Stochastic heat conduction and thermal stress analysis of structures has received considerable attention in recent years.The propagation of uncertain thermal environments will lead to stochastic variations in temperat...Stochastic heat conduction and thermal stress analysis of structures has received considerable attention in recent years.The propagation of uncertain thermal environments will lead to stochastic variations in temperature fields and thermal stresses.Therefore,it is reasonable to consider the variability of thermal environments while conducting thermal analysis.However,for ambient thermal excitations,only stationary random processes have been investigated thus far.In this study,the highly efficient explicit time-domain method(ETDM)is proposed for the analysis of non-stationary stochastic transient heat conduction and thermal stress problems.The explicit time-domain expressions of thermal responses are first constructed for a thermoelastic body.Then the statistical moments of thermal displacements and stresses can be directly obtained based on the explicit expressions of thermal responses.A numerical example involving non-stationary stochastic internal heat generation rate is investigated.The accuracy and efficiency of the proposed method are validated by comparison with the Monte-Carlo simulation.展开更多
If a traditional explicit numerical integration algorithm is used to solve motion equation in the finite element simulation of wave motion, the time-step used by numerical integration is the smallest time-step restric...If a traditional explicit numerical integration algorithm is used to solve motion equation in the finite element simulation of wave motion, the time-step used by numerical integration is the smallest time-step restricted by the stability criterion in computational region. However, the excessively small time-step is usually unnecessary for a large portion of computational region. In this paper, a varying time-step explicit numerical integration algorithm is introduced, and its basic idea is to use different time-step restricted by the stability criterion in different computational region. Finally, the feasibility of the algorithm and its effect on calculating precision are verified by numerical test.展开更多
The space-time fractional advection dispersion equations are linear partial pseudo-differential equations with spatial fractional derivatives in time and in space and are used to model transport at the earth surface. ...The space-time fractional advection dispersion equations are linear partial pseudo-differential equations with spatial fractional derivatives in time and in space and are used to model transport at the earth surface. The time fractional order is denoted by β∈ and ?is devoted to the space fractional order. The time fractional advection dispersion equations describe particle motion with memory in time. Space-fractional advection dispersion equations arise when velocity variations are heavy-tailed and describe particle motion that accounts for variation in the flow field over entire system. In this paper, I focus on finding the precise explicit discrete approximate solutions to these models for some values of ?with ?, ?while the Cauchy case as ?and the classical case as ?with ?are studied separately. I compare the numerical results of these models for different values of ?and ?and for some other related changes. The approximate solutions of these models are also discussed as a random walk with or without a memory depending on the value of . Then I prove that the discrete solution in the Fourierlaplace space of theses models converges in distribution to the Fourier-Laplace transform of the corresponding fractional differential equations for all the fractional values of ?and .展开更多
This paper considers pricing European options under the well-known of SVJ model of Bates and related computational methods. According to the no-arbitrage principle, we first derive a partial differential equation that...This paper considers pricing European options under the well-known of SVJ model of Bates and related computational methods. According to the no-arbitrage principle, we first derive a partial differential equation that the value of any European contingent claim should satisfy, where the asset price obeys the SVJ model. This equation is numerically solved by using the implicit- explicit backward difference method and time semi-discretization. In order to explain the validity of our method, the stability of time semi-discretization scheme is also proved. Finally, we use a simulation example to illustrate the efficiency of the method.展开更多
Viscoelastic artificial boundaries are widely adopted in numerical simulations of wave propagation problems.When explicit time-domain integration algorithms are used,the stability condition of the boundary domain is s...Viscoelastic artificial boundaries are widely adopted in numerical simulations of wave propagation problems.When explicit time-domain integration algorithms are used,the stability condition of the boundary domain is stricter than that of the internal region due to the influence of the damping and stiffness of an viscoelastic artificial boundary.The lack of a clear and practical stability criterion for this problem,however,affects the reasonable selection of an integral time step when using viscoelastic artificial boundaries.In this study,we investigate the stability conditions of explicit integration algorithms when using three-dimensional(3D)viscoelastic artificial boundaries through an analysis method based on a local subsystem.Several boundary subsystems that can represent localized characteristics of a complete numerical model are established,and their analytical stability conditions are derived from and further compared to one another.The stability of the complete model is controlled by the corner regions,and thus,the global stability criterion for the numerical model with viscoelastic artificial boundaries is obtained.Next,by analyzing the impact of different factors on stability conditions,we recommend a stability coefficient for practically estimating the maximum stable integral time step in the dynamic analysis when using 3D viscoelastic artificial boundaries.展开更多
The implicit Colebrook equation has been the standard for estimating pipe friction factor in a fully developed turbulent regime. Several alternative explicit models to the Colebrook equation have been proposed. To dat...The implicit Colebrook equation has been the standard for estimating pipe friction factor in a fully developed turbulent regime. Several alternative explicit models to the Colebrook equation have been proposed. To date, most of the accurate explicit models have been those with three logarithmic functions, but they require more computational time than the Colebrook equation. In this study, a new explicit non-linear regression model which has only two logarithmic functions is developed. The new model, when compared with the existing extremely accurate models, gives rise to the least average and maximum relative errors of 0.0025% and 0.0664%, respectively. Moreover, it requires far less computational time than the Colebrook equation. It is therefore concluded that the new explicit model provides a good trade-off between accuracy and relative computational efficiency for pipe friction factor estimation in the fully developed turbulent flow regime.展开更多
In order to meet the needs of work in numerical weather forecast and in numerical simulations for climate change and ocean current, a kind of difference scheme in high precision in the time direction developed from th...In order to meet the needs of work in numerical weather forecast and in numerical simulations for climate change and ocean current, a kind of difference scheme in high precision in the time direction developed from the completely square-conservative difference scheme in explicit way is built by means of the Taylor expansion. A numerical test with 4-wave Rossby-Haurwitz waves on them and an application of them on the monthly mean current the of South China Sea are carried out, from which, it is found that not only do the new schemes have high harmony and approximate precision but also can the time step of the schemes be lengthened and can much computational time be saved. Therefore, they are worth generalizing and applying.展开更多
In this paper, we construct a class of semi-implicit difference method for time fractional diffusion equations—the group explicit (GE) difference scheme, which is a difference scheme with good parallelism constructed...In this paper, we construct a class of semi-implicit difference method for time fractional diffusion equations—the group explicit (GE) difference scheme, which is a difference scheme with good parallelism constructed using Saul’yev asymmetric scheme. The stability and convergence of the GE scheme of time fractional diffusion equation are analyzed by mathematical induction. Then, the theoretical analysis is verified by numerical experiments, which shows that the GE scheme is effective for solving the time fractional diffusion equation.展开更多
基金funded by the National Natural Science Foundation of China (51678252)the Guangzhou Science and Technology Project (201804020069)
文摘Stochastic heat conduction and thermal stress analysis of structures has received considerable attention in recent years.The propagation of uncertain thermal environments will lead to stochastic variations in temperature fields and thermal stresses.Therefore,it is reasonable to consider the variability of thermal environments while conducting thermal analysis.However,for ambient thermal excitations,only stationary random processes have been investigated thus far.In this study,the highly efficient explicit time-domain method(ETDM)is proposed for the analysis of non-stationary stochastic transient heat conduction and thermal stress problems.The explicit time-domain expressions of thermal responses are first constructed for a thermoelastic body.Then the statistical moments of thermal displacements and stresses can be directly obtained based on the explicit expressions of thermal responses.A numerical example involving non-stationary stochastic internal heat generation rate is investigated.The accuracy and efficiency of the proposed method are validated by comparison with the Monte-Carlo simulation.
基金National Natural Science Foundation of China (50178065), 973 Program (2002CB412706), National Social Com-monweal Research Foundation (2002DIB30076) and Joint Seismological Science Foundation (101066).
文摘If a traditional explicit numerical integration algorithm is used to solve motion equation in the finite element simulation of wave motion, the time-step used by numerical integration is the smallest time-step restricted by the stability criterion in computational region. However, the excessively small time-step is usually unnecessary for a large portion of computational region. In this paper, a varying time-step explicit numerical integration algorithm is introduced, and its basic idea is to use different time-step restricted by the stability criterion in different computational region. Finally, the feasibility of the algorithm and its effect on calculating precision are verified by numerical test.
文摘The space-time fractional advection dispersion equations are linear partial pseudo-differential equations with spatial fractional derivatives in time and in space and are used to model transport at the earth surface. The time fractional order is denoted by β∈ and ?is devoted to the space fractional order. The time fractional advection dispersion equations describe particle motion with memory in time. Space-fractional advection dispersion equations arise when velocity variations are heavy-tailed and describe particle motion that accounts for variation in the flow field over entire system. In this paper, I focus on finding the precise explicit discrete approximate solutions to these models for some values of ?with ?, ?while the Cauchy case as ?and the classical case as ?with ?are studied separately. I compare the numerical results of these models for different values of ?and ?and for some other related changes. The approximate solutions of these models are also discussed as a random walk with or without a memory depending on the value of . Then I prove that the discrete solution in the Fourierlaplace space of theses models converges in distribution to the Fourier-Laplace transform of the corresponding fractional differential equations for all the fractional values of ?and .
文摘This paper considers pricing European options under the well-known of SVJ model of Bates and related computational methods. According to the no-arbitrage principle, we first derive a partial differential equation that the value of any European contingent claim should satisfy, where the asset price obeys the SVJ model. This equation is numerically solved by using the implicit- explicit backward difference method and time semi-discretization. In order to explain the validity of our method, the stability of time semi-discretization scheme is also proved. Finally, we use a simulation example to illustrate the efficiency of the method.
基金National Natural Science Foundation of China under Grant Nos.52108458 and U1839201China National Postdoctoral Program of Innovative Talents under Grant No.BX20200192+1 种基金Shuimu Tsinghua Scholar Program under Grant No.2020SM005National Key Research and Development Program of China under Grant No.2018YFC1504305。
文摘Viscoelastic artificial boundaries are widely adopted in numerical simulations of wave propagation problems.When explicit time-domain integration algorithms are used,the stability condition of the boundary domain is stricter than that of the internal region due to the influence of the damping and stiffness of an viscoelastic artificial boundary.The lack of a clear and practical stability criterion for this problem,however,affects the reasonable selection of an integral time step when using viscoelastic artificial boundaries.In this study,we investigate the stability conditions of explicit integration algorithms when using three-dimensional(3D)viscoelastic artificial boundaries through an analysis method based on a local subsystem.Several boundary subsystems that can represent localized characteristics of a complete numerical model are established,and their analytical stability conditions are derived from and further compared to one another.The stability of the complete model is controlled by the corner regions,and thus,the global stability criterion for the numerical model with viscoelastic artificial boundaries is obtained.Next,by analyzing the impact of different factors on stability conditions,we recommend a stability coefficient for practically estimating the maximum stable integral time step in the dynamic analysis when using 3D viscoelastic artificial boundaries.
文摘The implicit Colebrook equation has been the standard for estimating pipe friction factor in a fully developed turbulent regime. Several alternative explicit models to the Colebrook equation have been proposed. To date, most of the accurate explicit models have been those with three logarithmic functions, but they require more computational time than the Colebrook equation. In this study, a new explicit non-linear regression model which has only two logarithmic functions is developed. The new model, when compared with the existing extremely accurate models, gives rise to the least average and maximum relative errors of 0.0025% and 0.0664%, respectively. Moreover, it requires far less computational time than the Colebrook equation. It is therefore concluded that the new explicit model provides a good trade-off between accuracy and relative computational efficiency for pipe friction factor estimation in the fully developed turbulent flow regime.
文摘In order to meet the needs of work in numerical weather forecast and in numerical simulations for climate change and ocean current, a kind of difference scheme in high precision in the time direction developed from the completely square-conservative difference scheme in explicit way is built by means of the Taylor expansion. A numerical test with 4-wave Rossby-Haurwitz waves on them and an application of them on the monthly mean current the of South China Sea are carried out, from which, it is found that not only do the new schemes have high harmony and approximate precision but also can the time step of the schemes be lengthened and can much computational time be saved. Therefore, they are worth generalizing and applying.
文摘In this paper, we construct a class of semi-implicit difference method for time fractional diffusion equations—the group explicit (GE) difference scheme, which is a difference scheme with good parallelism constructed using Saul’yev asymmetric scheme. The stability and convergence of the GE scheme of time fractional diffusion equation are analyzed by mathematical induction. Then, the theoretical analysis is verified by numerical experiments, which shows that the GE scheme is effective for solving the time fractional diffusion equation.
文摘模型预测控制(Model predictive control,MPC)具有很多优点,但用于智能汽车横摆稳定性控制时,由于其动力学模型的多约束和非线性问题,致使MPC优化算法复杂,难以实现足够短的控制周期和步长。为此,提出一种智能汽车横摆稳定性MPC的在线显式求解方法,使用泰勒展开将非线性模型预测控制(Nonlinear model predictive control,NMPC)转换为线性时变模型预测控制(Linear time-varying model predictive control,LTV-MPC)。再使用滚动调整的权重系数,将不等式约束优化转换为能直接显式求解的无约束优化,以避免多步迭代寻优、加快MPC求解速度。仿真试验结果表明,在保证相同控制效果前提下,所提出的显式解方法能使MPC的求解速度提高3~4倍,可显著提高智能汽车横摆稳定性MPC的实时性。
