• Title/Summary/Keyword: Fully implicit

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Explicit integration algorithm for fully flexible unit cell simulation with recursive thermostat chains (순환적으로 결합되는 정온기들을 갖는 $N{\sigma}T$ 분자동역학 전산모사에 적용한 외연적 적분기법)

  • Jung, Kwang-Sub;Cho, Maeng-Hyo
    • Proceedings of the KSME Conference
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    • 2007.05a
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    • pp.512-517
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    • 2007
  • In the previous development of the recursive thermostat chained fully flexible cell molecular dynamics simulation, implicit time integration method such as generalized leapfrog integration is used. The implicit algorithm is very much complicated and not easy to show time reversibility because it is solved by the nonlinear iterative procedure. Thus we develop simple, explicit symplectic time integration formula for the recursive thermostat chained fully flexible unit cell simulation. Uniaxial tension test is performed to verify the present explicit algorithm. We check that the present simulation satisfies the ergodic hypothesis for various values of fictitious mass and coefficient of multiple thermostat system. The proposed method should be helpful to predict mechanical and thermal behavior of nano-scale structure.

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2-D Periodic Unsteady Flow Analysis Using a Partially Implicit Harmonic Balance Method (부분 내재적 조화 균형법을 이용한 주기적인 2차원 비정상 유동 해석)

  • Im, Dong-Kyun;Park, Soo-Hyung;Kwon, Jang-Hyuk
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.38 no.12
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    • pp.1153-1161
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    • 2010
  • An efficient solution method for harmonic balance techniques with Fourier transform is presented for periodic unsteady flow problems. The present partially-implicit harmonic balance treats the flux terms implicitly and the harmonic source term is solved explicitly. The convergence of the partially Implicit method is much faster than the explicit Runge-Kutta harmonic balance method. The method does not need to compute the additional flux Jacobian matrix from the implicit harmonic source term. Compared with fully implicit harmonic balance method, this partial approach turns out to have good convergence property. Oscillating flows over NACA0012 airfoil are considered to verify the method and to compare with results of explicit R-K(Runge-Kutta) and dual time stepping methods.

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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VARIABLE TIME-STEPPING HYBRID FINITE DIFFERENCE METHODS FOR PRICING BINARY OPTIONS

  • Kim, Hong-Joong;Moon, Kyoung-Sook
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.2
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    • pp.413-426
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    • 2011
  • Two types of new methods with variable time steps are proposed in order to valuate binary options efficiently. Type I changes adaptively the size of the time step at each time based on the magnitude of the local error, while Type II combines two uniform meshes. The new methods are hybrid finite difference methods, namely starting the computation with a fully implicit finite difference method for a few time steps for accuracy then performing a ${\theta}$-method during the rest of computation for efficiency. Numerical experiments for standard European vanilla, binary and American options show that both Type I and II variable time step methods are much more efficient than the fully implicit method or hybrid methods with uniform time steps.

Application of FIT Model to Near Mokpo Harbor (음해조석모형의 목포항 인근해역에의 적용)

  • 강주환
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.7 no.4
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    • pp.321-328
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    • 1995
  • The FIT(fully implicit tidal) model which adopts PCGCS (preconditioned conjugate gradient squared) method is developed and is applied to near Mokpo Harbor. Comparing computational results with observed velocities and elevations for the M$_2$ tidal constituent, agreeable correspondence is detected. The validity of the model is also proven by applying it to such areas which have narrow width (therefore showing rapid velocity), irregular topography and complex geometry. Tidal amplification phenomenon according to the constructions of seadike and sea-walls is considered by analyzing the 'filter effect' of Mokpo-ku using the model.

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Numerical Analysis of Detonation Wave Propagation in SCRam-Accelerator (초음속 연소 탄체 가속기 내의 폭굉파 진행에 관한 수치해석)

  • Choi, Jeong-Yeol;Jeung, In-Seuck;Lee, Soo-Gab
    • Journal of the Korean Society of Combustion
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    • v.1 no.1
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    • pp.83-91
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    • 1996
  • A numerical study is carried out to examine the ignition and propagation process of detonation wave in SCRam-accelerator operating in superdetonative mode. The time accurate solution of Reynolds averaged Navier-Stokes equations for chemically reacting flow is obtained by using the fully implicit numerical method and the higher order upwind scheme. As a result, it is clarified that the ignition process has its origin to the hot temperature region caused by shock-boundary layer interaction at the shoulder of projectile. After the ignition, the oblique detonation wave is generated and propagates toward the inlet while constructing complex shock-shock interaction and shock-boundary layer interaction. Finally, a standing oblique detonation wave is formed at the conical ramp.

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HIGHER ORDER FULLY DISCRETE SCHEME COMBINED WITH $H^1$-GALERKIN MIXED FINITE ELEMENT METHOD FOR SEMILINEAR REACTION-DIFFUSION EQUATIONS

  • S. Arul Veda Manickam;Moudgalya, Nannan-K.;Pani, Amiya-K.
    • Journal of applied mathematics & informatics
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    • v.15 no.1_2
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    • pp.1-28
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    • 2004
  • We first apply a first order splitting to a semilinear reaction-diffusion equation and then discretize the resulting system by an $H^1$-Galerkin mixed finite element method in space. This semidiscrete method yields a system of differential algebraic equations (DAEs) of index one. A priori error estimates for semidiscrete scheme are derived for both differ-ential as well as algebraic components. For fully discretization, an implicit Runge-Kutta (IRK) methods is applied to the temporal direction and the error estimates are discussed for both components. Finally, we conclude the paper with a numerical example.

HIGHER ORDER OF FULLY DISCREATE SOLUTION FOR PARABOLIC PROBLEM IN $L_{\infty}$

  • Lee, H.Y.;Lee, J.R.
    • Journal of applied mathematics & informatics
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    • v.4 no.1
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    • pp.17-30
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    • 1997
  • In this work we approximate the solution of initialboun-dary value problem using a Galerkin-finite element method for the spatial discretization and Implicit Runge-Kutta method for the spatial discretization and implicit Runge-Kutta methods for the time stepping. To deal with the nonlinear term f(x, t, u), we introduce the well-known extrapolation sheme which was used widely to prove the convergence in $L_2$-norm. We present computational results showing that the optimal order of convergence arising under $L_2$-norm will be preserved in $L_{\infty}$-norm.

Numerical Analysis of Shallow Water Equation with Fully Implicit Method (음해법을 이용한 천수방정식의 수치해석)

  • Kang, Ju Whan;Park, Sang Hyun;Lee, Kil Seong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.13 no.3
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    • pp.119-127
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    • 1993
  • Recently, ADI scheme has been a most common tool for solving shallow water equation numerically. But ADI models of tidal flow is likely to cause so called ADI effect in such a region of the Yellow Sea which shows complex topography and has submarine canyons especially. To overcome this, a finite difference algorithm is developed which adopts fully implicit method and preconditioned conjugate gradient squared method. Applying the algorithm including simulation of intertidal zone to Sae-Man-Keum. velocity fields and flooding/drying phenomena are simulated well in spite of complex topography.

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Comparison of Semi-Implicit Integration Schemes for Rate-Dependent Plasticity (점소성 구성식의 적분에 미치는 선형화 방법의 영향)

  • Yoon, Sam-Son;Lee, Soon-Bok
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.27 no.11
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    • pp.1907-1916
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    • 2003
  • During decades, there has been much progress in understanding of the inelastic behavior of the materials and numerous inelastic constitutive equations have been developed. The complexity of these constitutive equations generally requires a stable and accurate numerical method. To obtain the increment of state variable, its evolution laws are linearized by several approximation methods, such as general midpoint rule(GMR) or general trapezoidal rule(GTR). In this investigation, semi-implicit integration schemes using GTR and GMR were developed and implemented into ABAQUS by means of UMAT subroutine. The comparison of integration schemes was conducted on the simple tension case, and simple shear case and nonproportional loading case. The fully implicit integration(FI) was the most stable but amplified the truncation error when the nonlinearity of state variable is strong. The semi-implicit integration using GTR gave the most accurate results at tension and shear problem. The numerical solutions with refined time increment were always placed between results of GTR and those of FI. GTR integration with adjusting midpoint parameter can be recommended as the best integration method for viscoplastic equation considering nonlinear kinematic hardening.