• Structural Engineering and Mechanics
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• v.17 no.1
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• pp.1-14
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• 2004

Numerical solution to linear bending analysis of circular plates is obtained by the method of harmonic differential quadrature (HDQ). In the method of differential quadrature (DQ), partial space derivatives of a function appearing in a differential equation are approximated by means of a polynomial expressed as the weighted linear sum of the function values at a preselected grid of discrete points. The method of HDQ that was used in the paper proposes a very simple algebraic formula to determine the weighting coefficients required by differential quadrature approximation without restricting the choice of mesh grids. Applying this concept to the governing differential equation of circular plate gives a set of linear simultaneous equations. Bending moments, stresses values in radial and tangential directions and vertical deflections are found for two different types of load. In the present study, the axisymmetric bending behavior is considered. Both the clamped and the simply supported edges are considered as boundary conditions. The obtained results are compared with existing solutions available from analytical and other numerical results such as finite elements and finite differences methods. A comparison between the HDQ results and the finite difference solutions for one example plate problem is also made. The method presented gives accurate results and is computationally efficient.

• Bulletin of the Society of Naval Architects of Korea
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• v.19 no.4
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• pp.19-29
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• 1982

Galerkin's finite element method is applied to a two-dimensional heat convection-diffusion problem arising in the hydrodynamic lubrication of thrust bearings used in naval vessels. A parabolized thermal energy equation for the lubricant, and thermal diffusion equations for both bearing pad and the collar are treated together, with proper juncture conditions on the interface boundaries. it has been known that a numerical instability arises when the classical Galerkin's method, which is equivalent to a centered difference approximation, is applied to a parabolic-type partial differential equation. Probably the simplest remedy for this instability is to use a one-sided finite difference formula for the first derivative term in the finite difference method. However, in the present coupled heat convection-diffusion problem in which the governing equation is parabolized in a subdomain(Lubricant), uniformly stable numerical solutions for a wide range of the Peclet number are obtained in the numerical test based on Galerkin's classical finite element method. In the present numerical convergence errors in several error norms are presented in the first model problem. Additional numerical results for a more realistic bearing lubrication problem are presented for a second numerical model.

• Journal of the Chungcheong Mathematical Society
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• v.29 no.3
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• pp.503-508
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• 2016

We propose a number of finite difference methods for the prices of a European option under the CGMY model. These numerical methods to solve a partial integro-differential equation (PIDE) are based on three time levels in order to avoid fixed point iterations arising from an integral operator. Numerical simulations are carried out to compare these methods with each other for pricing the European option under the CGMY model.

• Bulletin of the Society of Naval Architects of Korea
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• v.13 no.1
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• pp.17-23
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• 1976

Some methods of analysis of rectangular plates under distributed load of various intensity with interior supports are presented herein. Analysis of many structures such as bottom, side shell, and deck plate of ship hull and flat slab, with or without internal supports, Floor systems of bridges, included crthotropic bridges is a problem of plate with elastic supports or continuous edges. When the four edges of rectangular plate is simply supported, the double Fourier series solution developed by Navier can represent an exact result of this problem. If two opposite edges are simply supported, Levy's method is available to give an "exact" solution. When the loading condition and supporting condition of a plate does not fall into these cases, no simple analytic method seems to be feasible. Analysis of a simply supported rectangular plate under irregularly distributed loads of various intensity with internal supports is carried out by applying Navier solution well as the "Principle of Superposition." Finite difference technique is used to solve plates under irregularly distributed loads of various intensity with internal supports and with various boundary conditions. When finite difference technique is applied to the Lagrange's plate bending equation, any of fourth order derivative term in this equation produces at least five pivotal points leading to some troubles when the resulting linear algebraic equations are to be solved. This problem was solved by reducing the order of the derivatives to two: the fourth order partial differential equation with one dependent variable, namely deflection, is changed to an equivalent pair of second order partial differential equations with two dependent variables. Finite difference technique is then applied to transform these equations to a set of simultaneous linear algebraic equations. Principle of Superposition is then applied to handle the problems caused by concentrated loads and interior supports. This method can be used for the cases of plates under irregularly distributed loads of various intensity with arbitrary conditions such as elastic supports, or continuous edges with or without interior supports, and this method can also be solve the influence values of deflection, moment and etc. at arbitrary position of plates under the live load.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 1998.10a
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• pp.109-116
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• 1998

The method of vibration analysis used is the one developed by the senior author. He developed and reported, in 1974, a simple but exact method of calculating the natural frequency of beam and tower structures with irregular cross-sections and attached mass/masses. Since 1989, this method has been extended to two-dimensional problems with several types of given conditions and has been reported at several international conferences. This method uses the deflection influence surfaces. The finite difference method is used for this purpose, in this paper. In order to reduce the pivotal points required, the three simultaneous partial differential equations of equilibrium with three dependent variables, w, M$_{x}$, and $M_{y}$, are used instead of the one forth order partial differential equation. By neglecting the M$_{x}$ terms, the size of the matrices needed to solve the resulting linear equations are reduced to two thirds of the "non-modified" equations.tions.

• Journal of Industrial Technology
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• v.14
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• pp.19-28
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• 1994

We can get a tridiagonal block Toeplitz linear system by the finite difference approximation of 2-D Poisson equation. To exploit the nice property of this linear equation, we transform the equation into a Lyapunov equation and apply DST (discrete sine transform) to get diagonal matrix based Lyapunov equation. DST can be performed using FFT, which enables high-speed computaion. All the computations are performed on an SIMD parallel computer, the MasPar MP-2 with 4,096 processing elements. In this paper, parallel algorithm, mapping method of the algorithm onto the MP-2, and timing results are presented.

• Convergence Security Journal
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• v.5 no.3
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• pp.93-97
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• 2005

MacCormack's method is an explicit, second order finite difference scheme that is widely used in the solution of hyperbolic partial differential equations. Apparently, however, it has shown entropy violations under small discontinuity. This non-physical shock grows fast and eventually all the meaningful information of the solution disappears. Some modifications of MacCormack's methods follow ideas of central schemes with an advantage of second order accuracy for space and conserve the high order accuracy for time step also. Numerical results are shown to perform well for the one-dimensional Burgers' equation and Euler equations gas dynamic.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.11 no.1
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• pp.436-450
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• 2017

Recently, the method based on fractional order partial differential equation has been used in image processing. Usually, the optional order of fractional differentiation is determined by a lot of experiments. In this paper, a denoising model is proposed based on adaptive fractional order anisotropic diffusion. In the proposed model, the complexity of the local image texture is reflected by the local variance, and the order of the fractional differentiation is determined adaptively. In the process of the adaptive fractional order model, the discrete Fourier transform is applied to compute the fractional order difference as well as the dynamic evolution process. Experimental results show that the peak signal-to-noise ratio (PSNR) and structural similarity index measurement (SSIM) of the proposed image denoising algorithm is better than that of other some algorithms. The proposed algorithm not only can keep the detailed image information and edge information, but also obtain a good visual effect.

• Journal of The Korean Society of Agricultural Engineers
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• v.58 no.1
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• pp.81-90
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• 2016

The Agricultural Systems Application Platform (ASAP) provides bottom-up modelling and simulation environment for agricultural engineer. The purpose of this study is to expand usability of the ASAP to the second order partial differential equations: elliptic equations, parabolic equations, and hyperbolic equations. The ASAP is a general-purpose simulation tool which express natural phenomenon with capsulized independent components to simplify implementation and maintenance. To use the ASAP in continuous problems, it is necessary to solve partial differential equations. This study shows usage of the ASAP in elliptic problem, parabolic problem, and hyperbolic problem, and solves of static heat problem, heat transfer problem, and wave problem as examples. The example problems are solved with the ASAP and Finite Difference method (FDM) for verification. The ASAP shows identical results to FDM. These applications are useful to simulate the engineering problem including equilibrium, diffusion and wave problem.

• Journal of Korean Institute of Industrial Engineers
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• v.38 no.4
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• pp.249-253
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• 2012

This paper suggests a numerical method for valuation of American options under the Kou model (double exponential jump diffusion model). The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the conventional numerical method, the finite difference method for PIDE (partial integro-differential equation).