• 제목/요약/키워드: linear differential equations

검색결과 539건 처리시간 0.03초

CRAY-2에서의 대형희귀행렬 연립방정식의 해법을 위한 벡터준비행렬의 재배열 방법 (A reordering scheme for the vectorizable preconditioner for the large sparse linear systems on the CRAY-2)

  • 마상백
    • 한국정보처리학회논문지
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    • 제2권6호
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    • pp.960-968
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    • 1995
  • 이 논문에서 우리는 CRAY-2에서 편미분방정식에서 발생하는 대형희귀 연립방정 식의 효과적인 벡터준비행렬을 만들기 위한 재배열방법을 제시한다. 이 재배열방법은 종래의 빨강/검정 배열의 선형 형태로써, ILU 준비행렬의 변형에 사용될 경우 필인 (fill-in)을 크게 하면 종래의 빨강/검정 재배열의 약점이던 수렴율의 감소를 극복할 수 있다. 우리는 CRAY-2에서 여러 가지 실험을 통해 우리의 주장을 입증한다. 또, 에러 행렬의 후로베니우스 놈을 계산한 결과도 우리의 주장과 일치한다.

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강인한 서보계설계와 R/C헬리콥터 트레이닝 시뮬레이터 제어에의 응용 (Design of robust servo systems and application to control of training simulator for radio-controlled helicopter)

  • 김상봉;박순실
    • 대한기계학회논문집
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    • 제15권2호
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    • pp.497-506
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    • 1991
  • In this paper, a new construction for training simulator of R/C helicopter based on two types of servo controller is proposed. Two modified algorithms (algorithm I and II) for servo controller design are presented. Algorithm I is developed by adopting Davison's method in the case that the expressions for the homogeneous differential equations of reference input and disturbance are different types, and algorithm II is done by considering error weighting function for the servo controller of algorithm I . The linear fractional transformation method is incorporated in both design methods in order to assign the closed loop poles of the servo system in a specified region. The helicopter simulator is composed by the gimbals with two freedom of rolling and pitching. The reliability and validity for the design methods of the proposed servo controller are investigated through the practical experiment for the simulator by using 16bits micro-computer with A/D and D/A converters. It can be observered from the experimental results that the proposed servo controller is applicable to practical plants since the simulator is robust for the arbitrary disturbance and it follows to the given reference input without significant steady state error.

FINITE-DIFFERENCE BISECTION ALGORITHMS FOR FREE BOUNDARIES OF AMERICAN OPTIONS

  • Kang, Sunbu;Kim, Taekkeun;Kwon, Yonghoon
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제19권1호
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    • pp.1-21
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    • 2015
  • This paper presents two algorithms based on the Jamshidian equation which is from the Black-Scholes partial differential equation. The first algorithm is for American call options and the second one is for American put options. They compute numerically free boundary and then option price, iteratively, because the free boundary and the option price are coupled implicitly. By the upwind finite-difference scheme, we discretize the Jamshidian equation with respect to asset variable s and set up a linear system whose solution is an approximation to the option value. Using the property that the coefficient matrix of this linear system is an M-matrix, we prove several theorems in order to formulate a bisection method, which generates a sequence of intervals converging to the fixed interval containing the free boundary value with error bound h. These algorithms have the accuracy of O(k + h), where k and h are step sizes of variables t and s, respectively. We prove that they are unconditionally stable. We applied our algorithms for a series of numerical experiments and compared them with other algorithms. Our algorithms are efficient and applicable to options with such constraints as r > d, $r{\leq}d$, long-time or short-time maturity T.

경계요소법에 의한 선형 압밀문제의 해석 (Analysis of Linear Consolidation Problems by the Boundary Element Method)

  • 서일교
    • 전산구조공학
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    • 제8권4호
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    • pp.129-136
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    • 1995
  • 본 연구에서는 Biot의 선형압밀이론에 근거한 2차원 압밀문제의 근사해를 구하기 위한 경계요소법을 제시한다. 먼저 선형 압밀문제의 기초미분방정식의 시간의존성을 제거하기 위하여 시간에 대한 Laplace변환을 적용시키고, 변환공간에서의 미분방정식을 대상으로 정식화를 한다. 변환공간에서의 변위와 간극수압에 대한 경계적분방정식계를 유도하고, 변환공간에서의 연성문제에 대한 기본해를 구체적으로 보인다. 변환공간에서의 해를 실공간의 해로 변환하기 위하여 Hosono의 수직 Laplace역변환법을 적용하였으며, 해석예로서 2차원 반무한 지반의 국소재하에 의한 압밀문제를 해석예로 선택하였고, 암밀해와 비교하여 제안해법의 적용성 및 타당성을 보였다.

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Effect of higher order terms of Maclaurin expansion in nonlinear analysis of the Bernoulli beam by single finite element

  • Zahrai, Seyed Mehdi;Mortezagholi, Mohamad Hosein;Mirsalehi, Maryam
    • Structural Engineering and Mechanics
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    • 제58권6호
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    • pp.949-966
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    • 2016
  • The second order analysis taking place due to non-linear behavior of the structures under the mechanical and geometric factors through implementing exact and approximate methods is an indispensible issue in the analysis of such structures. Among the exact methods is the slope-deflection method that due to its simplicity and efficiency of its relationships has always been in consideration. By solving the differential equations of the modified slope-deflection method in which the effect of axial compressive force is considered, the stiffness matrix including trigonometric entries would be obtained. The complexity of computations with trigonometric functions causes replacement with their Maclaurin expansion. In most cases only the first two terms of this expansion are used but to obtain more accurate results, more elements are needed. In this paper, the effect of utilizing higher order terms of Maclaurin expansion on reducing the number of required elements and attaining more rapid convergence with less error is investigated for the Bernoulli beam with various boundary conditions. The results indicate that when using only one element along the beam length, utilizing higher order terms in Maclaurin expansion would reduce the relative error in determining the critical buckling load and kinematic parameters in the second order analysis.

반잠수 쌍동선의 최적 운동제어기 설계 (Application of Optimal Control Techniques to SWATH Motion Control)

  • 박찬욱;허보현;송준태
    • 대한조선학회논문집
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    • 제31권2호
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    • pp.65-77
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    • 1994
  • 본 논문은 SWATH선의 히브 및 피치 제어에 대한 LQ이론의 상세한 응용과정을 제시한다. 부가질량과 감쇄계수를 상하동요 고유주기에서의 값으로 근사함으로써 선형 시불변 2차 연립 미분방정식이 주파수 응답 모델로부터 유도된다. 파기진력은 사인파들의 합으로서 모델링 된다. 좋은 과도응답(transient response)과 적절한 제어핀 운동을 얻기 위하여 상태 및 제어 가중행렬의 체계적인 선택과정이 제시된다. 본 논문의 제어기 설계과정의 타당성이 시간영역 및 주파수 영역에서의 시뮬레이션과 전달함수행렬의 특이값 선도에 의해 철저히 조사되어 진다. 최종 설계된 제어시스템은 본 연구의 응용이 성공적이었음을 나타내는 좋은 전체 성능을 보여준다.

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A semi-analytical procedure for cross section effect on the buckling and dynamic stability of composite imperfect truncated conical microbeam

  • Zhang, Peng;Gao, Yanan;Moradi, Zohre;Ali, Yasar Ameer;Khadimallah, Mohamed Amine
    • Steel and Composite Structures
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    • 제44권3호
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    • pp.371-388
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    • 2022
  • The present study tackles the problem of forced vibration of imperfect axially functionally graded shell structure with truncated conical geometry. The linear and nonlinear large-deflection of the structure are considered in the mathematical formulation using von-Kármán models. Modified coupled stress method and principle of minimum virtual work are employed in the modeling to obtain the final governing equations. In addition, formulations of classical elasticity theory are also presented. Different functions, including the linear, convex, and exponential cross-section shapes, are considered in the grading material modeling along the thickness direction. The grading properties of the material are a direct result of the porosity change in the thickness direction. Vibration responses of the structure are calculated using the semi-analytical method of a couple of homotopy perturbation methods (HPM) and the generalized differential quadrature method (GDQM). Contradicting effects of small-scale, porosity, and volume fraction parameters on the nonlinear amplitude, frequency ratio, dynamic deflection, resonance frequency, and natural frequency are observed for shell structure under various boundary conditions.

Numerical calculations for bioconvection MHD Casson nanofluid flow: Study of Brownian motion

  • Hussain, Muzamal;Sharif, Humaira;Khadimallah, Mohamed Amine;Ayed, Hamdi;Banoqitah, Essam Mohammed;Loukil, Hassen;Ali, Imam;Mahmoud, S.R.;Tounsi, Abdelouahed
    • Computers and Concrete
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    • 제30권2호
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    • pp.143-150
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    • 2022
  • In this paper, the non-linear mathematical problem is solved via numerical scheme by utilizing shooting method. Brownian diffusion and thermophoresis along mass and heat transfer are accounted for. Non-linear expression is reduced via non-dimensional variables. The simplified ordinary differential equations are tackled by shooting technique. Behavior of distinct influential parameters is investigated graphically and analyzed for temperature and concentration profile. Our finding indicates that temperature profile is enhanced for the thermophoresis, Brownian motion coefficient, Prandtl number, Eckert number and temperature slip parameter. Comparison of numerical technique with the extant literature is made and an acceptable agreement is attained. Graphs are plotted to examine the influence of these parameters.

SURFACE-WAVE PROPAGATION THROUGH A METAL GAP WITH THE DIELECTRIC CORE SUBDIVIDED INTO MULTIPLE THIN FILMS

  • Mok, Jin-Sik;Lee, Hyoung-In
    • Journal of applied mathematics & informatics
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    • 제25권1_2호
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    • pp.315-327
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    • 2007
  • Mathematical aspects of the electromagnetic surface-wave propagation are examined for the dielectric core consisting of multiple sub-layers, which are embedded in the gap between the two bounding cladding metals. For this purpose, the linear problem with a partial differential wave equation is formulated into a nonlinear eigenvalue problem. The resulting eigenvalue is found to exist only for a certain combination of the material densities and the number of the multiple sub-layers. The implications of several limiting cases are discussed in terms of electromagnetic characteristics.

A numerical model for masonry implemented in the framework of a discrete formulation

  • Nappi, A.;Tin-Loi, F.
    • Structural Engineering and Mechanics
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    • 제11권2호
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    • pp.171-184
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    • 2001
  • A direct discrete formulation suitable for the nonlinear analysis of masonry structures is presented. The numerical approach requires a pair of dual meshes, one for describing displacement fields, one for imposing equilibrium. Forces and displacements are directly used (instead of having to resort to a model derived from a set of differential equations). Associated and nonassociated flow laws are dealt with within a complementarity framework. The main features of the method and of the relevant computer code are discussed. Numerical examples are presented, showing that the numerical approach is able to describe plastic strains, damage effects and crack patterns in masonry structures.