• Title/Summary/Keyword: Crank-Nicolson

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SUPERCONVERGENCE OF CRANK-NICOLSON MIXED FINITE ELEMENT SOLUTION OF PARABOLIC PROBLEMS

  • Kwon, Dae Sung;Park, Eun-Jae
    • Korean Journal of Mathematics
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    • v.13 no.2
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    • pp.139-148
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    • 2005
  • In this paper we extend the mixed finite element method and its $L_2$-error estimate for postprocessed solutions by using Crank-Nicolson time-discretization method. Global $O(h^2+({\Delta}t)^2)$-superconvergence for the lowest order Raviart-Thomas element ($Q_0-Q_{1,0}{\times}Q_{0,1}$) are obtained. Numerical examples are presented to confirm superconvergence phenomena.

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CONSEQUENCE OF BACKWARD EULER AND CRANK-NICOLSOM TECHNIQUES IN THE FINITE ELEMENT MODEL FOR THE NUMERICAL SOLUTION OF VARIABLY SATURATED FLOW PROBLEMS

  • ISLAM, M.S.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.19 no.2
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    • pp.197-215
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    • 2015
  • Modeling water flow in variably saturated, porous media is important in many branches of science and engineering. Highly nonlinear relationships between water content and hydraulic conductivity and soil-water pressure result in very steep wetting fronts causing numerical problems. These include poor efficiency when modeling water infiltration into very dry porous media, and numerical oscillation near a steep wetting front. A one-dimensional finite element formulation is developed for the numerical simulation of variably saturated flow systems. First order backward Euler implicit and second order Crank-Nicolson time discretization schemes are adopted as a solution strategy in this formulation based on Picard and Newton iterative techniques. Five examples are used to investigate the numerical performance of two approaches and the different factors are highlighted that can affect their convergence and efficiency. The first test case deals with sharp moisture front that infiltrates into the soil column. It shows the capability of providing a mass-conservative behavior. Saturated conditions are not developed in the second test case. Involving of dry initial condition and steep wetting front are the main numerical complexity of the third test example. Fourth test case is a rapid infiltration of water from the surface, followed by a period of redistribution of the water due to the dynamic boundary condition. The last one-dimensional test case involves flow into a layered soil with variable initial conditions. The numerical results indicate that the Crank-Nicolson scheme is inefficient compared to fully implicit backward Euler scheme for the layered soil problem but offers same accuracy for the other homogeneous soil cases.

EFFICIENT NUMERICAL METHODS FOR THE KDV EQUATION

  • Kim, Mi-Young;Choi, Young-Kwang
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.15 no.4
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    • pp.291-306
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    • 2011
  • We consider the second order Strang splitting method to approximate the solution to the KdV equation. The model equation is split into three sets of initial value problems containing convection and dispersal terms separately. TVD MUSCL or MUSCL scheme is applied to approximate the convection term and the second order centered difference method to approximate the dispersal term. In time stepping, explicit third order Runge-Kutta method is used to the equation containing convection term and implicit Crank-Nicolson method to the equation containing dispersal term to reduce the CFL restriction. Several numerical examples of weakly and strongly dispersive problems, which produce solitons or dispersive shock waves, or may show instabilities of the solution, are presented.

Study for the Pertinent Scheme of the One Dimensional FDM Analysis (1차원 압밀 F.D.M 해석의 최적도식(Scheme) 연구)

  • 김팔규;김지호;구기욱;류권일
    • Proceedings of the Korean Geotechical Society Conference
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    • 2000.03b
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    • pp.631-638
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    • 2000
  • Pioneering work by Terzaghi imparted scientific and mathematical bases to many aspects of this subject and many people use this theory to measure the consolidation settlement until now. In this paper, Finite Difference Methods for consolidation are considered. First, it is shown the stability criterion of Explicit scheme and the Crank-Nicolson scheme, although unconditionally stable in the mathematical sense, produces physically unrealistic solutions when the time step is large. it is also shown that The Fully Implicit scheme shows more satisfactory behavior, but is less accurate for small time steps. and then we need to decide what scheme is more proper to consolidation. The purpose of this paper is to suggest the pertinent scheme to consolidation.

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The Development of a Model to Predict Beach Evolution (해빈변형 예측 모델의 개발)

  • 안수한;김인철
    • Water for future
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    • v.21 no.3
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    • pp.299-307
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    • 1988
  • A model is developed to predict the long-term beach evolution near the long groin considering the combined effects of variation of sea level, wave refraction and diffraction. A numerical solution for this problem is solved by considering the equation as a system subject to the boundary condition for longshore transport rate. One possible method is the centered Crank-Nicolson type implicit scheme. The results which ard obtained by applying this numerical model at Songdo beach, Pohang are as follows. Owing to the approximation used in the calculation of the refraction and diffraction coefficients, the discrepancy between the predicted and actual shoreline occurs to the interior of long groin. However, the shape of shoreline at the exterier of long groins agrees well.

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On the Evolution of Leading Waves Generated by a Wavemaker (조파기에 의하여 발생된 선단파의 전개)

  • 박인규;최항순
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.4 no.3
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    • pp.156-160
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    • 1992
  • The evolution of leading waves generated by a wavemaker in a two-dimensional tank has been studied. The front of wave trains can be described in general by the Schrodinger equation. In particular, when the slope of the carrier waves is steep, and hence nonlinearity becomes important, the cubic Schrodinger equation is proved to be an appropriate mathematical model. Computations are made by using the Crank-Nicolson algorithm and compared with experimental data. It is found that the numerical result predicts the evolution of leading waves fairly well and the evolution is significantly affected by nonlinearity for steep waves when kh>1.36.

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EXTRAPOLATED CRANK-NICOLSON APPROXIMATION FOR A LINEAR STEFAN PROBLEM WITH A FORCING TERM

  • Ahn, Min-Jung;Lee, Hyun-Young
    • Journal of applied mathematics & informatics
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    • v.8 no.3
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    • pp.773-793
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    • 2001
  • The explicit expressions for the 2n+1 primitive idempotents in R/sub pⁿ/ = F[x]/< x/sup pⁿ/ -1>, where F is the field of prime power order q and the multiplicative order of q modulo pⁿ is ø(pⁿ)/2(n≥1 and p is an odd prime), are obtained. An algorithm for computing the generating polynomials of the minimal QR cyclic codes of length pⁿ, generated by these primitive idempotents, is given and hence some bounds on the minimum distance of some QR codes of prime length over GF(q)(q=2, 3, ...) are obtained.

AN ADAPTIVE MULTIGRID TECHNIQUE FOR OPTION PRICING UNDER THE BLACK-SCHOLES MODEL

  • Jeong, Darae;Li, Yibao;Choi, Yongho;Moon, Kyoung-Sook;Kim, Junseok
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.17 no.4
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    • pp.295-306
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    • 2013
  • In this paper, we consider the adaptive multigrid method for solving the Black-Scholes equation to improve the efficiency of the option pricing. Adaptive meshing is generally regarded as an indispensable tool because of reduction of the computational costs. The Black-Scholes equation is discretized using a Crank-Nicolson scheme on block-structured adaptively refined rectangular meshes. And the resulting discrete equations are solved by a fast solver such as a multigrid method. Numerical simulations are performed to confirm the efficiency of the adaptive multigrid technique. In particular, through the comparison of computational results on adaptively refined mesh and uniform mesh, we show that adaptively refined mesh solver is superior to a standard method.

An Optimal Design of the Rocket Nozzle Wall by the Numerical Method (수치해법에 의한 로켓 노즐벽의 최적설계)

  • Jin Won Kim
    • Journal of Astronomy and Space Sciences
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    • v.3 no.1
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    • pp.29-40
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    • 1986
  • It is the aims of this study to choose the materials and determine the material thickness of laminated Rocket Nozzle Wall operating at high pressure and high temperature. The heat conduction analysis of each layer was performed by Crank Nicolson method changing the thickness and the materials for the imput data of Tungsten, Graphite, Alumina, Aluminum, Molybdenum, Plastic laminate. The results of the study for pressure of 93.5kg/$cm^2$ and temperature of $3000^{circ}C$ in the nozzle dia of 40cm are as follows.

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Estimations of Moisture Profiles during Wood Drying Using an Unsteady-State Diffusion Model (I) - Numerical Solution - (비정상(非定常) 상태(狀態)의 확산(擴散) 모델을 이용한 수분경사(水分傾斜)의 예측(豫測) (I) - 수치해석(數値解析) -)

  • Park, Jung-Hwan;Smith, William B.
    • Journal of the Korean Wood Science and Technology
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    • v.24 no.2
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    • pp.36-41
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    • 1996
  • 목재(木材)의 건조과정(乾燥過程) 중에 발생하는 목재 내부의 수분경사(水分傾斜)를 예측하기 위해 비정상상태(非定常狀態)의 확산(擴散)모델을 지배방정식(支配方程式)으로 적용하였으며, 목재 표면에서의 증발저항(蒸發抵抗)과 내부의 대칭적 수분분포를 경계조건(境界條件)으로 채택하였다. 주어진 경계조건에서의 지배방정식에 대한 일반해(一般解)가 무한수열 형태로 이루어지기 때문에, 유한차분법(有限差分法)을 이용하여 수치해석(數値解析)하였으며, 유한차분법(有限差分法) 중 오차범위(誤差範圍)가 안정한 상태인 Crank-Nicolson Scheme 알고리즘을 채택하였다.

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