The dynamic calculations of slender marine risers, such as Finite Element Method （FEM） or Modal Expansion Solution Method （MESM）, are mainly for the slender structures with their both ends hinged to the surface an...The dynamic calculations of slender marine risers, such as Finite Element Method （FEM） or Modal Expansion Solution Method （MESM）, are mainly for the slender structures with their both ends hinged to the surface and bottom. However, for the re-entry operation, risers held by vessels are in vertical free hanging state, so the displacement and velocity of lower joint would not be zero. For the model of free hanging flexible marine risers, the paper proposed a Finite Difference Approximation （FDA） method for its dynamic calculation. The riser is divided into a reasonable number of rigid discrete segments. And the dynamic model is established based on simple Euler-Bemoulli Beam Theory concerning tension, shear forces and bending moments at each node along the cylindrical structures, which is extendible for different boundary conditions. The governing equations with specific boundary conditions for riser＇s free hanging state are simplified by Keller-box method and solved with Newton iteration algorithm for a stable dynamic solution. The calculation starts when the riser is vertical and still in calm water, and its behavior is obtained along time responding to the lateral forward motion at the top. The dynamic behavior in response to the lateral parametric excitation at the top is also proposed and discussed in this paper.展开更多
In this paper, a numerical technique is proposed to obtain the solution for transient heat conduction equation of Copper. The copper element is characterized by many characteristics;the most important of which is its ...In this paper, a numerical technique is proposed to obtain the solution for transient heat conduction equation of Copper. The copper element is characterized by many characteristics;the most important of which is its high ability to conduct heat and electrical conductivity, in addition to being a flexible and malleable metal that is easy to form without being broken, making it one of the basic minerals that humans have benefited from for thousands of years, it is one of the first minerals. That has been discovered and extracted, and still plays a major role in the development of societies. The obtained solutions are compared with the available exact solutions and the obtained solutions using the finite difference method. The results indicate that the finite difference method is a highly effective method for obtaining approximate solutions for the thermal conductivity equation for copper. It is also clear from the numerical results from copper in the high conductivity of heat and electricity.展开更多
In this work, by extending the method of Hockney into three dimensions, the Poisson’s equation in cylindrical coordinates system with the Dirichlet’s boundary conditions in a portion of a cylinder for is solved dire...In this work, by extending the method of Hockney into three dimensions, the Poisson’s equation in cylindrical coordinates system with the Dirichlet’s boundary conditions in a portion of a cylinder for is solved directly. The Poisson equation is approximated by fourth-order finite differences and the resulting large algebraic system of linear equations is treated systematically in order to get a block tri-diagonal system. The accuracy of this method is tested for some Poisson’s equations with known analytical solutions and the numerical results obtained show that the method produces accurate results.展开更多
In this paper,two fourth-order compact finite difference schemes are derived to solve the nonlinear fourth-order wave equation which can be viewed as a generalized model from the nonlinear beam equation.Differing from...In this paper,two fourth-order compact finite difference schemes are derived to solve the nonlinear fourth-order wave equation which can be viewed as a generalized model from the nonlinear beam equation.Differing from the existing compact finite difference schemes which preserve the total energy in a recursive sense,the new schemes are proved to per-fectly preserve the total energy in the discrete sense.By using the standard energy method and the cut-off function technique,the optimal error estimates of the numerical solutions are established,and the convergence rates are of O(h^(4)+τ^(2))with mesh-size h and time-step τ.In order to improve the computational efficiency,an iterative algorithm is proposed as the outer solver and the double sweep method for pentadiagonal linear algebraic equations is introduced as the inner solver to solve the nonlinear difference schemes at each time step.The convergence of the iterative algorithm is also rigorously analyzed.Several numerical results are carried out to test the error estimates and conservative properties.展开更多
In this study, the method of lines (MOLs) with higher order central difference approximation method coupled with the classical fourth order Runge-Kutta (RK(4,4)) method is used in solving shallow water equations (SWEs...In this study, the method of lines (MOLs) with higher order central difference approximation method coupled with the classical fourth order Runge-Kutta (RK(4,4)) method is used in solving shallow water equations (SWEs) in Cartesian coordinates to foresee water levels associated with a storm accurately along the coast of Bangladesh. In doing so, the partial derivatives of the SWEs with respect to the space variables were discretized with 5-point central difference, as a test case, to obtain a system of ordinary differential equations with time as an independent variable for every spatial grid point, which with initial conditions were solved by the RK(4,4) method. The complex land-sea interface and bottom topographic details were incorporated closely using nested schemes. The coastal and island boundaries were rectangularized through proper stair step representation, and the storing positions of the scalar and momentum variables were specified according to the rules of structured C-grid. A stable tidal regime was made over the model domain considering the effect of the major tidal constituent, M2 along the southern open boundary of the outermost parent scheme. The Meghna River fresh water discharge was taken into account for the inner most child scheme. To take into account the dynamic interaction of tide and surge, the generated tidal regime was introduced as the initial state of the sea, and the surge was then made to come over it through computer simulation. Numerical experiments were performed with the cyclone April 1991 to simulate water levels due to tide, surge, and their interaction at different stations along the coast of Bangladesh. Our computed results were found to compare reasonable well with the limited observed data obtained from Bangladesh Inland Water Transport Authority (BIWTA) and were found to be better in comparison with the results obtained through the regular finite difference method and the 3-point central difference MOLs coupled with the RK(4,4) method with regard to the root mean square error values.展开更多
In the article, the fully discrete finite difference scheme for a type of nonlinear reaction-diffusion equation is established. Then the new function space is introduced and the stability problem for the finite differ...In the article, the fully discrete finite difference scheme for a type of nonlinear reaction-diffusion equation is established. Then the new function space is introduced and the stability problem for the finite difference scheme is discussed by means of variational approximation method in this function space. The approach used is of a simple characteristic in gaining the stability condition of the scheme.展开更多
Time fractional diffusion equation is usually used to describe the problems involving non-Markovian random walks. This kind of equation is obtained from the standard diffusion equation by replacing the first-order tim...Time fractional diffusion equation is usually used to describe the problems involving non-Markovian random walks. This kind of equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α∈(0, 1). In this paper, an implicit finite difference scheme for solving the time fractional diffusion equation with source term is presented and analyzed, where the fractional derivative is described in the Caputo sense. Stability and convergence of this scheme are rigorously established by a Fourier analysis. And using numerical experiments illustrates the accuracy and effectiveness of the scheme mentioned in this paper.展开更多
Surface Laplacian map provides a better spatial resolution than surface potential distribution. Different order finite difference approximations are deduced and compared by simulations on a plane in this paper. The re...Surface Laplacian map provides a better spatial resolution than surface potential distribution. Different order finite difference approximations are deduced and compared by simulations on a plane in this paper. The results show high order approximation is better than low order approximation for noiseless situation. However, low order approximation is better for noise suppression. Results also show Laplacian is more sensitive to shallow neural activities and the temporal course of neural activities can be correctly reconstructed by a finite difference Laplacian.展开更多
An explicit,time-dependent variable grid finite difference method is introduced and analyzed for approximating the solution of a scalar conservation law in two dimension. The scheme is stable,and the numerical solutio...An explicit,time-dependent variable grid finite difference method is introduced and analyzed for approximating the solution of a scalar conservation law in two dimension. The scheme is stable,and the numerical solution is proved to converges to the relevant physical solution.展开更多
Numerical simulation of complex flow fields with multi-scale structures is one of the most important and challenging branches of computational fluid dynamics. From linear analysis and numerical experiments it has been...Numerical simulation of complex flow fields with multi-scale structures is one of the most important and challenging branches of computational fluid dynamics. From linear analysis and numerical experiments it has been discovered that the higher-order accurate method can give reliable and efficient computational results, as well as better resolution of the complex flow fields with multi-scale structures. Compact finite difference schemes, which feature higher-order accuracy and spectral-like resolution with smaller stencils and easier application of boundary conditions, has attracted more and more interest and attention.展开更多
One-dimensional heat equation was solved for different higher-order finite difference schemes, namely, forward time and fourth-order centered space explicit method, backward time and fourth-order centered space implic...One-dimensional heat equation was solved for different higher-order finite difference schemes, namely, forward time and fourth-order centered space explicit method, backward time and fourth-order centered space implicit method, and fourth-order implicit Crank-Nicolson finite difference method. Higher-order schemes have complexity in computing values at the neighboring points to the boundaries. It is required there a specification of the values of field variables at some points exterior to the domain. The complexity was incorporated using Hicks approximation. The convergence and stability analysis was also computed for those higher-order finite difference explicit and implicit methods in case of solving a one dimensional heat equation. The obtained numerical results were compared with exact solutions. It is found that backward time and fourth-order centered space implicit scheme along with Hicks approximation performed well over the other mentioned higher-order approaches.展开更多
In this paper,we consider a Riesz space-fractional reaction-dispersion equation (RSFRDE).The RSFRDE is obtained from the classical reaction-dispersion equation by replacing the second-order space derivative with a Rie...In this paper,we consider a Riesz space-fractional reaction-dispersion equation (RSFRDE).The RSFRDE is obtained from the classical reaction-dispersion equation by replacing the second-order space derivative with a Riesz derivative of orderβ∈(1,2]. We propose an implicit finite difference approximation for RSFRDE.The stability and convergence of the finite difference approximations are analyzed.Numerical results are found in good agreement with the theoretical analysis.展开更多
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 sch...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 ＋ △x^2）-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.展开更多
The problem of solving the linear diffusion equation by a method related to the Restrictive Pade Approximation (RPA) is considered. The advantage is that it has the exact value at certain r. This method will exhibit s...The problem of solving the linear diffusion equation by a method related to the Restrictive Pade Approximation (RPA) is considered. The advantage is that it has the exact value at certain r. This method will exhibit several advantages for example highly accurate, fast and with good results, etc. The absolutely error is still very small. The obtained results are compared with the exact solution and the other methods. The numerical results are in agreement with the exact solution.展开更多
In this paper, we present Newton-like methods (modified Newton method and modified secant method), which explore the special structure of the finitedifference approximation of fourth order to the nonlinear two-point b...In this paper, we present Newton-like methods (modified Newton method and modified secant method), which explore the special structure of the finitedifference approximation of fourth order to the nonlinear two-point boundary value problems At each iteration, modified secant method only calls and computes one function vector (i.e., no additional cast in function evaluations), and it has a R- convergence rate, and modified Newton method only calls two function vectors,and it has a Q-quadratic convergence rate. At last, our numerical results show the new methods are very effective.展开更多
波动方程系数矩阵对称化是整合不同类别波动方程、降低波传播模拟难度的有效方法,目前已成功应用于声波方程、各向同性与各向异性介质弹性波动方程。该研究将推导出双项介质波动方程的系数矩阵对称式;随后,引入多轴完全匹配层,采用迎风...波动方程系数矩阵对称化是整合不同类别波动方程、降低波传播模拟难度的有效方法,目前已成功应用于声波方程、各向同性与各向异性介质弹性波动方程。该研究将推导出双项介质波动方程的系数矩阵对称式;随后,引入多轴完全匹配层,采用迎风格式分部求和-一致逼近项(summation by parts-simultaneous approximation terms,SBP-SAT)有限差分方法离散波动方程,并通过能量法进行稳定性评估。通过数值仿真,表明所提出的离散框架具有整合度高,稳定性好和拓展性强等特点。此外,该方法可以稳定模拟曲线域中的波传播并降低其实现成本,表明了波动方程系数矩阵对称化方法及其离散框架在波传播模拟领域具有广泛的应用前景。展开更多
基金supported and sponsored jointly by the National Natural Science Foundation of China(Grand Nos.51009092 and 50909061)Doctoral Foundation of the Ministry of Education of China(Grand No.20090073120013)the National High Technology Research and Development Program of China(863Program,Grand No.2008AA092301-1)
文摘The dynamic calculations of slender marine risers, such as Finite Element Method （FEM） or Modal Expansion Solution Method （MESM）, are mainly for the slender structures with their both ends hinged to the surface and bottom. However, for the re-entry operation, risers held by vessels are in vertical free hanging state, so the displacement and velocity of lower joint would not be zero. For the model of free hanging flexible marine risers, the paper proposed a Finite Difference Approximation （FDA） method for its dynamic calculation. The riser is divided into a reasonable number of rigid discrete segments. And the dynamic model is established based on simple Euler-Bemoulli Beam Theory concerning tension, shear forces and bending moments at each node along the cylindrical structures, which is extendible for different boundary conditions. The governing equations with specific boundary conditions for riser＇s free hanging state are simplified by Keller-box method and solved with Newton iteration algorithm for a stable dynamic solution. The calculation starts when the riser is vertical and still in calm water, and its behavior is obtained along time responding to the lateral forward motion at the top. The dynamic behavior in response to the lateral parametric excitation at the top is also proposed and discussed in this paper.
文摘In this paper, a numerical technique is proposed to obtain the solution for transient heat conduction equation of Copper. The copper element is characterized by many characteristics;the most important of which is its high ability to conduct heat and electrical conductivity, in addition to being a flexible and malleable metal that is easy to form without being broken, making it one of the basic minerals that humans have benefited from for thousands of years, it is one of the first minerals. That has been discovered and extracted, and still plays a major role in the development of societies. The obtained solutions are compared with the available exact solutions and the obtained solutions using the finite difference method. The results indicate that the finite difference method is a highly effective method for obtaining approximate solutions for the thermal conductivity equation for copper. It is also clear from the numerical results from copper in the high conductivity of heat and electricity.
文摘In this work, by extending the method of Hockney into three dimensions, the Poisson’s equation in cylindrical coordinates system with the Dirichlet’s boundary conditions in a portion of a cylinder for is solved directly. The Poisson equation is approximated by fourth-order finite differences and the resulting large algebraic system of linear equations is treated systematically in order to get a block tri-diagonal system. The accuracy of this method is tested for some Poisson’s equations with known analytical solutions and the numerical results obtained show that the method produces accurate results.
基金supported by the National Natural Science Foundation of China under Grant No.11571181the Natural Science Foundation of Jiangsu Province of China under Grant No.BK20171454.
文摘In this paper,two fourth-order compact finite difference schemes are derived to solve the nonlinear fourth-order wave equation which can be viewed as a generalized model from the nonlinear beam equation.Differing from the existing compact finite difference schemes which preserve the total energy in a recursive sense,the new schemes are proved to per-fectly preserve the total energy in the discrete sense.By using the standard energy method and the cut-off function technique,the optimal error estimates of the numerical solutions are established,and the convergence rates are of O(h^(4)+τ^(2))with mesh-size h and time-step τ.In order to improve the computational efficiency,an iterative algorithm is proposed as the outer solver and the double sweep method for pentadiagonal linear algebraic equations is introduced as the inner solver to solve the nonlinear difference schemes at each time step.The convergence of the iterative algorithm is also rigorously analyzed.Several numerical results are carried out to test the error estimates and conservative properties.
文摘In this study, the method of lines (MOLs) with higher order central difference approximation method coupled with the classical fourth order Runge-Kutta (RK(4,4)) method is used in solving shallow water equations (SWEs) in Cartesian coordinates to foresee water levels associated with a storm accurately along the coast of Bangladesh. In doing so, the partial derivatives of the SWEs with respect to the space variables were discretized with 5-point central difference, as a test case, to obtain a system of ordinary differential equations with time as an independent variable for every spatial grid point, which with initial conditions were solved by the RK(4,4) method. The complex land-sea interface and bottom topographic details were incorporated closely using nested schemes. The coastal and island boundaries were rectangularized through proper stair step representation, and the storing positions of the scalar and momentum variables were specified according to the rules of structured C-grid. A stable tidal regime was made over the model domain considering the effect of the major tidal constituent, M2 along the southern open boundary of the outermost parent scheme. The Meghna River fresh water discharge was taken into account for the inner most child scheme. To take into account the dynamic interaction of tide and surge, the generated tidal regime was introduced as the initial state of the sea, and the surge was then made to come over it through computer simulation. Numerical experiments were performed with the cyclone April 1991 to simulate water levels due to tide, surge, and their interaction at different stations along the coast of Bangladesh. Our computed results were found to compare reasonable well with the limited observed data obtained from Bangladesh Inland Water Transport Authority (BIWTA) and were found to be better in comparison with the results obtained through the regular finite difference method and the 3-point central difference MOLs coupled with the RK(4,4) method with regard to the root mean square error values.
文摘In the article, the fully discrete finite difference scheme for a type of nonlinear reaction-diffusion equation is established. Then the new function space is introduced and the stability problem for the finite difference scheme is discussed by means of variational approximation method in this function space. The approach used is of a simple characteristic in gaining the stability condition of the scheme.
基金Supported by the Discipline Construction and Teaching Research Fund of LUTcte(20140089)
文摘Time fractional diffusion equation is usually used to describe the problems involving non-Markovian random walks. This kind of equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α∈(0, 1). In this paper, an implicit finite difference scheme for solving the time fractional diffusion equation with source term is presented and analyzed, where the fractional derivative is described in the Caputo sense. Stability and convergence of this scheme are rigorously established by a Fourier analysis. And using numerical experiments illustrates the accuracy and effectiveness of the scheme mentioned in this paper.
基金Supported by the 973 Project (No.2003CB716106) and the National Natural Science Foundation of China (No. 60571019, 30525030).
文摘Surface Laplacian map provides a better spatial resolution than surface potential distribution. Different order finite difference approximations are deduced and compared by simulations on a plane in this paper. The results show high order approximation is better than low order approximation for noiseless situation. However, low order approximation is better for noise suppression. Results also show Laplacian is more sensitive to shallow neural activities and the temporal course of neural activities can be correctly reconstructed by a finite difference Laplacian.
文摘An explicit,time-dependent variable grid finite difference method is introduced and analyzed for approximating the solution of a scalar conservation law in two dimension. The scheme is stable,and the numerical solution is proved to converges to the relevant physical solution.
文摘Numerical simulation of complex flow fields with multi-scale structures is one of the most important and challenging branches of computational fluid dynamics. From linear analysis and numerical experiments it has been discovered that the higher-order accurate method can give reliable and efficient computational results, as well as better resolution of the complex flow fields with multi-scale structures. Compact finite difference schemes, which feature higher-order accuracy and spectral-like resolution with smaller stencils and easier application of boundary conditions, has attracted more and more interest and attention.
文摘One-dimensional heat equation was solved for different higher-order finite difference schemes, namely, forward time and fourth-order centered space explicit method, backward time and fourth-order centered space implicit method, and fourth-order implicit Crank-Nicolson finite difference method. Higher-order schemes have complexity in computing values at the neighboring points to the boundaries. It is required there a specification of the values of field variables at some points exterior to the domain. The complexity was incorporated using Hicks approximation. The convergence and stability analysis was also computed for those higher-order finite difference explicit and implicit methods in case of solving a one dimensional heat equation. The obtained numerical results were compared with exact solutions. It is found that backward time and fourth-order centered space implicit scheme along with Hicks approximation performed well over the other mentioned higher-order approaches.
基金The authors gratefully acknowledge the support of the National Natural Science Foundation of China under Grant 10271098 the Australian Research Council grant LP0348653.
文摘In this paper,we consider a Riesz space-fractional reaction-dispersion equation (RSFRDE).The RSFRDE is obtained from the classical reaction-dispersion equation by replacing the second-order space derivative with a Riesz derivative of orderβ∈(1,2]. We propose an implicit finite difference approximation for RSFRDE.The stability and convergence of the finite difference approximations are analyzed.Numerical results are found in good agreement with the theoretical analysis.
基金supported in part by the National Basic Research Program(2007CB814906)the National Natural Science Foundation of China(10771031,10471019,10471103,and 10771158)+1 种基金Social Science Foundation of the Ministry of Education of China(Numerical methods for convertible bonds,06JA630047)Tianjin Natural Science Foundation(07JCYBJC14300)and Tianjin University of Finance and Economics
文摘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 ＋ △x^2）-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.
文摘The problem of solving the linear diffusion equation by a method related to the Restrictive Pade Approximation (RPA) is considered. The advantage is that it has the exact value at certain r. This method will exhibit several advantages for example highly accurate, fast and with good results, etc. The absolutely error is still very small. The obtained results are compared with the exact solution and the other methods. The numerical results are in agreement with the exact solution.
文摘In this paper, we present Newton-like methods (modified Newton method and modified secant method), which explore the special structure of the finitedifference approximation of fourth order to the nonlinear two-point boundary value problems At each iteration, modified secant method only calls and computes one function vector (i.e., no additional cast in function evaluations), and it has a R- convergence rate, and modified Newton method only calls two function vectors,and it has a Q-quadratic convergence rate. At last, our numerical results show the new methods are very effective.
文摘波动方程系数矩阵对称化是整合不同类别波动方程、降低波传播模拟难度的有效方法,目前已成功应用于声波方程、各向同性与各向异性介质弹性波动方程。该研究将推导出双项介质波动方程的系数矩阵对称式;随后,引入多轴完全匹配层,采用迎风格式分部求和-一致逼近项(summation by parts-simultaneous approximation terms,SBP-SAT)有限差分方法离散波动方程,并通过能量法进行稳定性评估。通过数值仿真,表明所提出的离散框架具有整合度高,稳定性好和拓展性强等特点。此外,该方法可以稳定模拟曲线域中的波传播并降低其实现成本,表明了波动方程系数矩阵对称化方法及其离散框架在波传播模拟领域具有广泛的应用前景。
