• Title/Summary/Keyword: partial differential-difference equations

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Harmonic differential quadrature (HDQ) for axisymmetric bending analysis of thin isotropic circular plates

  • Civalek, Omer;Ulker, Mehmet
    • 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.

A Gridless Finite Difference Method for Elastic Crack Analysis (탄성균열해석을 위한 그리드 없는 유한차분법)

  • Yoon, Young-Cheol;Kim, Dong-Jo;Lee, Sang-Ho
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.20 no.3
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    • pp.321-327
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    • 2007
  • This study presents a new gridless finite difference method for solving elastic crack problems. The method constructs the Taylor expansion based on the MLS(Moving Least Squares) method and effectively calculates the approximation and its derivatives without differentiation process. Since no connectivity between nodes is required, the modeling of discontinuity embedded in the domain is very convenient and discontinuity effect due to crack is naturally implemented in the construction of difference equations. Direct discretization of the governing partial differential equations makes solution process faster than other numerical schemes using numerical integration. Numerical results for mode I and II crack problems demonstrates that the proposed method accurately and efficiently evaluates the stress intensity factors.

Finite-element Method for Heat Transfer Problem in Hydrodynamic Lubrication

  • Kwang-June,Bai
    • 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.

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ACCURATE AND EFFICIENT COMPUTATIONS FOR THE GREEKS OF EUROPEAN MULTI-ASSET OPTIONS

  • Lee, Seunggyu;Li, Yibao;Choi, Yongho;Hwang, Hyoungseok;Kim, Junseok
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.18 no.1
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    • pp.61-74
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    • 2014
  • This paper presents accurate and efficient numerical methods for calculating the sensitivities of two-asset European options, the Greeks. The Greeks are important financial instruments in management of economic value at risk due to changing market conditions. The option pricing model is based on the Black-Scholes partial differential equation. The model is discretized by using a finite difference method and resulting discrete equations are solved by means of an operator splitting method. For Delta, Gamma, and Theta, we investigate the effect of high-order discretizations. For Rho and Vega, we develop an accurate and robust automatic algorithm for finding an optimal value. A cash-or-nothing option is taken to demonstrate the performance of the proposed algorithm for calculating the Greeks. The results show that the new treatment gives automatic and robust calculations for the Greeks.

AN EFFICIENT SECOND-ORDER NON-ITERATIVE FINITE DIFFERENCE SCHEME FOR HYPERBOLIC TELEGRAPH EQUATIONS

  • Jun, Young-Bae;Hwang, Hong-Taek
    • The Pure and Applied Mathematics
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    • v.17 no.4
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    • pp.289-298
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    • 2010
  • In this paper, we propose a second-order prediction/correction (SPC) domain decomposition method for solving one dimensional linear hyperbolic partial differential equation $u_{tt}+a(x,t)u_t+b(x,t)u=c(x,t)u_{xx}+{\int}(x,t)$. The method can be applied to variable coefficients problems and singular problems. Unconditional stability and error analysis of the method have been carried out. Numerical results support stability and efficiency of the method.

Vibration analysis and optimization of functionally graded carbon nanotube reinforced doubly-curved shallow shells

  • Hammou, Zakia;Guezzen, Zakia;Zradni, Fatima Z.;Sereir, Zouaoui;Tounsi, Abdelouahed;Hammou, Yamna
    • Steel and Composite Structures
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    • v.44 no.2
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    • pp.155-169
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    • 2022
  • In the present paper an analytical model was developed to study the non-linear vibrations of Functionally Graded Carbon Nanotube (FG-CNT) reinforced doubly-curved shallow shells using the Multiple Scales Method (MSM). The nonlinear partial differential equations of motion are based on the FGM shallow shell hypothesis, the non-linear geometric Von-Karman relationships, and the Galerkin method to reduce the partial differential equations associated with simply supported boundary conditions. The novelty of the present model is the simultaneous prediction of the natural frequencies and their mode shapes versus different curvatures (cylindrical, spherical, conical, and plate) and the different types of FG-CNTs. In addition to combining the vibration analysis with optimization algorithms based on the genetic algorithm, a design optimization methode was developed to maximize the natural frequencies. By considering the expression of the non-dimensional frequency as an objective optimization function, a genetic algorithm program was developed by valuing the mechanical properties, the geometric properties and the FG-CNT configuration of shallow double curvature shells. The results obtained show that the curvature, the volume fraction and the types of NTC distribution have considerable effects on the variation of the Dimensionless Fundamental Linear Frequency (DFLF). The frequency response of the shallow shells of the FG-CNTRC showed two types of nonlinear hardening and softening which are strongly influenced by the change in the fundamental vibration mode. In GA optimization, the mechanical properties and geometric properties in the transverse direction, the volume fraction, and types of distribution of CNTs have a considerable effect on the fundamental frequencies of shallow double-curvature shells. Where the difference between optimized and not optimized DFLF can reach 13.26%.

Numerical Analysis of Cold Storage System with Array of Solid-Liquid Phase Change Module (저온의 고-액상변화 모듈 용기의 배열에 따른 축냉시스템의 수치해석)

  • Mun, Soo-Beom
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.21 no.5
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    • pp.577-582
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    • 2015
  • This paper is the fundamental study for the application of cold storage system to the transportation equipment by sea and land. This numerical study presents the solid-liquid phase change phenomenon of calcium chloride solution of 30wt %. The governing equations are 1-dimensional unsteady state heat transfer equations of $1^{st}$ order partial differential equations. This type of latent heat storage material is often usable in fishery vessel for controlling the temperature of container with constant condition. The governing equation was discretized with finite difference method and the program was composed with Mathcad program. The main parameters of this solution were the initial temperature of heat storage material, ambient temperature of cold air and the velocity of cold air. The data of boundary layer thickness becomes thin with the increasing of cold air flowing velocity and also the heat storage completion time become shorten.

SPLINE DIFFERENCE SCHEME FOR TWO-PARAMETER SINGULARLY PERTURBED PARTIAL DIFFERENTIAL EQUATIONS

  • Zahra, W.K.;El-Azab, M.S.;Mhlawy, Ashraf M. El
    • Journal of applied mathematics & informatics
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    • v.32 no.1_2
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    • pp.185-201
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    • 2014
  • In this paper, we construct a numerical method to solve singularly perturbed one-dimensional parabolic convection-diffusion problems. We use Euler method with uniform step size for temporal discretization and exponential-spline scheme on spatial uniform mesh of Shishkin type for full discretization. We show that the resulting method is uniformly convergent with respect to diffusion parameter. An extensive amount of analysis has been carried out to prove the uniform convergence with respect to the singular perturbation parameter. The obtained numerical results show that the method is efficient, stable and reliable for solving convection-diffusion problem accurately even involving diffusion parameter.

Estimation of Temperature Distribution on Wafer Surface in Rapid Thermal Processing Systems (고속 열처리공정 시스템에서의 웨이퍼 상의 온도분포 추정)

  • Yi, Seok-Joo;Sim, Young-Tae;Koh, Taek-Beom;Woo, Kwang-Bang
    • Journal of Institute of Control, Robotics and Systems
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    • v.5 no.4
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    • pp.481-488
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    • 1999
  • A thermal model based on the chamber geometry of the industry-standard AST SHS200MA rapid thermal processing system has been developed for the study of thermal uniformity and process repeatability thermal model combines radiation energy transfer directly from the tungsten-halogen lamps and the steady-state thermal conducting equations. Because of the difficulties of solving partial differential equation, calculation of wafer temperature was performed by using finite-difference approximation. The proposed thermal model was verified via titanium silicidation experiments. As a result, we can conclude that the thermal model show good estimation of wafer surface temperature distribution.

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GENERALIZED YANG'S CONJECTURE ON THE PERIODICITY OF ENTIRE FUNCTIONS

  • Liu, Kai;Wei, Yuming;Yu, Peiyong
    • Bulletin of the Korean Mathematical Society
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    • v.57 no.5
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    • pp.1259-1267
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    • 2020
  • On the periodicity of transcendental entire functions, Yang's Conjecture is proposed in [6, 13]. In the paper, we mainly consider and obtain partial results on a general version of Yang's Conjecture, namely, if f(z)nf(k)(z) is a periodic function, then f(z) is also a periodic function. We also prove that if f(z)n+f(k)(z) is a periodic function with additional assumptions, then f(z) is also a periodic function, where n, k are positive integers.