• Title/Summary/Keyword: operator splitting

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Operator-splitting methods respecting eigenvalue problems for shallow shelf equations with basal drag

  • Geiser, Jurgen;Calov, Reinhard
    • Coupled systems mechanics
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    • v.1 no.4
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    • pp.325-343
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    • 2012
  • We present different numerical methods for solving the shallow shelf equations with basal drag (SSAB). An alternative approach of splitting the SSAB equation into a Laplacian and diagonal shift operator is discussed with respect to the underlying eigenvalue problem. First, we solve the equations using standard methods. Then, the coupled equations are decomposed into operators for membranes stresses, basal shear stress and driving stress. Applying reasonable parameter values, we demonstrate that the operator of the membrane stresses is much stiffer than the operator of the basal shear stress. Here, we could apply a new splitting method, which alternates between the iteration on the membrane-stress operator and the basal-shear operator, with a more frequent iteration on the operator of the membrane stresses. We show that this splitting accelerates and stabilize the computational performance of the numerical method, although an appropriate choice of the standard method used to solve for all operators in one step speeds up the scheme as well.

HIGHER ORDER OPERATOR SPLITTING FOURIER SPECTRAL METHODS FOR THE ALLEN-CAHN EQUATION

  • SHIN, JAEMIN;LEE, HYUN GEUN;LEE, JUNE-YUB
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.21 no.1
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    • pp.1-16
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    • 2017
  • The Allen-Cahn equation is solved numerically by operator splitting Fourier spectral methods. The basic idea of the operator splitting method is to decompose the original problem into sub-equations and compose the approximate solution of the original equation using the solutions of the subproblems. The purpose of this paper is to characterize higher order operator splitting schemes and propose several higher order methods. Unlike the first and the second order methods, each of the heat and the free-energy evolution operators has at least one backward evaluation in higher order methods. We investigate the effect of negative time steps on a general form of third order schemes and suggest three third order methods for better stability and accuracy. Two fourth order methods are also presented. The traveling wave solution and a spinodal decomposition problem are used to demonstrate numerical properties and the order of convergence of the proposed methods.

세라믹 재료의 고속 충돌 해석을 위한 operator-splitting 유한 요소해석 기술

  • Ju, Byeong-Yun;Hwang, Chan;Jeong, Dong-Taek
    • Journal of the KSME
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    • v.50 no.4
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    • pp.42-45
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    • 2010
  • 초속 수 킬로미터에 달하는 탄자 충돌 해석과 같은 고속 충돌 문제는 매우 짧은 작용시간, 지배적인 과도 응답 상태, 관성효과의 중요성 등을 특징으로 들 수 있다. 이 글에서는 고속 충돌 해석을 위한 삼각형/사면체 요소를 적용한 operator-splitting 유한 요소 해석 기술에 대해 소개하였다.

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COMPARISON OF NUMERICAL METHODS (BI-CGSTAB, OS, MG) FOR THE 2D BLACK-SCHOLES EQUATION

  • Jeong, Darae;Kim, Sungki;Choi, Yongho;Hwang, Hyeongseok;Kim, Junseok
    • The Pure and Applied Mathematics
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    • v.21 no.2
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    • pp.129-139
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    • 2014
  • In this paper, we present a detailed comparison of the performance of the numerical solvers such as the biconjugate gradient stabilized, operator splitting, and multigrid methods for solving the two-dimensional Black-Scholes equation. The equation is discretized by the finite difference method. The computational results demonstrate that the operator splitting method is fastest among these solvers with the same level of accuracy.

COMPACTLY SUPPORTED WAVELET AND THE NUMERICAL SOLUTION OF THE VLASOV EQUATION

  • Benhadid, Yacine
    • Journal of applied mathematics & informatics
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    • v.24 no.1_2
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    • pp.17-30
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    • 2007
  • A new scheme for solving the Vlasov equation using a compactly supported wavelets basis is proposed. We use a numerical method which minimizes the numerical diffusion and conserves a reasonable time computing cost. So we introduce a representation in a compactly supported wavelet of the derivative operator. This method makes easy and simple the computation of the coefficients of the matrix representing the operator. This allows us to solve the two equations which result from the splitting technique of the main Vlasov equation. Some numerical results are exposed using different numbers of wavelets.

A NOTE ON SCATTERING OPERATOR SYMBOLS FOR ELLIPTIC WAVE PROPAGATION

  • Kim, Jeong-Hoon
    • Communications of the Korean Mathematical Society
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    • v.17 no.2
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    • pp.349-361
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    • 2002
  • The ill-posed elliptic wave propagation problems can be transformed into well-posed initial value problems of the reflection and transmission operators characterizing the material structure of the given model by the combination of wave field splitting and invariant imbedding methods. In general, the derived scattering operator equations are of first-order in range, nonlinear, nonlocal, and stiff and oscillatory with a subtle fixed and movable singularity structure. The phase space and path integral analysis reveals that construction and reconstruction algorithms depend crucially on a detailed symbol analysis of the scattering operators. Some information about the singularity structure of the scattering operator symbols is presented and analyzed in the transversely homogeneous limit.

AN OPERATOR SPLITTING METHOD FOR PRICING THE ELS OPTION

  • Jeong, Da-Rae;Wee, In-Suk;Kim, Jun-Seok
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.14 no.3
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    • pp.175-187
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    • 2010
  • This paper presents the numerical valuation of the two-asset step-down equitylinked securities (ELS) option by using the operator-splitting method (OSM). The ELS is one of the most popular financial options. The value of ELS option can be modeled by a modified Black-Scholes partial differential equation. However, regardless of whether there is a closedform solution, it is difficult and not efficient to evaluate the solution because such a solution would be represented by multiple integrations. Thus, a fast and accurate numerical algorithm is needed to value the price of the ELS option. This paper uses a finite difference method to discretize the governing equation and applies the OSM to solve the resulting discrete equations. The OSM is very robust and accurate in evaluating finite difference discretizations. We provide a detailed numerical algorithm and computational results showing the performance of the method for two underlying asset option pricing problems such as cash-or-nothing and stepdown ELS. Final option value of two-asset step-down ELS is obtained by a weighted average value using probability which is estimated by performing a MC simulation.

Suggestion for a splitting technique of the square-root operator of three dimensional acoustic parabolic equation based on two variable rational approximant with a factored denominator (인수분해 된 분모를 갖는 두 변수 유리함수 근사에 기반한 3차원 음향 포물선 방정식 제곱근 연산자의 분할기법 제안)

  • Lee, Keunhwa
    • The Journal of the Acoustical Society of Korea
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    • v.36 no.1
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    • pp.1-11
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    • 2017
  • In this study, novel approximate form of the square-root operator of three dimensional acoustic Parabolic Equation (3D PE) is proposed using a rational approximant for two variables. This form has two advantages in comparison with existing approximation studies of the square-root operator. One is the wide-angle capability. The proposed form has wider angle accuracy to the inclination angle of ${\pm}62^{\circ}$ from the range axis of 3D PE at the bearing angle of $45^{\circ}$, which is approximately three times the angle limit of the existing 3D PE algorithm. Another is that the denominator of our approximate form can be expressed into the product of one-dimensional operators for depth and cross-range. Such a splitting form is very preferable in the numerical analysis in that the 3D PE can be easily transformed into the tridiagonal matrix equation. To confirm the capability of the proposed approximate form, comparative study of other approximation methods is conducted based on the phase error analysis, and the proposed method shows best performance.

Improved Single Feistel Circuit Supporter by A Chaotic Genetic Operator

  • JarJar, Abdellatif
    • Journal of Multimedia Information System
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    • v.7 no.2
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    • pp.165-174
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    • 2020
  • This document outlines a new color image encryption technology development. After splitting the original image into 240-bit blocks and modifying the first block by an initialization vector, an improved Feistel circuit is applied, sponsored by a genetic crossover operator and then strong chaining between the encrypted block and the next clear block is attached to set up the confusion-diffusion and heighten the avalanche effect, which protects the system from any known attack. Simulations carried out on a large database of color images of different sizes and formats prove the robustness of such a system.

Automatic Tetrahedral Mesh Generation using 3-D Operators (3-D 오퍼레이터를 이용한 사면체 요소망의 자동 생성)

  • 권기연;채수원;이병채
    • Korean Journal of Computational Design and Engineering
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    • v.9 no.1
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    • pp.27-34
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    • 2004
  • A tetrahedral mesh generation scheme using 3-D operators has been presented. The proposed scheme employs new 3-D operators such as rearranging and modified finishing operators in addition to the previous trimming, wedging, digging, splitting and finishing operators. These new operators have been introduced in order to increase the stability of mesh generation process. Check processings with surrounded element edges and faces have also been optimized by employing a searching algorithm. Sample meshes are constructed to demonstrate the mesh generating capability of the proposed algorithm.