• Title/Summary/Keyword: finite difference method

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THOMAS ALGORITHMS FOR SYSTEMS OF FOURTH-ORDER FINITE DIFFERENCE METHODS

  • Bak, Soyoon;Kim, Philsu;Park, Sangbeom
    • Journal of the Korean Mathematical Society
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    • v.59 no.5
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    • pp.891-909
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    • 2022
  • The main objective of this paper is to develop a concrete inverse formula of the system induced by the fourth-order finite difference method for two-point boundary value problems with Robin boundary conditions. This inverse formula facilitates to make a fast algorithm for solving the problems. Our numerical results show the efficiency and accuracy of the proposed method, which is implemented by the Thomas algorithm.

2-D Consolidation Numerical Analysis of Multi_Layered Soils (다층 지반의 2차원 압밀 수치해석)

  • 김팔규;류권일;남상규;이재식
    • Proceedings of the Korean Geotechical Society Conference
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    • 2000.03b
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    • pp.467-474
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    • 2000
  • The application of Terzaghi's theory of consolidation for analysing the settlement of multi-layered soils is not strictly valid because the theory involves an assumption that the soil is homogeneous. The settlement of stratified soils with confined aquifer can be analysed using numerical techniques whereby the governing differential equation is replaced by 2-dimensional finite difference approximations. The problems of discontinuous layer interface are very important in the algorithm and programming for the analysis of multi-layered consolidation using a numerical analysis, finite difference method(F.D.M.). Better results can be obtained by the process for discontinuous layer interface, since it can help consolidation analysis to model the actual ground The purpose of this paper provides an efficient computer algorithm based on numerical analysis using finite difference method(F.D.M) which account for multi-layered soils with confined aquifer to determine the degree of consolidation and excess pore pressures relative to time and positions more realistically.

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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.

Numerical Analysis of Laminar Natural Convection Heat Transfer around Two Vertical Fins by a Spectral Finite Difference Method

  • Haehwan SONG;MOCHIMARU Yoshihiro
    • 한국전산유체공학회:학술대회논문집
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    • 2003.10a
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    • pp.56-57
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    • 2003
  • A numerical solution is presented for the natural convection heat transfer from two vertical fins using a spectral finite difference method. Virtual distant boundary conditions for two bodies that are compatible with plume behavior and with an overall continuity condition are introduced. A boundary-fitted coordinate system is formed. Streamlines, isotherms, mean Nusselt numbers and drag & lift coefficients are presented for a variety of dimensionless parameters such as a Grashof number and a Prandtl number at a steady-state. Extensive effectiveness of a spectral finite difference method was established.

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A New Approach for the Derivation of a Discrete Approximation Formula on Uniform Grid for Harmonic Functions

  • Kim, Philsu;Choi, Hyun Jung;Ahn, Soyoung
    • Kyungpook Mathematical Journal
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    • v.47 no.4
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    • pp.529-548
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    • 2007
  • The purpose of this article is to find a relation between the finite difference method and the boundary element method, and propose a new approach deriving a discrete approximation formula as like that of the finite difference method for harmonic functions. We develop a discrete approximation formula on a uniform grid based on the boundary integral formulations. We consider three different boundary integral formulations and derive one discrete approximation formula on the uniform grid for the harmonic function. We show that the proposed discrete approximation formula has the same computational molecules with that of the finite difference formula for the Laplace operator ${\nabla}^2$.

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Convergence studies on static and dynamic analysis of beams by using the U-transformation method and finite difference method

  • Yang, Y.;Cai, M.;Liu, J.K.
    • Structural Engineering and Mechanics
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    • v.31 no.4
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    • pp.383-392
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    • 2009
  • The static and dynamic analyses of simply supported beams are studied by using the U-transformation method and the finite difference method. When the beam is divided into the mesh of equal elements, the mesh may be treated as a periodic structure. After an equivalent cyclic periodic system is established, the difference governing equation for such an equivalent system can be uncoupled by applying the U-transformation. Therefore, a set of single-degree-of-freedom equations is formed. These equations can be used to obtain exact analytical solutions of the deflections, bending moments, buckling loads, natural frequencies and dynamic responses of the beam subjected to particular loads or excitations. When the number of elements approaches to infinity, the exact error expression and the exact convergence rates of the difference solutions are obtained. These exact results cannot be easily derived if other methods are used instead.

A Study on the Electromagnetic wave properties of microstrip antenna using finite difference time domain method (FDTD법을 이용한 마이크로스트립 안테나의 전자파 특성에 관한 연구)

  • 홍용인;정명덕;홍성일;이흥기
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.2 no.4
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    • pp.653-660
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    • 1998
  • The purpose of this paper is to analyze the electromagnetic field characteristics of microstrip array antenna with the FDTD(finite difference-time domain method). Finite difference equations of Maxwell's equations are defined in rectangular coordinate systems. To simulate the unbounded problem like a free space, the Mur's absorbing boundary condition is also used. After modeling the microstrip array antenna with the grid structure, the transient response of the field distribution is depicted in the time domain.

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PERFORMANCE OF RICHARDSON EXTRAPOLATION ON SOME NUMERICAL METHODS FOR A SINGULARLY PERTURBED TURNING POINT PROBLEM WHOSE SOLUTION HAS BOUNDARY LAYERS

  • Munyakazi, Justin B.;Patidar, Kailash C.
    • Journal of the Korean Mathematical Society
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    • v.51 no.4
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    • pp.679-702
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    • 2014
  • Investigation of the numerical solution of singularly perturbed turning point problems dates back to late 1970s. However, due to the presence of layers, not many high order schemes could be developed to solve such problems. On the other hand, one could think of applying the convergence acceleration technique to improve the performance of existing numerical methods. However, that itself posed some challenges. To this end, we design and analyze a novel fitted operator finite difference method (FOFDM) to solve this type of problems. Then we develop a fitted mesh finite difference method (FMFDM). Our detailed convergence analysis shows that this FMFDM is robust with respect to the singular perturbation parameter. Then we investigate the effect of Richardson extrapolation on both of these methods. We observe that, the accuracy is improved in both cases whereas the rate of convergence depends on the particular scheme being used.

A PARAMETRIC SCHEME FOR THE NUMERICAL SOLUTION OF THE BOUSSINESQ EQUATION

  • Bratsos, A.G.
    • Journal of applied mathematics & informatics
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    • v.8 no.1
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    • pp.45-57
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    • 2001
  • A parametric scheme is proposed for the numerical solution of the nonlinear Boussinesq equation. The numerical method is developed by approximating the time and the space partical derivatives by finite-difference re placements and the nonlinear term by an appropriate linearized scheme. The resulting finite-difference method is analyzed for local truncation error and stability. The results of a number of numerical experiments are given for both the single and the double-soliton wave. AMS Mathematics Subject Classification : 65J15, 47H17, 49D15.

Buckling and vibration of rectangular plates of variable thickness with different end conditions by finite difference technique

  • Rajasekaran, Sundaramoorthy;Wilson, Antony John
    • Structural Engineering and Mechanics
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    • v.46 no.2
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    • pp.269-294
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    • 2013
  • This paper is concerned with the determination of exact buckling loads and vibration frequencies of variable thickness isotropic plates using well known finite difference technique. The plates are subjected to uni, biaxial compression and shear loadings and various combinations of boundary conditions are considered. The buckling load is found out as the in plane load that makes the determinant of the stiffness matrix equal to zero and the natural frequencies are found out by carrying out eigenvalue analysis of stiffness and mass matrices. New and exact results are given for many cases and the results are in close agreement with the published results. In this paper, like finite element method, finite difference method is applied in a very simple manner and the application of boundary conditions is also automatic.