• Title/Summary/Keyword: Difference equations

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A Note on the Modified Scheme for Nonlinear Shallow-Water Equations (비선형 천수방정식의 보정차분기법)

  • 조용식
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.11 no.4
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    • pp.197-200
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    • 1999
  • An extension of the modified leap-frog scheme is made to solve the nonlinear shallow-water equations. In the extended model. the physical dispersion of the Boussinesq equations is replaced by the numerical dispersion resulted from the leap-frog finite difference scheme. The model is used to simulate propagations of a solitary wave over a constant water depth and a linearly varying water depth. Obtained numerical results are compared with available analytical and other numerical solutions. A reasonable agreement is observed.

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A recursive approach for mechanical system design sensitivity analysis

  • Daesung Bae
    • Transactions of the Korean Society of Machine Tool Engineers
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    • v.10 no.1
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    • pp.101-111
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    • 2001
  • Recursive formulas have been effective in solving the equations of motion for large scale constratined mechanical sys-tems. However, derivation of the formulas has been limited to individual terms in the equations of motion, such as veloci-ty, acceleration. and generalized forces. The recursive formulas are generalized in this paper. The velocity transformation method is employed to transform the equations of motion from Cartesian to the joint spaces. Computational structure of the equations of motion in the joint space is carefully examined to classify all necessary computational operations into sev-eral categories. The generalized recursive formula for each category is then developed and applied whenever such a cate-gory of computation is encountered. Since the velocity transformation method yields the equations of motion in a compact form and computational efficiency is achieved by generalized recursive formulas, the proposed method is not only easy to implement but is also efficient. A library of generalized recursive formulas is developed to implement a dynamic analysis algorithm using backward difference.

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AN INITIAL VALUE TECHNIQUE FOR SINGULARLY PERTURBED DIFFERENTIAL-DIFFERENCE EQUATIONS WITH A SMALL NEGATIVE SHIFT

  • Rao, R. Nageshwar;Chakravarthy, P. Pramod
    • Journal of applied mathematics & informatics
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    • v.31 no.1_2
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    • pp.131-145
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    • 2013
  • In this paper, we present an initial value technique for solving singularly perturbed differential difference equations with a boundary layer at one end point. Taylor's series is used to tackle the terms containing shift provided the shift is of small order of singular perturbation parameter and obtained a singularly perturbed boundary value problem. This singularly perturbed boundary value problem is replaced by a pair of initial value problems. Classical fourth order Runge-Kutta method is used to solve these initial value problems. The effect of small shift on the boundary layer solution in both the cases, i.e., the boundary layer on the left side as well as the right side is discussed by considering numerical experiments. Several numerical examples are solved to demonstate the applicability of the method.

RATIONAL DIFFERENCE EQUATIONS WITH POSITIVE EQUILIBRIUM POINT

  • Dubickas, Arturas
    • Bulletin of the Korean Mathematical Society
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    • v.47 no.3
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    • pp.645-651
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    • 2010
  • In this note we study positive solutions of the mth order rational difference equation $x_n=(a_0+\sum{{m\atop{i=1}}a_ix_{n-i}/(b_0+\sum{{m\atop{i=1}}b_ix_{n-i}$, where n = m,m+1,m+2, $\ldots$ and $x_0,\ldots,x_{m-1}$ > 0. We describe a sufficient condition on nonnegative real numbers $a_0,a_1,\ldots,a_m,b_0,b_1,\ldots,b_m$ under which every solution $x_n$ of the above equation tends to the limit $(A-b_0+\sqrt{(A-b_0)^2+4_{a_0}B}$/2B as $n{\rightarrow}{\infty}$, where $A=\sum{{m\atop{i=1}}\;a_i$ and $B=\sum{{m\atop{i=1}}\;b_i$.

A FUNDAMENTAL STUDY ON THE NUMERICAL SIMULATION OF WAVE BREAKING PHENOMENON AROUND THE FORE-BODY OF SHIP (선수주위 쇄파현상의 수치시뮬레이션에 관한 기초연구)

  • Eom T.J.;Lee Y.-G.;Jeong K.-L.
    • 한국전산유체공학회:학술대회논문집
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    • 2005.10a
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    • pp.195-199
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    • 2005
  • Wave breaking phenomenon near the fore body of a ship is numerically simulated. The ship advance with uniform velocity in calm water. For the simulation, incompressible Navier-Stokes equations and continuity equation are adopted as governing equations. The simulation is carried out in staggered variable mesh system with finite difference method. Marker and Cell(MAC) method and Marker-Density method are employed to track the free surface. Body boundary conditions are satisfied with the adoption of porosity method and no-slip condition on the hull surface. The ship model has a wedge type fore-body, and the computational domain is an appropriate region around the fore-body. The computation results are compared with some experimental results. Also the difference of the free surface tracking methods are discussed.

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MEROMORPHIC SOLUTIONS OF SOME q-DIFFERENCE EQUATIONS

  • Chen, Baoqin;Chen, Zongxuan
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.6
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    • pp.1303-1314
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    • 2011
  • We consider meromorphic solutions of q-difference equations of the form $$\sum_{j=o}^{n}a_j(z)f(q^jz)=a_{n+1}(z),$$ where $a_0(z)$, ${\ldots}$, $a_{n+1}(z)$ are meromorphic functions, $a_0(z)a_n(z)$ ≢ 0 and $q{\in}\mathbb{C}$ such that 0 < |q| ${\leq}$ 1. We give a new estimate on the upper bound for the length of the gap in the power series of entire solutions for the case 0 < |q| < 1 and n = 2. Some growth estimates for meromorphic solutions are also given in the cases 0 < |q| < 1. Moreover, we investigate zeros and poles of meromorphic solutions for the case |q| = 1.

COMPARISON OF NUMERICAL SCHEMES ON MULTI-DIMENSIONAL BLACK-SCHOLES EQUATIONS

  • Jo, Joonglee;Kim, Yongsik
    • Bulletin of the Korean Mathematical Society
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    • v.50 no.6
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    • pp.2035-2051
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    • 2013
  • In this paper, we study numerical schemes for solving multi-dimensional option pricing problem. We compare the direct solving method and the Operator Splitting Method(OSM) by using finite difference approximations. By varying parameters of the Black-Scholes equations for the maximum on the call option problem, we observed that there is no significant difference between the two methods on the convergence criterion except a huge difference in computation cost. Therefore, the two methods are compatible in practice and one can improve the time efficiency by combining the OSM with parallel computation technique. We show numerical examples including the Equity-Linked Security(ELS) pricing based on either two assets or three assets by using the OSM with the Monte-Carlo Simulation as the benchmark.

An Analytical Study on the Temperature Difference of PSC Composite Girder Bridge (PSC 합성거더교의 온도차에 관한 해석적 연구)

  • Jeon, Se-Jin;Kim, Young-Jin;Kim, Seong-Woon;Kim, Cheol-Young
    • Proceedings of the Korea Concrete Institute Conference
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    • 2006.05a
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    • pp.302-305
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    • 2006
  • The temperature difference of deck and girder is one of the major factors that affect the stress distribution of a section, and therefore, the design of a composite girder bridge. However, domestic design codes of highway and railway bridges, respectively, present different shapes of design equations regarding the temperature difference, which may induce some confusion to the designers. In this study, each design equation is investigated on a theoretical basis and compared together. Some other methodologies such as finite element method and other equations from a different point of view are also taken into account for further comparison. An example of a railway bridge is presented to verify the result of each scheme.

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A study on the electromagnetic wave properties of the leaky coaxial cable with the finite difference time domain (FDTD) algorithm (유한차분 시간영역 알고리듬을 이용한 누설 동축 케이블의 전자파 특성에 관한 연구)

  • 홍용인;김정기
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.11
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    • pp.2954-2965
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    • 1996
  • In this paper, the electromagnetic field characteristics of leaky caxial cable are anlyzed by using the finite difference-time domain(FDTD) technique. Finite difference equations of Maxwell's equations are definedin cylindrical coordinate systems. To simulate the open boundary problem like a free space, the Mur's Absorbing Boundary condition(Mur-ABC) is also used. After modeling the leaky coaxial cable with the three dimensional grid structure, the transient response of the field distribution and the current distribution, the field pattern, the coupling effect are depicted in the time domain.

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An analysis of electromagnetic wave properties of the leaky coaxial cable using the finite difference time domain algorithm(FDTD) (FDTD 알고리즘을 이용한 누설 동축 케이브르이 전파 특성 해석)

  • 홍용인;손동인;김태원;김정기;남호석
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.33A no.5
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    • pp.94-101
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    • 1996
  • The purpose of this paper is to analyze the field distribution and the current distribution of leaky coaxial cable with the finite difference-tiem domain(FDTD) algorithm. finite difference equations of maxwell's equations are defined in cylindrical coordinate systems. To simulate the unbounded problem like a free space, the Mur's absorbing boundary conditon is also used. After modeling the leaky coaxial cable with the three dimensional grid structure, the transient resoponse of th efield distribution and the current distribution are depicted in the time domain.

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