explosive source on a continent, which propagate to the edge of the continent then convert to two types of acoustic waves. This sample calculation was part of an effort to study the potential of offshore hydroacoustic systems to monitor seismic events occurring onshore.
Finite difference time domain implementation of surface impedance boundary conditions
Beggs, John H.; Luebbers, Raymond J.; Yee, Kane S.; Kunz, Karl S.
1991-01-01
Surface impedance boundary conditions are employed to reduce the solution volume during the analysis of scattering from lossy dielectric objects. In the finite difference solution, they also can be utilized to avoid using small cells, made necessary by shorter wavelengths in conducting media throughout the solution volume. The standard approach is to approximate the surface impedance over a very small bandwidth by its value at the center frequency, and then use that result in the boundary condition. Here, two implementations of the surface impedance boundary condition are presented. One implementation is a constant surface impedance boundary condition and the other is a dispersive surface impedance boundary condition that is applicable over a very large frequency bandwidth and over a large range of conductivities. Frequency domain results are presented in one dimension for two conductivity values and are compared with exact results. Scattering width results from an infinite square cylinder are presented as a two dimensional demonstration. Extensions to three dimensions should be straightforward.
Computational electrodynamics the finite-difference time-domain method
Taflove, Allen
2005-01-01
This extensively revised and expanded third edition of the Artech House bestseller, Computational Electrodynamics: The Finite-Difference Time-Domain Method, offers engineers the most up-to-date and definitive resource on this critical method for solving Maxwell's equations. The method helps practitioners design antennas, wireless communications devices, high-speed digital and microwave circuits, and integrated optical devices with unsurpassed efficiency. There has been considerable advancement in FDTD computational technology over the past few years, and the third edition brings professionals the very latest details with entirely new chapters on important techniques, major updates on key topics, and new discussions on emerging areas such as nanophotonics. What's more, to supplement the third edition, the authors have created a Web site with solutions to problems, downloadable graphics and videos, and updates, making this new edition the ideal textbook on the subject as well.
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.
International Nuclear Information System (INIS)
Shielding calculations of advanced nuclear facilities such as accelerator based neutron sources or fusion devices of the tokamak type are complicated due to their complex geometries and their large dimensions, including bulk shields of several meters thickness. While the complexity of the geometry in the shielding calculation can be hardly handled by the discrete ordinates method, the deep penetration of radiation through bulk shields is a severe challenge for the Monte Carlo particle transport simulation technique. This work proposes a dedicated computational approach for coupled Monte Carlo - deterministic transport calculations to handle this kind of shielding problems. The Monte Carlo technique is used to simulate the particle generation and transport in the target region with both complex geometry and reaction physics, and the discrete ordinates method is used to treat the deep penetration problem in the bulk shield. To enable the coupling of these two different computational methods, a mapping approach has been developed for calculating the discrete ordinates angular flux distribution from the scored data of the Monte Carlo particle tracks crossing a specified surface. The approach has been implemented in an interface program and validated by means of test calculations using a simplified three-dimensional geometric model. Satisfactory agreement was obtained for the angular fluxes calculated by the mapping approach using the MCNP code for the Monte Carlo calculations and direct three-dimensional discrete ordinates calculations using the TORT code. In the next step, a complete program system has been developed for coupled three-dimensional Monte Carlo deterministic transport calculations by integrating the Monte Carlo transport code MCNP, the three-dimensional discrete ordinates code TORT and the mapping interface program. Test calculations with two simple models have been performed to validate the program system by means of comparison calculations using the
Stability analysis for acoustic wave propagation in tilted TI media by finite differences
Bakker, Peter M.; Duveneck, Eric
2011-05-01
Several papers in recent years have reported instabilities in P-wave modelling, based on an acoustic approximation, for inhomogeneous transversely isotropic media with tilted symmetry axis (TTI media). In particular, instabilities tend to occur if the axis of symmetry varies rapidly in combination with strong contrasts of medium parameters, which is typically the case at the foot of a steeply dipping salt flank. In a recent paper, we have proposed and demonstrated a P-wave modelling approach for TTI media, based on rotated stress and strain tensors, in which the wave equations reduce to a coupled set of two second-order partial differential equations for two scalar stress components: a normal component along the variable axis of symmetry and a lateral component of stress in the plane perpendicular to that axis. Spatially constant density is assumed in this approach. A numerical discretization scheme was proposed which uses discrete second-derivative operators for the non-mixed second-order derivatives in the wave equations, and combined first-derivative operators for the mixed second-order derivatives. This paper provides a complete and rigorous stability analysis, assuming a uniformly sampled grid. Although the spatial discretization operator for the TTI acoustic wave equation is not self-adjoint, this operator still defines a complete basis of eigenfunctions of the solution space, provided that the solution space is somewhat restricted at locations where the medium is elliptically anisotropic. First, a stability analysis is given for a discretization scheme, which is purely based on first-derivative operators. It is shown that the coefficients of the central difference operators should satisfy certain conditions. In view of numerical artefacts, such a discretization scheme is not attractive, and the non-mixed second-order derivatives of the wave equation are discretized directly by second-derivative operators. It is shown that this modification preserves
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...
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
Institute of Scientific and Technical Information of China (English)
Yirang YUAN
2006-01-01
For nonlinear coupled system of multilayer dynamics of fluids in porous media, the second order and first order upwind finite difference fractional steps schemes applicable to parallel arithmetic are put forward, and two-dimensional and three-dimensional schemes are used to form a complete set. Some techniques, such as calculus of variations, multiplicative commutation rule of difference operators, decomposition of high order difference operators and prior estimates, are adopted. Optimal order estimates in L2 norm are derived to determine the error in the second order approximate solution.This method has already been applied to the numerical simulation of migration-accumulation of oil resources.
Deb Nath, S. K.; Peyada, N. K.
2015-12-01
In the present study, we have developed a code using Matlab software for solving a rectangular aluminum plate having void, notch, at different boundary conditions discretizing a two dimensional (2D) heat conduction equation by the finite difference technique. We have solved a 2D mixed boundary heat conduction problem analytically using Fourier integrals (Deb Nath et al., 2006; 2007; 2007; Deb Nath and Ahmed, 2008; Deb Nath, 2008; Deb Nath and Afsar, 2009; Deb Nath and Ahmed, 2009; 2009; Deb Nath et al., 2010; Deb Nath, 2013) and the same problem is also solved using the present code developed by the finite difference technique (Ahmed et al., 2005; Deb Nath, 2002; Deb Nath et al., 2008; Ahmed and Deb Nath, 2009; Deb Nath et al., 2011; Mohiuddin et al., 2012). To verify the soundness of the present heat conduction code results using the finite difference method, the distribution of temperature at some sections of a 2D heated plate obtained by the analytical method is compared with those of the plate obtained by the present finite difference method. Interpolation technique is used as an example when the boundary of the plate does not pass through the discretized grid points of the plate. Sometimes hot and cold fluids are passed through rectangular channels in industries and many types of technical equipment. The distribution of temperature of plates including notches, slots with different temperature boundary conditions are studied. Transient heat transfer in several pure metallic plates is also studied to find out the required time to reach equilibrium temperature. So, this study will help find design parameters of such structures.
Directory of Open Access Journals (Sweden)
Deb Nath S.K.
2015-12-01
Full Text Available In the present study, we have developed a code using Matlab software for solving a rectangular aluminum plate having void, notch, at different boundary conditions discretizing a two dimensional (2D heat conduction equation by the finite difference technique. We have solved a 2D mixed boundary heat conduction problem analytically using Fourier integrals (Deb Nath et al., 2006; 2007; 2007; Deb Nath and Ahmed, 2008; Deb Nath, 2008; Deb Nath and Afsar, 2009; Deb Nath and Ahmed, 2009; 2009; Deb Nath et al., 2010; Deb Nath, 2013 and the same problem is also solved using the present code developed by the finite difference technique (Ahmed et al., 2005; Deb Nath, 2002; Deb Nath et al., 2008; Ahmed and Deb Nath, 2009; Deb Nath et al., 2011; Mohiuddin et al., 2012. To verify the soundness of the present heat conduction code results using the finite difference method, the distribution of temperature at some sections of a 2D heated plate obtained by the analytical method is compared with those of the plate obtained by the present finite difference method. Interpolation technique is used as an example when the boundary of the plate does not pass through the discretized grid points of the plate. Sometimes hot and cold fluids are passed through rectangular channels in industries and many types of technical equipment. The distribution of temperature of plates including notches, slots with different temperature boundary conditions are studied. Transient heat transfer in several pure metallic plates is also studied to find out the required time to reach equilibrium temperature. So, this study will help find design parameters of such structures.
改进的基于离散对数的代理签名体制%An Improved Proxy Signature Scheme Based on Discrete Logarithm
Institute of Scientific and Technical Information of China (English)
王宁昌; 王斌
2011-01-01
基于离散对数的代理签名方案,一般分为需要可信中心和不需要可信中心两种.但在现实中,许多特定的应用环境下,一个完全可信的第三方认证中心并不存在,而且在第三方认证中心出现问题时,容易对信息的安全性造成直接影响.因此,构造一个不需要可信中心的代理签名方案显得非常重要.它通过对代理授权信息的盲化,加强了信息的安全性,使得授权信息可以在公共信道中传输.这样不但保证了方案在授权阶段的信息保密性,还在一定程度上提高了方案的性能.%Some proxy signature schemes based on discrete logarithm problem need trusted party to guarantee security.But in reality, it is hard to build a trusted party under some specific application enVJronment.In addition, introduction of a trusted third-party certification may cause problems.Therefore, it is attractive to construct a proxy signature without a trusted party.To enhance security, a proxy signature scheme based on the DLP is proposed.In this scheme, the proxy authorization information issued by the original signer is blinded so that it can be transmitted in the public channel.This scheme can guarantee the confidentiality of information authorization stage, and improve performance of the scheme.
International Nuclear Information System (INIS)
A general Monte Carlo-discrete ordinates radiation transport coupling procedure has been created to study effects of the radiation environment in Hiroshima and Nagasaki due to the bombing of these two cities. The forward two-dimensional, free-field, air-over-ground flux is coupled with an adjoint Monte Carlo calculation. The size, orientation, or translation of the Monte Carlo geometry is unrestricted. The radiation effects calculated are the dose in the interior of a large concrete building in Nagasaki and the activation production of 60Co and 32P in Hiroshima
Black-Scholes finite difference modeling in forecasting of call warrant prices in Bursa Malaysia
Mansor, Nur Jariah; Jaffar, Maheran Mohd
2014-07-01
Call warrant is a type of structured warrant in Bursa Malaysia. It gives the holder the right to buy the underlying share at a specified price within a limited period of time. The issuer of the structured warrants usually uses European style to exercise the call warrant on the maturity date. Warrant is very similar to an option. Usually, practitioners of the financial field use Black-Scholes model to value the option. The Black-Scholes equation is hard to solve analytically. Therefore the finite difference approach is applied to approximate the value of the call warrant prices. The central in time and central in space scheme is produced to approximate the value of the call warrant prices. It allows the warrant holder to forecast the value of the call warrant prices before the expiry date.
A fast high-order finite difference algorithm for pricing American options
Tangman, D. Y.; Gopaul, A.; Bhuruth, M.
2008-12-01
We describe an improvement of Han and Wu's algorithm [H. Han, X.Wu, A fast numerical method for the Black-Scholes equation of American options, SIAM J. Numer. Anal. 41 (6) (2003) 2081-2095] for American options. A high-order optimal compact scheme is used to discretise the transformed Black-Scholes PDE under a singularity separating framework. A more accurate free boundary location based on the smooth pasting condition and the use of a non-uniform grid with a modified tridiagonal solver lead to an efficient implementation of the free boundary value problem. Extensive numerical experiments show that the new finite difference algorithm converges rapidly and numerical solutions with good accuracy are obtained. Comparisons with some recently proposed methods for the American options problem are carried out to show the advantage of our numerical method.
Chernyshenko, Dmitri
2014-01-01
In the finite difference method which is commonly used in computational micromagnetics, the demagnetizing field is usually computed as a convolution of the magnetization vector field with the demagnetizing tensor that describes the magnetostatic field of a cuboidal cell with constant magnetization. An analytical expression for the demagnetizing tensor is available, however at distances far from the cuboidal cell, the numerical evaluation of the analytical expression can be very inaccurate. Due to this large-distance inaccuracy numerical packages such as OOMMF compute the demagnetizing tensor using the explicit formula at distances close to the originating cell, but at distances far from the originating cell a formula based on an asymptotic expansion has to be used. In this work, we describe a method to calculate the demagnetizing field by numerical evaluation of the multidimensional integral in the demagnetization tensor terms using a sparse grid integration scheme. This method improves the accuracy of comput...
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.
Institute of Scientific and Technical Information of China (English)
Yi-rang YUAN; Chang-feng LI; Cheng-shun YANG; Yu-ji HAN
2009-01-01
The research of the miscible oil and water displacement problem with moving boundary values is of great value to the history of oil-gas transport and accumulation in the basin evolution as well as to the rational evaluation in prospecting and exploiting oil-gas resources. The mathematical model can be described as a coupled system of nonlinear partial differential equations with moving boundary values. For the two-dimensional bounded region, the upwind finite difference schemes are proposed. Some techniques, such as the calculus of variations, the change of variables, and the theory of a priori estimates, are used. The optimal order l2-norm estimates are derived for the errors in the approximate solutions. The research is important both theoretically and practically for the model analysis in the field, the model numerical method, and the software development.
Samak, M. Mosleh E. Abu; Bakar, A. Ashrif A.; Kashif, Muhammad; Zan, Mohd Saiful Dzulkifly
2016-01-01
This paper discusses numerical analysis methods for different geometrical features that have limited interval values for typically used sensor wavelengths. Compared with existing Finite Difference Time Domain (FDTD) methods, the alternating direction implicit (ADI)-FDTD method reduces the number of sub-steps by a factor of two to three, which represents a 33% time savings in each single run. The local one-dimensional (LOD)-FDTD method has similar numerical equation properties, which should be calculated as in the previous method. Generally, a small number of arithmetic processes, which result in a shorter simulation time, are desired. The alternating direction implicit technique can be considered a significant step forward for improving the efficiency of unconditionally stable FDTD schemes. This comparative study shows that the local one-dimensional method had minimum relative error ranges of less than 40% for analytical frequencies above 42.85 GHz, and the same accuracy was generated by both methods.
FLUOMEG: a planar finite difference mesh generator for fluid flow problems with parallel boundaries
International Nuclear Information System (INIS)
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
Finite difference approximation of hedging quantities in the Heston model
in't Hout, Karel
2012-09-01
This note concerns the hedging quantities Delta and Gamma in the Heston model for European-style financial options. A modification of the discretization technique from In 't Hout & Foulon (2010) is proposed, which enables a fast and accurate approximation of these important quantities. Numerical experiments are given that illustrate the performance.
Ramadan, Omar
2014-12-01
Systematic split-step finite difference time domain (SS-FDTD) formulations, based on the general Lie-Trotter-Suzuki product formula, are presented for solving the time-dependent Maxwell equations in double-dispersive electromagnetic materials. The proposed formulations provide a unified tool for constructing a family of unconditionally stable algorithms such as the first order split-step FDTD (SS1-FDTD), the second order split-step FDTD (SS2-FDTD), and the second order alternating direction implicit FDTD (ADI-FDTD) schemes. The theoretical stability of the formulations is included and it has been demonstrated that the formulations are unconditionally stable by construction. Furthermore, the dispersion relation of the formulations is derived and it has been found that the proposed formulations are best suited for those applications where a high space resolution is needed. Two-dimensional (2-D) and 3-D numerical examples are included and it has been observed that the SS1-FDTD scheme is computationally more efficient than the ADI-FDTD counterpart, while maintaining approximately the same numerical accuracy. Moreover, the SS2-FDTD scheme allows using larger time step than the SS1-FDTD or ADI-FDTD and therefore necessitates less CPU time, while giving approximately the same numerical accuracy.
Finite-difference modeling of Biot's poroelastic equations across all frequencies
Energy Technology Data Exchange (ETDEWEB)
Masson, Y.J.; Pride, S.R.
2009-10-22
An explicit time-stepping finite-difference scheme is presented for solving Biot's equations of poroelasticity across the entire band of frequencies. In the general case for which viscous boundary layers in the pores must be accounted for, the time-domain version of Darcy's law contains a convolution integral. It is shown how to efficiently and directly perform the convolution so that the Darcy velocity can be properly updated at each time step. At frequencies that are low enough compared to the onset of viscous boundary layers, no memory terms are required. At higher frequencies, the number of memory terms required is the same as the number of time points it takes to sample accurately the wavelet being used. In practice, we never use more than 20 memory terms and often considerably fewer. Allowing for the convolution makes the scheme even more stable (even larger time steps might be used) than it is when the convolution is entirely neglected. The accuracy of the scheme is confirmed by comparing numerical examples to exact analytic results.
Energy Technology Data Exchange (ETDEWEB)
Ewing, R.E.; Saevareid, O.; Shen, J. [Texas A& M Univ., College Station, TX (United States)
1994-12-31
A multigrid algorithm for the cell-centered finite difference on equilateral triangular grids for solving second-order elliptic problems is proposed. This finite difference is a four-point star stencil in a two-dimensional domain and a five-point star stencil in a three dimensional domain. According to the authors analysis, the advantages of this finite difference are that it is an O(h{sup 2})-order accurate numerical scheme for both the solution and derivatives on equilateral triangular grids, the structure of the scheme is perhaps the simplest, and its corresponding multigrid algorithm is easily constructed with an optimal convergence rate. They are interested in relaxation of the equilateral triangular grid condition to certain general triangular grids and the application of this multigrid algorithm as a numerically reasonable preconditioner for the lowest-order Raviart-Thomas mixed triangular finite element method. Numerical test results are presented to demonstrate their analytical results and to investigate the applications of this multigrid algorithm on general triangular grids.
Bakhouche, A.; Doghmane, N.
2008-06-01
In this paper, a new adaptive watermarking algorithm is proposed for still image based on the wavelet transform. The two major applications for watermarking are protecting copyrights and authenticating photographs. Our robust watermarking [3] [22] is used for copyright protection owners. The main reason for protecting copyrights is to prevent image piracy when the provider distributes the image on the Internet. Embed watermark in low frequency band is most resistant to JPEG compression, blurring, adding Gaussian noise, rescaling, rotation, cropping and sharpening but embedding in high frequency is most resistant to histogram equalization, intensity adjustment and gamma correction. In this paper, we extend the idea to embed the same watermark in two bands (LL and HH bands or LH and HL bands) at the second level of Discrete Wavelet Transform (DWT) decomposition. Our generalization includes all the four bands (LL, HL, LH, and HH) by modifying coefficients of the all four bands in order to compromise between acceptable imperceptibility level and attacks' resistance.
A finite difference model for free surface gravity drainage
Energy Technology Data Exchange (ETDEWEB)
Couri, F.R.; Ramey, H.J. Jr.
1993-09-01
The unconfined gravity flow of liquid with a free surface into a well is a classical well test problem which has not been well understood by either hydrologists or petroleum engineers. Paradigms have led many authors to treat an incompressible flow as compressible flow to justify the delayed yield behavior of a time-drawdown test. A finite-difference model has been developed to simulate the free surface gravity flow of an unconfined single phase, infinitely large reservoir into a well. The model was verified with experimental results in sandbox models in the literature and with classical methods applied to observation wells in the Groundwater literature. The simulator response was also compared with analytical Theis (1935) and Ramey et al. (1989) approaches for wellbore pressure at late producing times. The seepage face in the sandface and the delayed yield behavior were reproduced by the model considering a small liquid compressibility and incompressible porous medium. The potential buildup (recovery) simulated by the model evidenced a different- phenomenon from the drawdown, contrary to statements found in the Groundwater literature. Graphs of buildup potential vs time, buildup seepage face length vs time, and free surface head and sand bottom head radial profiles evidenced that the liquid refills the desaturating cone as a flat moving surface. The late time pseudo radial behavior was only approached after exaggerated long times.
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.
Hierarchical Parallelism in Finite Difference Analysis of Heat Conduction
Padovan, Joseph; Krishna, Lala; Gute, Douglas
1997-01-01
Based on the concept of hierarchical parallelism, this research effort resulted in highly efficient parallel solution strategies for very large scale heat conduction problems. Overall, the method of hierarchical parallelism involves the partitioning of thermal models into several substructured levels wherein an optimal balance into various associated bandwidths is achieved. The details are described in this report. Overall, the report is organized into two parts. Part 1 describes the parallel modelling methodology and associated multilevel direct, iterative and mixed solution schemes. Part 2 establishes both the formal and computational properties of the scheme.
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.
A finite-difference contrast source inversion method
Abubakar, A.; Hu, W.; van den Berg, P. M.; Habashy, T. M.
2008-12-01
We present a contrast source inversion (CSI) algorithm using a finite-difference (FD) approach as its backbone for reconstructing the unknown material properties of inhomogeneous objects embedded in a known inhomogeneous background medium. Unlike the CSI method using the integral equation (IE) approach, the FD-CSI method can readily employ an arbitrary inhomogeneous medium as its background. The ability to use an inhomogeneous background medium has made this algorithm very suitable to be used in through-wall imaging and time-lapse inversion applications. Similar to the IE-CSI algorithm the unknown contrast sources and contrast function are updated alternately to reconstruct the unknown objects without requiring the solution of the full forward problem at each iteration step in the optimization process. The FD solver is formulated in the frequency domain and it is equipped with a perfectly matched layer (PML) absorbing boundary condition. The FD operator used in the FD-CSI method is only dependent on the background medium and the frequency of operation, thus it does not change throughout the inversion process. Therefore, at least for the two-dimensional (2D) configurations, where the size of the stiffness matrix is manageable, the FD stiffness matrix can be inverted using a non-iterative inversion matrix approach such as a Gauss elimination method for the sparse matrix. In this case, an LU decomposition needs to be done only once and can then be reused for multiple source positions and in successive iterations of the inversion. Numerical experiments show that this FD-CSI algorithm has an excellent performance for inverting inhomogeneous objects embedded in an inhomogeneous background medium.
Coarse mesh finite difference formulation for accelerated Monte Carlo eigenvalue calculation
International Nuclear Information System (INIS)
Highlights: • Coarse Mesh Finite Difference (CMFD) formulation is applied to Monte Carlo (MC) calculations. • CMFD leads very rapid convergence of the MC fission source distribution. • The variance bias problem is less significant in three dimensional problems for local tallies. • CMFD-MC enables using substantially many particles without causing waste in inactive cycles. • CMFD-MC is suitable for power reactor calculations requiring many particles per cycle. - Abstract: An efficient Monte Carlo (MC) eigenvalue calculation method for source convergence acceleration and stabilization is developed by employing the Coarse Mesh Finite Difference (CMFD) formulation. The detailed methods for constructing the CMFD system using proper MC tallies are devised such that the coarse mesh homogenization parameters are dynamically produced. These involve the schemes for tally accumulation and periodic reset of the CMFD system. The method for feedback which is to adjust the MC fission source distribution (FSD) using the CMFD global solution is then introduced through a weight adjustment scheme. The CMFD accelerated MC (CMFD-MC) calculation is examined first for a simple one-dimensional multigroup problem to investigate the effectiveness of the accelerated fission source convergence process and also to analyze the sensitivity of the CMFD-MC solutions on the size of coarse meshes and on the number of CMFD energy groups. The performance of CMFD acceleration is then assessed for a set of two-dimensional and three-dimensional multigroup (3D) pressurized water reactor core problems. It is demonstrated that very rapid convergence of the MC FSD is possible with the CMFD formulation in that a sufficiently converged MC FSD can be obtained within 20 cycles even for large three-dimensional problems which would require more than 600 inactive cycles with the standard MC fission source iteration scheme. It is also shown that the optional application of the CMFD formulation in the
International Nuclear Information System (INIS)
Highlights: • The stiffness confinement method is combined with multigroup CMFD with SENM nodal kernel. • The systematic methods for determining the shape and amplitude frequencies are established. • Eigenvalue problems instead of fixed source problems are solved in the transient calculation. • It is demonstrated that much larger time step sizes can be used with the SCM–CMFD method. - Abstract: An improved Stiffness Confinement Method (SCM) is formulated within the framework of the coarse mesh finite difference (CMFD) formulation for efficient multigroup spatial kinetics calculation. The algorithm for searching for the amplitude frequency that makes the dynamic eigenvalue unity is developed in a systematic way along with the methods for determining the shape and precursor frequencies. A nodal calculation scheme is established within the CMFD framework to incorporate the cross section changes due to thermal feedback and dynamic frequency update. The conditional nodal update scheme is employed such that the transient calculation is performed mostly with the CMFD formulation and the CMFD parameters are conditionally updated by intermittent nodal calculations. A quadratic representation of amplitude frequency is introduced as another improvement. The performance of the improved SCM within the CMFD framework is assessed by comparing the solution accuracy and computing times for the NEACRP control rod ejection benchmark problems with those obtained with the Crank–Nicholson method with exponential transform (CNET). It is demonstrated that the improved SCM is beneficial for large time step size calculations with stability and accuracy enhancement
Dynamic ultimate load analysis using a finite difference method
International Nuclear Information System (INIS)
The method of numerical integration is explained on a one-degree-of-freedom system. A generalization to systems with several degrees of freedom is given. The conditions for numerical stability and for getting a sufficient approximation to the exact solution of the differential equations are dealt with. Not only a time discretization but also a geometric discretization is necessary. This may be anticipated by a lumped-mass dynamic model, or, with continuous bodies, it could be performed, e.g., by a mesh pattern of finite coordinate differences. Examples are given for the numerical treatment especially of beams and plates. Starting from the corresponding differential equations describing a process of wave propagation, the rotational inertia of single beam or plate elements as well as the transverse shear deformations are included. By this numerical method of dynamic analysis suitable for computer programming, point-by-point time-history solutions are obtained for deterministic excitations and for material properties, both varying arbitrarily with time and space. Applications for practical dynamic problems of nuclear structural design taking into account a defined material ductility are discussed. (orig./HP)
Bivariate discrete Linnik distribution
Directory of Open Access Journals (Sweden)
Davis Antony Mundassery
2014-10-01
Full Text Available Christoph and Schreiber (1998a studied the discrete analogue of positive Linnik distribution and obtained its characterizations using survival function. In this paper, we introduce a bivariate form of the discrete Linnik distribution and study its distributional properties. Characterizations of the bivariate distribution are obtained using compounding schemes. Autoregressive processes are developed with marginals follow the bivariate discrete Linnik distribution.
Bivariate discrete Linnik distribution
Davis Antony Mundassery; Jayakumar, K.
2014-01-01
Christoph and Schreiber (1998a) studied the discrete analogue of positive Linnik distribution and obtained its characterizations using survival function. In this paper, we introduce a bivariate form of the discrete Linnik distribution and study its distributional properties. Characterizations of the bivariate distribution are obtained using compounding schemes. Autoregressive processes are developed with marginals follow the bivariate discrete Linnik distribution.
Institute of Scientific and Technical Information of China (English)
ZikangWu; ArneJakobsen; 等
1994-01-01
The pupose of this paper is to investigate the validity of a lumped model,i.e.a reaction front model,for the simulation of solid absorption process.A distributed model is developed for solid absorption process,and a dimensionless RF number is suggested to predict the qualitative shape of reaction degree profile.The simulation results from the reaction front model are compared with those from the distributed model solved by a finite difference scheme,and it is shown that they are in good agreement in almost all cased.no matter whether there is reaction front or not.
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
For the three-dimensional coupled system of multilayer dynamics of fluids in porous media, the second-order upwind finite difference fractional steps schemes applicable to parallel arithmetic are put forward. Some techniques, such as calculus of variations, energy method,multiplicative commutation rule of difference operators, decomposition of high order difference operators and prior estimates are adopted. Optimal order estimates in l2 norm are derived to determine the error in the second-order approximate solution. These methods have already been applied to the numerical simulation of migration-accumulation of oil resources.
Sound field of thermoacoustic tomography based on a modified finite-difference time-domain method
Institute of Scientific and Technical Information of China (English)
ZHANG Chi; WANG Yuanyuan
2009-01-01
A modified finite-difference time-domain (FDTD) method is proposed for the sound field simulation of the thermoacoustic tomography (TAT) in the acoustic speed inhomogeneous medium. First, the basic equations of the TAT are discretized to difference ones by the FDTD. Then the electromagnetic pulse, the excitation source of the TAT, is modified twice to eliminate the error introduced by high frequency electromagnetic waves. Computer simulations are carried out to validate this method. It is shown that the FDTD method has a better accuracy than the commonly used time-of-flight (TOF) method in the TAT with the inhomogeneous acoustic speed. The error of the FDTD is ten times smaller than that of the TOF in the simulation for the acoustic speed difference larger than 50%. So this FDTD method is an efficient one for the sound field simulation of the TAT and can provide the theoretical basis for the study of reconstruction algorithms of the TAT in the acoustic heterogeneous medium.
Directory of Open Access Journals (Sweden)
Tsugio Fukuchi
2014-06-01
Full Text Available The finite difference method (FDM based on Cartesian coordinate systems can be applied to numerical analyses over any complex domain. A complex domain is usually taken to mean that the geometry of an immersed body in a fluid is complex; here, it means simply an analytical domain of arbitrary configuration. In such an approach, we do not need to treat the outer and inner boundaries differently in numerical calculations; both are treated in the same way. Using a method that adopts algebraic polynomial interpolations in the calculation around near-wall elements, all the calculations over irregular domains reduce to those over regular domains. Discretization of the space differential in the FDM is usually derived using the Taylor series expansion; however, if we use the polynomial interpolation systematically, exceptional advantages are gained in deriving high-order differences. In using the polynomial interpolations, we can numerically solve the Poisson equation freely over any complex domain. Only a particular type of partial differential equation, Poisson's equations, is treated; however, the arguments put forward have wider generality in numerical calculations using the FDM.
Mimetic finite difference method for the stokes problem on polygonal meshes
Energy Technology Data Exchange (ETDEWEB)
Lipnikov, K [Los Alamos National Laboratory; Beirao Da Veiga, L [DIPARTIMENTO DI MATE; Gyrya, V [PENNSYLVANIA STATE UNIV; Manzini, G [ISTIUTO DI MATEMATICA
2009-01-01
Various approaches to extend the finite element methods to non-traditional elements (pyramids, polyhedra, etc.) have been developed over the last decade. Building of basis functions for such elements is a challenging task and may require extensive geometry analysis. The mimetic finite difference (MFD) method has many similarities with low-order finite element methods. Both methods try to preserve fundamental properties of physical and mathematical models. The essential difference is that the MFD method uses only the surface representation of discrete unknowns to build stiffness and mass matrices. Since no extension inside the mesh element is required, practical implementation of the MFD method is simple for polygonal meshes that may include degenerate and non-convex elements. In this article, we develop a MFD method for the Stokes problem on arbitrary polygonal meshes. The method is constructed for tensor coefficients, which will allow to apply it to the linear elasticity problem. The numerical experiments show the second-order convergence for the velocity variable and the first-order for the pressure.
International Nuclear Information System (INIS)
The lowest order Nodal Integral Method (NIM) which belongs to a large class of nodal methods, the Lawrence-Dorning class, is written in a five-point, weighted-difference form and contrasted against the edge-centered Finite Difference Method (FDM). The final equations for the two methods exhibit three differences: the NIM employs almost three times as many discrete-variables (which are node- and surface-averaged values of the flux) as the FDM; the spatial weights in the NIM include hyperbolic functions opposed to the algebraic weights in the FDM; the NIM explicitly imposes continuity of the net current across cell edges. A homogeneous model problem is devised to enable an analytical study of the numerical solutions accuracy. The analysis shows that on a given mesh the FDM calculated fundamental mode eigenvalue is more accurate than that calculated by the NIM. However, the NIM calculated flux distribution is more accurate, especially when the problem size is several times as thick as the diffusion length. Numerical results for a nonhomogeneous test problem indicate the very high accuracy of the NIM for fixed source problems in such cases. 18 refs., 1 fig., 1 tab
Application of a Strong Tracking Finite-Difference Extended Kalman Filter to Eye Tracking
Zhang, Zutao; Zhang, Jiashu
2010-01-01
This paper proposes a new eye tracking method using strong finite-difference Kalman filter. Firstly, strong tracking factor is introduced to modify priori covariance matrix to improve the accuracy of the eye tracking algorithm. Secondly, the finite-difference method is proposed to replace partial derivatives of nonlinear functions to eye tracking. From above deduction, the new strong finite-difference Kalman filter becomes very simple because of replacing partial derivatives calculation using...
Accurate finite difference beam propagation method for complex integrated optical structures
DEFF Research Database (Denmark)
Rasmussen, Thomas; Povlsen, Jørn Hedegaard; Bjarklev, Anders Overgaard
1993-01-01
A simple and effective finite-difference beam propagation method in a z-varying nonuniform mesh is developed. The accuracy and computation time for this method are compared with a standard finite-difference method for both the 3-D and 2-D versions......A simple and effective finite-difference beam propagation method in a z-varying nonuniform mesh is developed. The accuracy and computation time for this method are compared with a standard finite-difference method for both the 3-D and 2-D versions...
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.
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.
同时基于离散对数和素因子分解的新的数字签名方案%New Signature Schemes Based on Discrete Logarithms and Factoring
Institute of Scientific and Technical Information of China (English)
吴秋新; 杨义先; 胡正名
2001-01-01
提出了两个新的数字签名方案，它们的安全性同时基于离散对数和素因子分解两个困难问题，并各有特点.对两个方案的性能和可能遭受到的攻击进行了详细讨论.%Two new digital signature schemes whose security are based onboth discrete logarithms and factorization are proposed.The paper also considers some possible attacks to the schemes,shows that the two schemes are more secure than the ElGamal's signature scheme and the Rabin's signature scheme.
Semi-implicit finite difference methods for three-dimensional shallow water flow
Casulli, Vincenzo; Cheng, Ralph T.
1992-01-01
A semi-implicit finite difference method for the numerical solution of three-dimensional shallow water flows is presented and discussed. The governing equations are the primitive three-dimensional turbulent mean flow equations where the pressure distribution in the vertical has been assumed to be hydrostatic. In the method of solution a minimal degree of implicitness has been adopted in such a fashion that the resulting algorithm is stable and gives a maximal computational efficiency at a minimal computational cost. At each time step the numerical method requires the solution of one large linear system which can be formally decomposed into a set of small three-diagonal systems coupled with one five-diagonal system. All these linear systems are symmetric and positive definite. Thus the existence and uniquencess of the numerical solution are assured. When only one vertical layer is specified, this method reduces as a special case to a semi-implicit scheme for solving the corresponding two-dimensional shallow water equations. The resulting two- and three-dimensional algorithm has been shown to be fast, accurate and mass-conservative and can also be applied to simulate flooding and drying of tidal mud-flats in conjunction with three-dimensional flows. Furthermore, the resulting algorithm is fully vectorizable for an efficient implementation on modern vector computers.
Accurate 3-D finite difference computation of traveltimes in strongly heterogeneous media
Noble, M.; Gesret, A.; Belayouni, N.
2014-12-01
Seismic traveltimes and their spatial derivatives are the basis of many imaging methods such as pre-stack depth migration and tomography. A common approach to compute these quantities is to solve the eikonal equation with a finite-difference scheme. If many recently published algorithms for resolving the eikonal equation do now yield fairly accurate traveltimes for most applications, the spatial derivatives of traveltimes remain very approximate. To address this accuracy issue, we develop a new hybrid eikonal solver that combines a spherical approximation when close to the source and a plane wave approximation when far away. This algorithm reproduces properly the spherical behaviour of wave fronts in the vicinity of the source. We implement a combination of 16 local operators that enables us to handle velocity models with sharp vertical and horizontal velocity contrasts. We associate to these local operators a global fast sweeping method to take into account all possible directions of wave propagation. Our formulation allows us to introduce a variable grid spacing in all three directions of space. We demonstrate the efficiency of this algorithm in terms of computational time and the gain in accuracy of the computed traveltimes and their derivatives on several numerical examples.
A Finite-Difference Solution of Solute Transport through a Membrane Bioreactor
Directory of Open Access Journals (Sweden)
B. Godongwana
2015-01-01
Full Text Available The current paper presents a theoretical analysis of the transport of solutes through a fixed-film membrane bioreactor (MBR, immobilised with an active biocatalyst. The dimensionless convection-diffusion equation with variable coefficients was solved analytically and numerically for concentration profiles of the solutes through the MBR. The analytical solution makes use of regular perturbation and accounts for radial convective flow as well as axial diffusion of the substrate species. The Michaelis-Menten (or Monod rate equation was assumed for the sink term, and the perturbation was extended up to second-order. In the analytical solution only the first-order limit of the Michaelis-Menten equation was considered; hence the linearized equation was solved. In the numerical solution, however, this restriction was lifted. The solution of the nonlinear, elliptic, partial differential equation was based on an implicit finite-difference method (FDM. An upwind scheme was employed for numerical stability. The resulting algebraic equations were solved simultaneously using the multivariate Newton-Raphson iteration method. The solution allows for the evaluation of the effect on the concentration profiles of (i the radial and axial convective velocity, (ii the convective mass transfer rates, (iii the reaction rates, (iv the fraction retentate, and (v the aspect ratio.
Treatment of late time instabilities in finite difference EMP scattering codes
International Nuclear Information System (INIS)
Time-domain solutions to the finite-differenced Maxwell's equations give rise to several well-known nonphysical propagation anomalies. In particular, when a radiative electric-field look back scheme is employed to terminate the calculation, a high-frequency, growing, numerical instability is introduced. This paper describes the constraints made on the mesh to minimize this instability, and a technique of applying an absorbing sheet to damp out this instability without altering the early time solution. Also described are techniques to extend the data record in the presence of high-frequency noise through application of a low-pass digital filter and the fitting of a damped sinusoid to the late-time tail of the data record. An application of these techniques is illustrated with numerical models of the FB-111 aircraft and the B-52 aircraft in the in-flight refueling configuration using the THREDE finite difference computer code. Comparisons are made with experimental scale model measurements with agreement typically on the order of 3 to 6 dB near the fundamental resonances
The computation of pressure waves in shock tubes by a finite difference procedure
International Nuclear Information System (INIS)
A finite difference solution of one-dimensional unsteady isentropic compressible flow equations is presented. The computer program has been tested by solving some cases of the Riemann shock tube problem. Predictions are in good agreement with those presented by other authors. Some inaccuracies may be attributed to the wave smearing consequent of the finite-difference treatment. (author)
Liu, C.; Liu, Z.
1993-01-01
The high order finite difference and multigrid methods have been successfully applied to direct numerical simulation (DNS) for flow transition in 3D channels and 3D boundary layers with 2D and 3D isolated and distributed roughness in a curvilinear coordinate system. A fourth-order finite difference technique on stretched and staggered grids, a fully-implicit time marching scheme, a semicoarsening multigrid method associated with line distributive relaxation scheme, and a new treatment of the outflow boundary condition, which needs only a very short buffer domain to damp all wave reflection, are developed. These approaches make the multigrid DNS code very accurate and efficient. This makes us not only able to do spatial DNS for the 3D channel and flat plate at low computational costs, but also able to do spatial DNS for transition in the 3D boundary layer with 3D single and multiple roughness elements. Numerical results show good agreement with the linear stability theory, the secondary instability theory, and a number of laboratory experiments.
Kreider, Kevin L.; Baumeister, Kenneth J.
1996-01-01
An explicit finite difference real time iteration scheme is developed to study harmonic sound propagation in aircraft engine nacelles. To reduce storage requirements for future large 3D problems, the time dependent potential form of the acoustic wave equation is used. To insure that the finite difference scheme is both explicit and stable for a harmonic monochromatic sound field, a parabolic (in time) approximation is introduced to reduce the order of the governing equation. The analysis begins with a harmonic sound source radiating into a quiescent duct. This fully explicit iteration method then calculates stepwise in time to obtain the 'steady state' harmonic solutions of the acoustic field. For stability, applications of conventional impedance boundary conditions requires coupling to explicit hyperbolic difference equations at the boundary. The introduction of the time parameter eliminates the large matrix storage requirements normally associated with frequency domain solutions, and time marching attains the steady-state quickly enough to make the method favorable when compared to frequency domain methods. For validation, this transient-frequency domain method is applied to sound propagation in a 2D hard wall duct with plug flow.
DEFF Research Database (Denmark)
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 of the...... discretization of the mixed, linear boundary condition on stability, assuming the two-point, forward-difference approximation for the gradient at the left boundary (electrode). Criteria regulating the error growth in time have been identified. In particular it has been shown that, in contrast to the claims of...
Finite difference modeling of sinking stage curved beam based on revised Vlasov equations
Institute of Scientific and Technical Information of China (English)
张磊; 朱真才; 沈刚; 曹国华
2015-01-01
For the static analysis of the sinking stage curved beam, a finite difference model was presented based on the proposed revised Vlasov equations. First, revised Vlasov equations for thin-walled curved beams with closed sections were deduced considering the shear strain on the mid-surface of the cross-section. Then, the finite difference formulation of revised Vlasov equations was implemented with the parabolic interpolation based on Taylor series. At last, the finite difference model was built by substituting geometry and boundary conditions of the sinking stage curved beam into the finite difference formulation. The validity of present work is confirmed by the published literature and ANSYS simulation results. It can be concluded that revised Vlasov equations are more accurate than the original one in the analysis of thin-walled beams with closed sections, and that present finite difference model is applicable in the evaluation of the sinking stage curved beam.
Vinh, Hoang; Dwyer, Harry A.; Van Dam, C. P.
1992-01-01
The applications of two CFD-based finite-difference methods to computational electromagnetics are investigated. In the first method, the time-domain Maxwell's equations are solved using the explicit Lax-Wendroff scheme and in the second method, the second-order wave equations satisfying the Maxwell's equations are solved using the implicit Crank-Nicolson scheme. The governing equations are transformed to a generalized curvilinear coordinate system and solved on a body-conforming mesh using the scattered-field formulation. The induced surface current and the bistatic radar cross section are computed and the results are validated for several two-dimensional test cases involving perfectly-conducting scatterers submerged in transverse-magnetic plane waves.
Beam, R. M.; Warming, R. F.
1976-01-01
An implicit finite-difference scheme is developed for the efficient numerical solution of nonlinear hyperbolic systems in conservation-law form. The algorithm is second-order time-accurate, noniterative, and in a spatially factored form. Second- or fourth-order central and second-order one-sided spatial differencing are accommodated within the solution of a block tridiagonal system of equations. Significant conceptual and computational simplifications are made for systems whose flux vectors are homogeneous functions (of degree one), e.g., the Eulerian gasdynamic equations. Conservative hybrid schemes, which switch from central to one-sided spatial differencing whenever the local characteristic speeds are of the same sign, are constructed to improve the resolution of weak solutions. Numerical solutions are presented for a nonlinear scalar model equation and the two-dimensional Eulerian gasdynamic equations.
Institute of Scientific and Technical Information of China (English)
周克元
2014-01-01
T he security of Z-C digital signature schemes and I-T digital signature schemes based on discrete logarithms and factoring were analyzed .If the difficulties of discrete logarithms or factoring can be solved , Z-C digital signature schemes can be attacked by forged signature . If the difficulties of discrete logarithms can be solved , I-T digital signature schemes can be attacked by forged signature .%对基于离散对数和因子分解双难题的数字签名方案Z-C方案和I-T方案进行了攻击分析。若因子分解难题可计算或离散对数难题可计算，则Z-C方案可被替换消息伪造签名攻击；若离散对数难题可计算，则I-T方案可被伪造签名攻击。
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.
On generalized discrete PML optimized for propagative and evanescent waves
Druskin, Vladimir; Guddati, Murthy; Hagstrom, Thomas
2012-01-01
We suggest a unified spectrally matched optimal grid approach for finite-difference and finite-element approximation of the PML. The new approach allows to combine optimal discrete absorption for both evanescent and propagative waves.
Institute of Scientific and Technical Information of China (English)
张兴华
2014-01-01
In this paper we analyse in detail the existing discrete logarithm problem-based strong proxy signature schemes,and find that these schemes have the defects of not being able to resist the public key substitution attack,and we provide the attacking methods as well. Based on the difficulty of discrete logarithm and Schnorr system,we present a new strong proxy signature scheme by improving the signature algorithm.We elaborately analyse the new scheme in its capabilities of resisting the public key substitution attack and limiting the range of proxy signature and the signature time.The new scheme has stronger practicability and security.%详细分析现有的基于离散对数问题的强代理签名方案，发现方案存在不能抵抗公钥替换攻击的缺陷，并给出攻击方法。基于离散对数的困难性和Schnorr体制，通过签名算法的改进，给出一种新的强代理签名方案。重点分析新方案可以抵抗公钥替换攻击，可以对代理签名的范围和签名时间进行限制等。该方案的实用性及安全性更强。
R. Muthucumaraswamy; Saravanan Balasubramani
2016-01-01
MHD and thermal radiation effects on unsteady flow past an oscillating semi-infinite vertical plate with variable surface temperature and uniform mass flux have been studied. The dimensionless governing equations are solved by an efficient, more accurate, unconditionally stable and fast converging implicit finite difference scheme. The effect of velocity, concentratiion and temperature profiles for different parameters like magnetic field , thermal radiation, Schmidt number, therm...
Popov, Anton; Kaus, Boris
2015-04-01
This software project aims at bringing the 3D lithospheric deformation modeling to a qualitatively different level. Our code LaMEM (Lithosphere and Mantle Evolution Model) is based on the following building blocks: * Massively-parallel data-distributed implementation model based on PETSc library * Light, stable and accurate staggered-grid finite difference spatial discretization * Marker-in-Cell pedictor-corector time discretization with Runge-Kutta 4-th order * Elastic stress rotation algorithm based on the time integration of the vorticity pseudo-vector * Staircase-type internal free surface boundary condition without artificial viscosity contrast * Geodynamically relevant visco-elasto-plastic rheology * Global velocity-pressure-temperature Newton-Raphson nonlinear solver * Local nonlinear solver based on FZERO algorithm * Coupled velocity-pressure geometric multigrid preconditioner with Galerkin coarsening Staggered grid finite difference, being inherently Eulerian and rather complicated discretization method, provides no natural treatment of free surface boundary condition. The solution based on the quasi-viscous sticky-air phase introduces significant viscosity contrasts and spoils the convergence of the iterative solvers. In LaMEM we are currently implementing an approximate stair-case type of the free surface boundary condition which excludes the empty cells and restores the solver convergence. Because of the mutual dependence of the stress and strain-rate tensor components, and their different spatial locations in the grid, there is no straightforward way of implementing the nonlinear rheology. In LaMEM we have developed and implemented an efficient interpolation scheme for the second invariant of the strain-rate tensor, that solves this problem. Scalable efficient linear solvers are the key components of the successful nonlinear problem solution. In LaMEM we have a range of PETSc-based preconditioning techniques that either employ a block factorization of
Analysis of Finite Elements and Finite Differences for Shallow Water Equations: A Review
Neta, Beny
1992-01-01
Mathematics and Computers in Simulation, 34, (1992), 141–161. In this review article we discuss analyses of finite-element and finite-difference approximations of the shallow water equations. An extensive bibliography is given.
Techniques for correcting approximate finite difference solutions. [applied to transonic flow
Nixon, D.
1979-01-01
A method of correcting finite-difference solutions for the effect of truncation error or the use of an approximate basic equation is presented. Applications to transonic flow problems are described and examples given.
APPLICATION OF A FINITE-DIFFERENCE TECHNIQUE TO THE HUMAN RADIOFREQUENCY DOSIMETRY PROBLEM
A powerful finite difference numerical technique has been applied to the human radiofrequency dosimetry problem. The method possesses inherent advantages over the method of moments approach in that its implementation requires much less computer memory. Consequently, it has the ca...
The finite-difference and finite-element modeling of seismic wave propagation and earthquake motion
International Nuclear Information System (INIS)
Numerical modeling of seismic wave propagation and earthquake motion is an irreplaceable tool in investigation of the Earth's structure, processes in the Earth, and particularly earthquake phenomena. Among various numerical methods, the finite-difference method is the dominant method in the modeling of earthquake motion. Moreover, it is becoming more important in the seismic exploration and structural modeling. At the same time we are convinced that the best time of the finite-difference method in seismology is in the future. This monograph provides tutorial and detailed introduction to the application of the finite-difference, finite-element, and hybrid finite-difference-finite-element methods to the modeling of seismic wave propagation and earthquake motion. The text does not cover all topics and aspects of the methods. We focus on those to which we have contributed. (Author)
Hybrid lattice-Boltzmann and finite-difference simulation of electroosmotic flow in a microchannel
International Nuclear Information System (INIS)
A three-dimensional (3D) transient mathematical model is developed to simulate electroosmotic flows (EOFs) in a homogeneous, square cross-section microchannel, with and without considering the effects of axial pressure gradients. The general governing equations for electroosmotic transport are incompressible Navier-Stokes equations for fluid flow and the nonlinear Poisson-Boltzmann (PB) equation for electric potential distribution within the channel. In the present numerical approach, the hydrodynamic equations are solved using a lattice-Boltzmann (LB) algorithm and the PB equation is solved using a finite-difference (FD) method. The hybrid LB-FD numerical scheme is implemented on an iterative framework solving the system of coupled time-dependent partial differential equations subjected to the pertinent boundary conditions. Transient behavior of the EOF and effects due to the variations of different physicochemical parameters on the electroosmotic velocity profile are investigated. Transport characteristics for the case of combined electroosmotic- and pressure-driven microflows are also examined with the present model. For the sake of comparison, the cases of both favorable and adverse pressure gradients are considered. EOF behaviors of the non-Newtonian fluid are studied through implementation of the power-law model in the 3D LB algorithm devised for the fluid flow analysis. Numerical simulations reveal that the rheological characteristic of the fluid changes the EOF pattern to a considerable extent and can have significant consequences in the design of electroosmotically actuated bio-microfluidic systems. To improve the performance of the numerical solver, the proposed algorithm is implemented for parallel computing architectures and the overall parallel performance is found to improve with the number of processors.
Srivastava, Vineet K.; Mukesh K. Awasthi; Sarita Singh
2013-01-01
This article describes a new implicit finite-difference method: an implicit logarithmic finite-difference method (I-LFDM), for the numerical solution of two dimensional time-dependent coupled viscous Burgers’ equation on the uniform grid points. As the Burgers’ equation is nonlinear, the proposed technique leads to a system of nonlinear systems, which is solved by Newton's iterative method at each time step. Computed solutions are compared with the analytical solutions and those already avail...
A modified symplectic scheme for seismic wave modeling
Liu, Shaolin; Li, Xiaofan; Wang, Wenshuai; Xu, Ling; Li, Bingfei
2015-05-01
Symplectic integrators are well known for their excellent performance in solving partial differential equation of dynamical systems because they are capable of preserving some conservative properties of dynamic equations. However, there are not enough high-order, for example third-order symplectic schemes, which are suitable for seismic wave equations. Here, we propose a strategy to construct a symplectic scheme that is based on a so-called high-order operator modification method. We first employ a conventional two-stage Runge-Kutta-Nyström (RKN) method to solve the ordinary differential equations, which are derived from the spatial discretization of the seismic wave equations. We then add a high-order term to the RKN method. Finally, we obtain a new third-order symplectic scheme with all positive symplectic coefficients, and it is defined based on the order condition, the symplectic condition, the stability condition and the dispersion relation. It is worth noting that the new scheme is independent of the spatial discretization type used, and we simply apply some finite difference operators to approximate the spatial derivatives of the isotropic elastic equations for a straightforward discussion. For the theoretical analysis, we obtain the semi-analytic stability conditions of our scheme with various orders of spatial approximation. The stability and dispersion properties of our scheme are also compared with conventional schemes to illustrate the favorable numerical behaviors of our scheme in terms of precision, stability and dispersion characteristics. Finally, three numerical experiments are employed to further demonstrate the validity of our method. The modified strategy that is proposed in this paper can be used to construct other explicit symplectic schemes.
Wang, Zhi-Hua; Bou-Zeid, Elie; Smith, James A.
2011-02-01
In the urban environment, surface temperatures and conductive heat fluxes through solid media (roofs, walls, roads and vegetated surfaces) are of paramount importance for the comfort of residents (indoors) and for microclimatic conditions (outdoors). Fully discrete numerical methods are currently used to model heat transfer in these solid media in parametrisations of built surfaces commonly used in weather prediction models. These discrete methods usually use finite difference schemes in both space and time. We propose a spatially-analytical scheme where the temperature field and conductive heat fluxes are solved analytically in space. Spurious numerical oscillations due to temperature discontinuities at the sublayer interfaces can be avoided since the method does not involve spatial discretisation. The proposed method is compared to the fully discrete method for a test case of one-dimensional heat conduction with sinusoidal forcing. Subsequently, the analytical scheme is incorporated into the offline version of the current urban canopy model (UCM) used in the Weather Research and Forecasting model and the new UCM is validated against field measurements using a wireless sensor network and other supporting measurements over a suburban area under real-world conditions. Results of the comparison clearly show the advantage of the proposed scheme over the fully discrete model, particularly for more complicated cases.
International Nuclear Information System (INIS)
In the lagrangian calculations of some nuclear reactor problems such as a bubble expansion in the core of a fast breeder reactor, the crash of an airplane on the external containment or the perforation of a concrete slab by a rigid missile, the mesh may become highly distorted. A remesh is then necessary to continue the calculation with precision and economy. Similarly, an eulerian calculation of a fluid volume bounded by lagrangian shells can be facilitated by a remesh scheme with continuously adapts the boundary of the eulerian domain to the lagrangian shell. This paper reviews available remesh algorithms for finite element and finite difference calculations of solid and fluid continuum mechanics problems, and presents an improved Finite Element Remesh Method which is independent of the quantities at the nodal points (NP) and the integration points (IP) and permits a restart with a new mesh. (orig.)
An Efficient Identification Scheme Based on Discrete Logarithm Assumption%一种高效的基于离散对数假设的身份认证方案
Institute of Scientific and Technical Information of China (English)
钟鸣; 杨义先
2001-01-01
提出了一种新的实用的基于比特承诺和Schnorr的一次性知识证明方案的身份认证方案.在方案中不再需要使用Cut-and-Choose方法，而使用了单一的一个“挑战”整数取代在认证协议中通常使用的多个随机生成的校验侯选整数.在基于离散对数假设的前提下，证明了方案的安全性，从而澄清了该方案的密码学基础，也开辟了基于离散对数假设构筑身份认证方案的新途径.%A new practical identification scheme based on bit commitment andSchnorr's one-time knowledge proof scheme is presented. Here the use of Cut-and-Choose method and many random exam candidates in the identification protocol is replaced by a single challenge number. Therefore our identification scheme is more efficient and practical than the previous schemes. In addition, we prove the security of the proposed scheme under discrete logarithm assumption, thus clarify the cryptographic basis of the proposed scheme.
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.
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...
The discrete energy method in numerical relativity: towards long-term stability
Energy Technology Data Exchange (ETDEWEB)
Lehner, Luis [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, LA 70803-4001 (United States); Neilsen, David [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, LA 70803-4001 (United States); Reula, Oscar [FaMAF, Universidad Nacional de Cordoba, Cordoba 5000 (Argentina); Tiglio, Manuel [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, LA 70803-4001 (United States)
2004-12-21
The energy method can be used to identify well-posed initial boundary value problems for quasi-linear, symmetric hyperbolic partial differential equations with maximally dissipative boundary conditions. A similar analysis of the discrete system can be used to construct stable finite difference equations for these problems at the linear level. In this paper we apply these techniques to some test problems commonly used in numerical relativity and observe that while we obtain convergent schemes, fast growing modes, or 'artificial instabilities', contaminate the solution. We find that these growing modes can partially arise from the lack of a Leibnitz rule for discrete derivatives and discuss ways to limit this spurious growth.
Energy Technology Data Exchange (ETDEWEB)
Srivastava, Vineet K., E-mail: vineetsriiitm@gmail.com [ISRO Telemetry, Tracking and Command Network (ISTRAC), Bangalore-560058 (India); Awasthi, Mukesh K. [Department of Mathematics, University of Petroleum and Energy Studies, Dehradun-248007 (India); Singh, Sarita [Department of Mathematics, WIT- Uttarakhand Technical University, Dehradun-248007 (India)
2013-12-15
This article describes a new implicit finite-difference method: an implicit logarithmic finite-difference method (I-LFDM), for the numerical solution of two dimensional time-dependent coupled viscous Burgers’ equation on the uniform grid points. As the Burgers’ equation is nonlinear, the proposed technique leads to a system of nonlinear systems, which is solved by Newton's iterative method at each time step. Computed solutions are compared with the analytical solutions and those already available in the literature and it is clearly shown that the results obtained using the method is precise and reliable for solving Burgers’ equation.
Directory of Open Access Journals (Sweden)
Vineet K. Srivastava
2013-12-01
Full Text Available This article describes a new implicit finite-difference method: an implicit logarithmic finite-difference method (I-LFDM, for the numerical solution of two dimensional time-dependent coupled viscous Burgers’ equation on the uniform grid points. As the Burgers’ equation is nonlinear, the proposed technique leads to a system of nonlinear systems, which is solved by Newton's iterative method at each time step. Computed solutions are compared with the analytical solutions and those already available in the literature and it is clearly shown that the results obtained using the method is precise and reliable for solving Burgers’ equation.
DEFF Research Database (Denmark)
Shyroki, Dzmitry; Lægsgaard, Jesper; Bang, Ole;
As an alternative to the finite-element analysis or subgridding, coordinate transformation is used to “stretch” the fine-structured cladding of a Bragg fiber, and then the fullvector, equidistant-grid finite-difference computations of the modal structure are performed.......As an alternative to the finite-element analysis or subgridding, coordinate transformation is used to “stretch” the fine-structured cladding of a Bragg fiber, and then the fullvector, equidistant-grid finite-difference computations of the modal structure are performed....
Generalized finite element and finite differences methods for the Helmholtz problem
International Nuclear Information System (INIS)
We briefly review the Quasi Optimal Finite Difference (QOFD) and Petrov-Galerkin finite element (QOPG) methods for the Helmholtz problem recently introduced in references [1] and [2], respectively, and extend these formulations to heterogeneous media and singular sources. Results of numerical experiments are presented illustrating the blended use of these methods on general meshes to take advantage of the lower cost and simplicity of the finite difference approach combined with the natural ability of the finite element method to deal with source terms, boundary and interface conditions.
The Substitution Secant/Finite Difference Method for Large Scale Sparse Unconstrained Optimization
Institute of Scientific and Technical Information of China (English)
Hong-wei Zhang; Jun-xiang Li
2005-01-01
This paper studies a substitution secant/finite difference (SSFD) method for solving large scale sparse unconstrained optimization problems. This method is a combination of a secant method and a finite difference method, which depends on a consistent partition of the columns of the lower triangular part of the Hessian matrix. A q-superlinear convergence result and an r-convergence rate estimate show that this method has good local convergence properties. The numerical results show that this method may be competitive with some currently used algorithms.
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
Flood routing using finite differences and the fourth order Runge-Kutta method
International Nuclear Information System (INIS)
The Saint-Venant continuity and momentum equations are solved numerically by discretising the time variable using finite differences and then the Runge-Kutta method is employed to solve the resulting ODE. A model of the Rufiji river downstream on the proposed Stiegler Gourge Dam is used to provide numerical results for comparison. The present approach is found to be superior to an earlier analysis using finite differences in both space and time. Moreover, the steady and unsteady flow analyses give almost identical predictions for the stage downstream provided that the variations of the discharge and stage upstream are small. (author)
Iturrarán-Viveros, Ursula; Molero, Miguel
2013-07-01
This paper presents an implementation of a 2.5-D finite-difference (FD) code to model acoustic full waveform monopole logging in cylindrical coordinates accelerated by using the new parallel computing devices (PCDs). For that purpose we use the industry open standard Open Computing Language (OpenCL) and an open-source toolkit called PyOpenCL. The advantage of OpenCL over similar languages is that it allows one to program a CPU (central processing unit) a GPU (graphics processing unit), or multiple GPUs and their interaction among them and with the CPU, or host device. We describe the code and give a performance test in terms of speed using six different computing devices under different operating systems. A maximum speedup factor over 34.2, using the GPU is attained when compared with the execution of the same program in parallel using a CPU quad-core. Furthermore, the results obtained with the finite differences are validated using the discrete wavenumber method (DWN) achieving a good agreement. To provide the Geoscience and the Petroleum Science communities with an open tool for numerical simulation of full waveform sonic logs that runs on the PCDs, the full implementation of the 2.5-D finite difference with PyOpenCL is included.
Low-dissipation and low-dispersion Runge-Kutta schemes for computational acoustics
International Nuclear Information System (INIS)
In this paper, we investigate accurate and efficient time advancing methods for computational acoustics, where nondissipative and nondispersive properties are of critical importance. Our analysis pertains to the application of Runge-Kutta methods to high-order finite difference discretization. In many CFD applications, multistage Runge-Kutta schemes have often been favored for their low storage requirements and relatively large stability limits. For computing acoustic waves, however, the stability consideration alone is not sufficient, since the Runge-Kutta schemes entail both dissipation and dispersion errors. The time step is now limited by the tolerable dissipation and dispersion errors in the computation. In the present paper, it is shown that if the traditional Runge-Kutta schemes are used for time advancing in acoustic problems, time steps greatly smaller than those allowed by the stability limit are necessary. Low-dissipation and low-dispersion Runge-Kutta (LDDRK) schemes are proposed, based on an optimization that minimizes the dissipation and dispersion errors for wave propagation. Optimizations fo both single-step and two-step alternating schemes are considered. The proposed LDDRK schemes are remarkably more efficient than the classical Runge-Kutta schemes for acoustic computations. Moreover, low storage implementations of the optimized schemes are discussed. Special issues of implementing numerical boundary conditions in the LDDRK schemes are also addressed. 16 refs., 11 figs., 4 tabs
Two Conservative Difference Schemes for Rosenau-Kawahara Equation
Directory of Open Access Journals (Sweden)
Jinsong Hu
2014-01-01
Full Text Available Two conservative finite difference schemes for the numerical solution of the initialboundary value problem of Rosenau-Kawahara equation are proposed. The difference schemes simulate two conservative quantities of the problem well. The existence and uniqueness of the difference solution are proved. It is shown that the finite difference schemes are of second-order convergence and unconditionally stable. Numerical experiments verify the theoretical results.
Energy Technology Data Exchange (ETDEWEB)
Lehner, Luis [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, LA 70803-4001 (United States); Reula, Oscar [FaMAF, Universidad Nacional de Cordoba, Ciudad Universitaria, 5000 Cordoba (Argentina); Tiglio, Manuel [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, LA 70803-4001 (United States); Center for Computation and Technology, 302 Johnston Hall, Louisiana State University, Baton Rouge, LA 70803-4001 (United States); Center for Radiophysics and Space Research, Cornell University, Ithaca, NY 14853 (United States)
2005-12-21
The need to smoothly cover a computational domain of interest generically requires the adoption of several grids. To solve a given problem under this grid structure, one must ensure the suitable transfer of information among the different grids involved. In this work, we discuss a technique that allows one to construct finite-difference schemes of arbitrary high order which are guaranteed to satisfy linear numerical and strict stability. The method relies on the use of difference operators satisfying summation by parts and penalty terms to transfer information between the grids. This allows the derivation of semi-discrete energy estimates for problems admitting such estimates at the continuum. We analyse several aspects of this technique when used in conjunction with high-order schemes and illustrate its use in one-, two- and three-dimensional numerical relativity model problems with non-trivial topologies, including truly spherical black hole excision.
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 (linear systems of equations through Thomas' algorithm.
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.
Analysis of microstrip discontinuities using the finite difference time domain technique
Railton, CJ; McGeehan, JP
1989-01-01
This contribution demonstrates the potential of the Finite Difference Time Domain technique to analyse MMIC structures of arbitrary complexity with moderate computational effort and to meet the requirement for CAD tools capable of treating high density MMIC’s. Results are presented for uniform microstrip, the abrupt termination and the microstrip right angle bend.
A coupled boundary element-finite difference solution of the elliptic modified mild slope equation
DEFF Research Database (Denmark)
Naserizadeh, R.; Bingham, Harry B.; Noorzad, A.
2011-01-01
The modified mild slope equation of [5] is solved using a combination of the boundary element method (BEM) and the finite difference method (FDM). The exterior domain of constant depth and infinite horizontal extent is solved by a BEM using linear or quadratic elements. The interior domain with...
A hybrid tree-finite difference approach for the Heston model
Maya Briani; Lucia Caramellino; Antonino Zanette
2013-01-01
We propose a hybrid tree-finite difference method in order to approximate the Heston model. We prove the convergence by embedding the procedure in a bivariate Markov chain and we study the convergence of European and American option prices. We finally provide numerical experiments that give accurate option prices in the Heston model, showing the reliability and the efficiency of the algorithm.
Finite-difference time-domain analysis of time-resolved terahertz spectroscopy experiments
DEFF Research Database (Denmark)
Larsen, Casper; Cooke, David G.; Jepsen, Peter Uhd
2011-01-01
In this paper we report on the numerical analysis of a time-resolved terahertz (THz) spectroscopy experiment using a modified finite-difference time-domain method. Using this method, we show that ultrafast carrier dynamics can be extracted with a time resolution smaller than the duration of the THz...
The rate of the electromagnetic energy deposition and the resultant thermoregulatory response of a block model of a squirrel monkey exposed to plane-wave fields at 350 MHz were calculated using a finite-difference procedure. Noninvasive temperature measurements in live squirrel m...
Finite difference micromagnetic simulation with self-consistent currents and smooth surfaces
Energy Technology Data Exchange (ETDEWEB)
Cerjan, C; Gibbons, M R; Hewett, D W; Parker, G
1999-05-27
A micromagnetic algorithm has been developed using the finite difference method (FDM). Elliptic field equations are solved on the mesh using the efficient Dynamic Alternating Direction Implicit method. Smooth surfaces have been included in the FDM formulation so structures of irregular shape can be modeled. The current distribution and temperature of devices are also calculated. Keywords: Micromagnetic simulation, Magnetic dots, Read heads, Thermal Effects
A Coupled Finite Difference and Moving Least Squares Simulation of Violent Breaking Wave Impact
DEFF Research Database (Denmark)
Lindberg, Ole; Bingham, Harry B.; Engsig-Karup, Allan Peter
2012-01-01
Two model for simulation of free surface flow is presented. The first model is a finite difference based potential flow model with non-linear kinematic and dynamic free surface boundary conditions. The second model is a weighted least squares based incompressible and inviscid flow model. A special...
On the spectrum of relativistic Schrödinger equation in finite differences
Berezin, V A; Neronov, Andrii Yu
1999-01-01
We develop a method for constructing asymptotic solutions of finite-difference equations and implement it to a relativistic Schroedinger equation which describes motion of a selfgravitating spherically symmetric dust shell. Exact mass spectrum of black hole formed due to the collapse of the shell is determined from the analysis of asymptotic solutions of the equation.
A new key authenticated scheme for cryptosystems based on discrete logarithms%基于离散对数加密系统的密钥认证模式
Institute of Scientific and Technical Information of China (English)
何桂萍
2000-01-01
在公开密钥制中保护公开密钥使其不被篡改是很重要的,大部分密钥认证 模式都要求一个或多个认证机构来认证密钥。文中针对基于离散对数加密系统介 绍一种新的密钥认证模式,该模式类似于传统的基于证明的模式,但不要求认证机 构,用户的公开密钥证明是将其口令与私有密钥两者结合生成的,该模式具有高的 安全性且认证过程简单。%Protecting public keys against intruders is very important in public key cryptosystems.Most key authentication schemes require one or more authorities to authenticate keys.In this paper, a new scheme f or cryptosystems based on discrete logarithms is provided.It is simila r to the conventional certificate-based schemes,yet it requires no aut horities.The certificate of the public key of a user is a combination of his password and private key.The scheme is highly secure and authen tication process is very simple.
International Nuclear Information System (INIS)
The reactor code PUMA, developed in CNEA, simulates nuclear reactors discretizing space in finite difference elements. Core representation is performed by means a cylindrical mesh, but the reactor channels are arranged in an hexagonal lattice. That is why a mapping using volume intersections must be used. This spatial treatment is the reason of an overestimation of the control rod reactivity values, which must be adjusted modifying the incremental cross sections. Also, a not very good treatment of the continuity conditions between core and reflector leads to an overestimation of channel power of the peripherical fuel elements between 5 to 8 per cent. Another code, DELFIN, developed also in CNEA, treats the spatial discretization using heterogeneous finite elements, allowing a correct treatment of the continuity of fluxes and current among elements and a more realistic representation of the hexagonal lattice of the reactor. A comparison between results obtained using both methods in done in this paper. (author). 4 refs., 3 figs
Airfoil noise computation use high-order schemes
DEFF Research Database (Denmark)
Zhu, Wei Jun; Shen, Wen Zhong; Sørensen, Jens Nørkær
2007-01-01
) finite difference schemes and optimized high-order compact finite difference schemes are applied for acoustic computation. Acoustic equations are derived using so-called splitting technique by separating the compressible NS equations into viscous (flow equation) and inviscid (acoustic equation) parts......High-order finite difference schemes with at least 4th-order spatial accuracy are used to simulate aerodynamically generated noise. The aeroacoustic solver with 4th-order up to 8th-order accuracy is implemented into the in-house flow solver, EllipSys2D/3D. Dispersion-Relation-Preserving (DRP...
ELEMENT FUNCTIONS OF DISCRETE OPERATOR DIFFERENCE METHOD
Institute of Scientific and Technical Information of China (English)
田中旭; 唐立民; 刘正兴
2002-01-01
The discrete scheme called discrete operator difference for differential equations was given. Several difference elements for plate bending problems and plane problems were given. By investigating these elements, the ability of the discrete forms expressing to the element functions was talked about. In discrete operator difference method, the displacements of the elements can be reproduced exactly in the discrete forms whether the displacements are conforming or not. According to this point, discrete operator difference method is a method with good performance.
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.
Deyasi, Arpan; Bhattacharyya, S.; Das, N. R.
2013-08-01
In this paper, intersubband transition energy is computed for core-shell (normal and inverted) quantum dots (CSQD) of cubic and spherical geometries by solving time-independent Schrödinger equation using finite-difference technique. Sparse, structured Hamiltonian matrices of order N3 × N3 for cubic and N × N for spherical dots are produced considering N discrete points in spatial direction. The matrices are diagonalized to obtain eigenstates for electrons. Computed results for the lowest three eigenstates and intersubband transitions are shown for different structural parameters taking GaAs/AlxGa1-xAs based CSQD as example. Transition energy decreases with increase in core thickness. When compared, spherical CSQDs show higher transition energy between two subbands than cubic CSQDs of similar size and same material composition. Also, in inverted configuration, transition energy decreases for a cubic dot while increases for a spherical dot as core size is increased. Wide tuning range for intersubband transition by tailoring dot dimensions indicates important applications for optical emitters/detectors.
Bohlen, Thomas; Wittkamp, Florian
2016-03-01
We analyse the performance of a higher order accurate staggered viscoelastic time-domain finite-difference method, in which the staggered Adams-Bashforth (ABS) third-order and fourth-order accurate time integrators are used for temporal discretization. ABS is a multistep method that uses previously calculated wavefields to increase the order of accuracy in time. The analysis shows that the numerical dispersion is much lower than that of the widely used second-order leapfrog method. Numerical dissipation is introduced by the ABS method which is significantly smaller for fourth-order than third-order accuracy. In 1-D and 3-D simulation experiments, we verify the convincing improvements of simulation accuracy of the fourth-order ABS method. In a realistic elastic 3-D scenario, the computing time reduces by a factor of approximately 2.4, whereas the memory requirements increase by approximately a factor of 2.2. The ABS method thus provides an alternative strategy to increase the simulation accuracy in time by investing computer memory instead of computing time.
Wind Turbine Micrositing: Comparison of Finite Difference Method and Computational Fluid Dynamics
Directory of Open Access Journals (Sweden)
Samina Rajper
2012-01-01
Full Text Available For smooth and optimal operation of wind turbines the location of wind turbines in wind farm is critical. Parameters that need to be considered for micrositing of wind turbines are topographic effect and wind effect. The location under consideration for wind farm is Gharo, Sindh, Pakistan. Several techniques are being researched for finding the most optimal location for wind turbines. These techniques are based on linear and nonlinear mathematical models. In this paper wind pressure distribution and its effect on wind turbine on the wind farm are considered. This study is conducted to compare the mathematical model; Finite Difference Method with a computational fluid dynamics software results. Finally the results of two techniques are compared for micrositing of wind turbines and found that finite difference method is not applicable for wind turbine micrositing.
A novel strong tracking finite-difference extended Kalman filter for nonlinear eye tracking
Institute of Scientific and Technical Information of China (English)
ZHANG ZuTao; ZHANG JiaShu
2009-01-01
Non-Intrusive methods for eye tracking are Important for many applications of vision-based human computer interaction. However, due to the high nonlinearity of eye motion, how to ensure the robust-ness of external interference and accuracy of eye tracking poses the primary obstacle to the integration of eye movements into today's interfaces. In this paper, we present a strong tracking finite-difference extended Kalman filter algorithm, aiming to overcome the difficulty In modeling nonlinear eye tracking. In filtering calculation, strong tracking factor is introduced to modify a priori covariance matrix and im-prove the accuracy of the filter. The filter uses finite-difference method to calculate partial derivatives of nonlinear functions for eye tracking. The latest experimental results show the validity of our method for eye tracking under realistic conditions.
Morf, Werner E.; Pretsch, Ernö; De Rooij, Nicolaas F
2010-01-01
A simple but powerful numerical simulation for analyzing the electrochemical behavior of ion-selective membranes and liquid junctions is presented. The computer modeling makes use of a finite-difference procedure in the space and time domains, which can be easily processed (e.g., with MS Excel software) without the need for complex mathematical evaluations. It leads to convincing results on the dynamic evolution of concentration profiles, potentials, and fluxes in the studied systems. The tre...
Papáček, Š.; Matonoha, C. (Ctirad); Štumbauer, V.; Štys, D.
2012-01-01
The paper deals with photosynthetic microorganism growth modelling and simulation in a distributed parameter system. Main result concerns the development and comparison of two modelling frameworks for photo-bioreactor modelling. The first ”classical" approach is based on PDE (reaction-turbulent diffusion system) and finite difference method. The alternative approach is based on random walk model of transport by turbulent diffusion. The complications residing in modelling of multi-scale transp...
Finite difference modelling of scattered hydrates and its implications in gas-hydrate exploration
Digital Repository Service at National Institute of Oceanography (India)
Dewangan, P.; Ramprasad, T.; Ramana, M.V.
between the region of interest and the lossy PML at all incident angles. As the wave propagates through the PML, its amplitude is signi- ficantly attenuated. The dimension of the model was arbitrarily chosen with a variable grid size depending... in finite difference. Grid dimension was arbitrarily chosen as 1700 × 1700 m. Thickness of hy- drate stability zone and water column was assumed to be 200 and 1000 m respectively. a, Velocity model pertaining to scattered hydrates. b, Density model...
Finite Difference Time-Domain Modelling of Metamaterials: GPU Implementation of Cylindrical Cloak
Attique Dawood
2013-01-01
Finite difference time-domain (FDTD) technique can be used to model metamaterials by treating them as dispersive material. Drude or Lorentz model can be incorporated into the standard FDTD algorithm for modelling negative permittivity and permeability. FDTD algorithm is readily parallelisable and can take advantage of GPU acceleration to achieve speed-ups of 5x-50x depending on hardware setup. Metamaterial scattering problems are implemented using dispersive FDTD technique on GPU resulting in...
Zhi Mao; Aiguo Xiao; Zuguo Yu; Long Shi
2014-01-01
We propose an efficient numerical method for a class of fractional diffusion-wave equations with the Caputo fractional derivative of order $\\alpha $ . This approach is based on the finite difference in time and the global sinc collocation in space. By utilizing the collocation technique and some properties of the sinc functions, the problem is reduced to the solution of a system of linear algebraic equations at each time step. Stability and convergence of the proposed method are rigorously an...
Railton, CJ; Richardson, KM; McGeehan, JP; Elder, KE
1992-01-01
The necessity for the control and minimisation of unintentional electromagnetic emissions from electrical systems has long been appreciated and much skilled effort is spent on EMI suppression. Due to the complexity of the problem, however, very little in the way of CAD tools is available to help the designer. In this contribution, a method is described, based on the Finite Difference Time Domain technique, whereby the radiation levels from digital circuits may be predicted. The predicted resu...
M. Mosleh E. Abu Samak; Bakar, A. Ashrif A.; Muhammad Kashif; Mohd Saiful Dzulkifly Zan
2016-01-01
This paper discusses numerical analysis methods for different geometrical features that have limited interval values for typically used sensor wavelengths. Compared with existing Finite Difference Time Domain (FDTD) methods, the alternating direction implicit (ADI)-FDTD method reduces the number of sub-steps by a factor of two to three, which represents a 33% time savings in each single run. The local one-dimensional (LOD)-FDTD method has similar numerical equation properties, which should be...
Chebyshev Finite Difference Method for Solving Constrained Quadratic Optimal Control Problems
M Maleki; M. Dadkhah Tirani
2011-01-01
. In this paper the Chebyshev finite difference method is employed for finding the approximate solution of time varying constrained optimal control problems. This approach consists of reducing the optimal control problem to a nonlinear mathematical programming problem. To this end, the collocation points (Chebyshev Gauss-Lobatto nodes) are introduced then the state and control variables are approximated using special Chebyshev series with unknown parameters. The performan...
Simulation of acoustic streaming by means of the finite-difference time-domain method
DEFF Research Database (Denmark)
Santillan, Arturo Orozco
2012-01-01
finite-difference time-domain method. To simplify the problem, thermal effects are not considered. The motivation of the described investigation has been the possibility of using the numerical method to study acoustic streaming, particularly under non-steady conditions. Results are discussed for channels...... of different width, which illustrate the applicability of the method. The obtained numerical simulations agree quite will with analytical solutions available in the literature....
Finite-difference grid for a doublet well in an anisotropic aquifer
Miller, R.T.; Voss, C.I.
1986-01-01
The U.S. Geological Survey is modeling hydraulic flow and thermal-energy transport at a two-well injection/ withdrawal system in St. Paul, Minnesota. The design of the finite-difference model grid for the doublet-well system is complicated because the aquifer is anisotropic and the principal axes of transmissivity are not aligned with the axis between the two wells.
Numerical techniques in linear duct acoustics. [finite difference and finite element analyses
Baumeister, K. J.
1980-01-01
Both finite difference and finite element analyses of small amplitude (linear) sound propagation in straight and variable area ducts with flow, as might be found in a typical turboject engine duct, muffler, or industrial ventilation system, are reviewed. Both steady state and transient theories are discussed. Emphasis is placed on the advantages and limitations associated with the various numerical techniques. Examples of practical problems are given for which the numerical techniques have been applied.
Modeling and Analysis of Printed Antenna Using Finite Difference Time Domain Algorithm
Directory of Open Access Journals (Sweden)
Dr.T.SHANMUGANANTHAM,
2010-12-01
Full Text Available An efficient Finite Difference Time Domain algorithm is developed for printed patch antenna without using commercial software packages like IE3D, HFSS, ADS, and CST. Printed patch antennas which are small andconformity are demanded from the points of carrying and designing. Numerical results of return loss, current distribution, electric field and magnetic field components are plotted. The results presented for the fundamental parameters of the Microstrip patch antenna useful for wireless communications and RFID applications.
Stable and High-Order Finite Difference Methods for Multiphysics Flow Problems
Berg, Jens
2013-01-01
Partial differential equations (PDEs) are used to model various phenomena in nature and society, ranging from the motion of fluids and electromagnetic waves to the stock market and traffic jams. There are many methods for numerically approximating solutions to PDEs. Some of the most commonly used ones are the finite volume method, the finite element method, and the finite difference method. All methods have their strengths and weaknesses, and it is the problem at hand that determines which me...
Institute of Scientific and Technical Information of China (English)
WANG Man-sheng; JIANG Hui; HU Yu-xian
2005-01-01
Strong ground motion of an earthquake is simulated by using both staggered grid finite difference method (FDM)and stochastic method, respectively. The acceleration time histories obtained from the both ways and their response spectra are compared. The result demonstrates that the former is adequate to simulate the low-frequency seismic wave; the latter is adequate to simulate the high-frequency seismic wave. Moreover, the result obtained from FDM can better reflect basin effects.
Kamiński M.; Supeł Ł.
2016-01-01
It is widely known that lateral-torsional buckling of a member under bending and warping restraints of its cross-sections in the steel structures are crucial for estimation of their safety and durability. Although engineering codes for steel and aluminum structures support the designer with the additional analytical expressions depending even on the boundary conditions and internal forces diagrams, one may apply alternatively the traditional Finite Element or Finite Difference Methods (FEM, F...
Simulation of realistic rotor blade-vortex interactions using a finite-difference technique
Hassan, Ahmed A.; Charles, Bruce D.
1989-01-01
A numerical finite-difference code has been used to predict helicopter blade loads during realistic self-generated three-dimensional blade-vortex interactions. The velocity field is determined via a nonlinear superposition of the rotor flowfield. Data obtained from a lifting-line helicopter/rotor trim code are used to determine the instantaneous position of the interaction vortex elements with respect to the blade. Data obtained for three rotor advance ratios show a reasonable correlation with wind tunnel data.
Zhifeng Liu; Xiaolei Song; Yongsheng Zhao; Ligang Cai; Hongsheng Guo; Jianchuan Ma
2013-01-01
The chatter vibration in high-speed machining mostly originates from the flexible connection of spindle and toolholder. Accurate identification of spindle-toolholder joint is crucial to predict machining stability of spindle system. This paper presents an enhanced stiffness identification method for the spindle-toolholder joint, in which the rotational degree of freedom (RDOF) is included. RDOF frequency response functions (FRFs) are formulated based on finite difference technique to construc...
Development of explicit finite difference-based simulation system for impact studies
Wong, Shaw Voon
2000-01-01
Development of numerical method-based simulation systems is presented. Two types of system development are shown. The former system is developed using conventional structured programming technique. The system incorporates a classical FD hydrocode. The latter system incorporates object-oriented design concept and numerous novel elements are included. Two explicit finite difference models for large deformation of several material characteristics are developed. The models are capable of hand...
HEATING5-JR: a finite difference computer program for nonlinear heat conduction problems
International Nuclear Information System (INIS)
Computer program HEATING5-JR is a revised version of HEATING5 which is a finite difference computer program used for the solution of multi-dimensional, nonlinear heat conduction problems. Pre- and post-processings for graphical representations of input data and calculation results of HEATING5 are avaiable in HEATING5-JR. The calculation equations, program descriptions and user instructions are presented. Several example problems are described in detail to demonstrate the use of the program. (author)
TRUMP3-JR: a finite difference computer program for nonlinear heat conduction problems
International Nuclear Information System (INIS)
Computer program TRUMP3-JR is a revised version of TRUMP3 which is a finite difference computer program used for the solution of multi-dimensional nonlinear heat conduction problems. Pre- and post-processings for input data generation and graphical representations of calculation results of TRUMP3 are avaiable in TRUMP3-JR. The calculation equations, program descriptions and user's instruction are presented. A sample problem is described to demonstrate the use of the program. (author)
Comparing finite difference forward models using free energy based on multiple sparse priors
Strobbe, Gregor; Lopez, Jose; Montes Restrepo, Victoria Eugenia; van Mierlo, Pieter; Hallez, Hans; Vandenberghe, Stefaan
2012-01-01
Due to the ill-posed nature of the EEG source localization problem, the spatial resolution of the reconstructed activity is limited to several centimeters (Baillet, 2001). Advanced forward modeling of the head can contribute to improve the spatial resolution (Hallez, 2007). The boundary element method or BEM is commonly used due to its computation speed. More advanced volume modeling methods, such as finite difference methods or FDM, are computationally more intensive but allow estimating sou...
RODCON: a finite difference heat conduction computer code in cylindrical coordinates
International Nuclear Information System (INIS)
RODCON, a finite difference computer code, was developed to calculate the internal temperature distribution of the fuel rod simulator (FRS) for the Core Flow Test Loop (CFTL). RODCON solves the implicit, time-dependent forward-differencing heat transfer equation in 2-dimensional (Rtheta) cylindrical coordinates at an axial plane with user specified radial material zones and surface conditions at the FRS periphery. Symmetry of the boundary conditions of coolant bulk temperatures and film coefficients at the FRS periphery is not necessary
Transport and dispersion of pollutants in surface impoundments: a finite difference model
Energy Technology Data Exchange (ETDEWEB)
Yeh, G.T.
1980-07-01
A surface impoundment model by finite-difference (SIMFD) has been developed. SIMFD computes the flow rate, velocity field, and the concentration distribution of pollutants in surface impoundments with any number of islands located within the region of interest. Theoretical derivations and numerical algorithm are described in detail. Instructions for the application of SIMFD and listings of the FORTRAN IV source program are provided. Two sample problems are given to illustrate the application and validity of the model.