• Title/Summary/Keyword: Finite-difference method

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Unsteady Groundwater Flow in Aquifer (대수층의 부정류에 관한 연구)

  • 이정규
    • Water for future
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    • v.22 no.2
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    • pp.233-239
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    • 1989
  • The partial differential equation of the groundwater flow was reduced to an ordinary differential equation by the Boltzmann transformation. Its numerical solutions were obtained by the finite difference method and the new method to get the initial missing slope using the Richardson method and the finite difference equation was proposed. The solutions computed by the newly proposed method were compared with investigator's computations and they showed a satisfactory agreement and that the proposed method is easy and simple to get solutions.

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AN ADAPTIVE FINITE DIFFERENCE METHOD USING FAR-FIELD BOUNDARY CONDITIONS FOR THE BLACK-SCHOLES EQUATION

  • Jeong, Darae;Ha, Taeyoung;Kim, Myoungnyoun;Shin, Jaemin;Yoon, In-Han;Kim, Junseok
    • Bulletin of the Korean Mathematical Society
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    • v.51 no.4
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    • pp.1087-1100
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    • 2014
  • We present an accurate and efficient numerical method for solving the Black-Scholes equation. The method uses an adaptive grid technique which is based on a far-field boundary position and the Peclet condition. We present the algorithm for the automatic adaptive grid generation: First, we determine a priori suitable far-field boundary location using the mathematical model parameters. Second, generate the uniform fine grid around the non-smooth point of the payoff and a non-uniform grid in the remaining regions. Numerical tests are presented to demonstrate the accuracy and efficiency of the proposed method. The results show that the computational time is reduced substantially with the accuracy being maintained.

Analysis of Fluid Flow in Two-dimensional Tank by Finite Difference Method (유한차분법에 의한 2차원 탱크내의 유체유동해석)

  • G.J.,Lee;K.P.,Rhee
    • Bulletin of the Society of Naval Architects of Korea
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    • v.24 no.3
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    • pp.9-16
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    • 1987
  • In this paper, the fluid flow in the two-dimensional tank is analyzed by the Finite Difference Method. The Navier-Stokes equation is modified for the tank fixed coordinate system. For the treatment of the free surface, the Volume of Fluid Method by Hirt and Nichols is adopted. The continuity equation and the Poisson equation which is derived from the Navier-Stokes equation to find the pressure are solved by the Successive-Line-Overrelaxation Method. The comparison of the calculated results with experimental data show a favorable agreement. The fluid flow in the two-dimensional tank can be predicted reasonably before the free surface reaches breaking by this numerical method.

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Numerical Analysis of Ultra-Thin Gas Film Lubrication (초박막 기체윤활의 수치해석)

  • Chung C. H.
    • Journal of computational fluids engineering
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    • v.9 no.4
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    • pp.64-70
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    • 2004
  • A kinetic theory analysis is used to study the ultra-thin gas flow field in a gas slider bearing. The Boltzmann equation simplified by a collision model is solved by means of a finite difference approximation with the discrete ordinate method. Calculations are made for a flow in a micro-channel between an inclined slider and a moving disk drive platter The results are compared well with those from the DSMC method. The present method does not suffer from statistical noise which is common in particle-based methods and requires much less computational effort.

Numerical Analysis of Ultra-Thin Gas Film Lubrication (초박막 기체윤활의 수치해석)

  • Chung C. H.
    • 한국전산유체공학회:학술대회논문집
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    • 2004.10a
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    • pp.207-213
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    • 2004
  • A kinetic theory analysis is used to study the ultra-thin gas flow field in a gas slider bering, The Boltzmann equation simplified by a collision model is solved by means of a finite difference approximation with the discrete ordinate method. Calculations are made for a flow in a micro-channel between an inclined slider and a moving disk drive platter. The results are compared well with those from the DSMC method. The present method does not suffer from statistical noise which is common in particle based methods and requires much less computational effort.

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Characteristics of Roadbed Behaviors of Concrete Track for High-Speed Railway (고속철도 콘크리트궤도용 흙노반의 거동 특성)

  • Lee Il-Wha;Lee Su-Hyung;Kang Yun-Suk
    • Journal of the Korean Society for Railway
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    • v.9 no.3 s.34
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    • pp.298-304
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    • 2006
  • An active application of concrete track is being expected for the future constructions of Korean railroad. For the successful concrete track construction and design in earthwork areas, the roadbed behavior should be reasonably estimated using the proper analysis method. In this paper, behaviors of concrete track on the reinforced roadbed constructed with the standard stiffness and depth were estimated thorough numerical analyses and field measurements. A three dimensional finite difference method was employed to model the concrete tracks and subground. The settlement and vertical pressures caused by train load were estimated by the numerical method and compared with the field measurement results. The bearing characteristics of roadbed were presented and the proper method for the analysis of concrete track was proposed.

A REVIEW OF THE SUPRA-CONVERGENCES OF SHORTLEY-WELLER METHOD FOR POISSON EQUATION

  • Yoon, Gangjoon;Min, Chohong
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.18 no.1
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    • pp.51-60
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    • 2014
  • The Shortley-Weller method is a basic finite difference method for solving the Poisson equation with Dirichlet boundary condition. In this article, we review the analysis for supra-convergence of the Shortley-Weller method. Though consistency error is first order accurate at some locations, the convergence order is globally second order. We call this increase of the order of accuracy, supra-convergence. Our review is not a simple copy but serves a basic foundation to go toward yet undiscovered analysis for another supra-convergence: we present a partial result for supra-convergence for the gradient of solution.

NUMERICAL ANALYSIS OF GAS FLOWS IN ULTRA-THIN FILM GAS BEARINGS USING A MODEL BOLTZMANN EQUATION (모델볼츠만 방정식을 이용한 초박막 개스베어링 기체유장 수치해석)

  • Chung, C.H.
    • Journal of computational fluids engineering
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    • v.14 no.1
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    • pp.86-95
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    • 2009
  • A kinetic theory analysis is used to study the ultra-thin gas flow field in gas bearings. The Boltzmann equation simplified by a collision model is solved by means of a finite difference approximation with the discrete ordinate method. Calculations are made for flows inside micro-channels of backward-facing step, forward-facing step, and slider bearings. The results are compared well with those from the DSMC method. The present method does not suffer from statistical noise which is common in particle based methods and requires less computational effort.

Theoretical Performance Analysis of a Modified Rectangular Fin (변형된 사각 핀의 이론적 성능해석)

  • 강형석;김영준
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.16 no.8
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    • pp.683-690
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    • 2004
  • A modified rectangular fin is analyzed by two-dimensional analytic method and finite difference method. Relative error of heat loss from the modified rectangular fin between analytic method and finite difference method is presented. Comparisons of fin effectiveness and heat loss between a modified rectangular fin and a plane rectangular fin are made as a function of the non-dimensional fin length and wing height for different positions of wings by using analytic method. The ratio of the incremental rate of heat loss to that of the area of a modified rectangular fin is shown as a function of the wing height. One of the results shows that performance of a modified fin is more improved as the wing approaches the fin root.

AN EFFICIENT SECOND-ORDER NON-ITERATIVE FINITE DIFFERENCE SCHEME FOR HYPERBOLIC TELEGRAPH EQUATIONS

  • Jun, Young-Bae;Hwang, Hong-Taek
    • The Pure and Applied Mathematics
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    • v.17 no.4
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    • pp.289-298
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    • 2010
  • In this paper, we propose a second-order prediction/correction (SPC) domain decomposition method for solving one dimensional linear hyperbolic partial differential equation $u_{tt}+a(x,t)u_t+b(x,t)u=c(x,t)u_{xx}+{\int}(x,t)$. The method can be applied to variable coefficients problems and singular problems. Unconditional stability and error analysis of the method have been carried out. Numerical results support stability and efficiency of the method.