• Title/Summary/Keyword: unconditional stability

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A Study of the Numerical Characteristics of the Envelope ADI-FDTD (Envelope ADI-FDTD의 수치적 특성에 관한 연구)

  • 주세훈;정경영;김형훈;김형동
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.14 no.6
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    • pp.584-590
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    • 2003
  • In this paper, the numerical characteristics of the recently developed Envelope ADI-FDTD are investigated. Through numerical simulations, it is shown that the unconditional stability of the Envelope ADI-FDTD is independent of time step size and we can get better dispersion accuracy than the traditional ADI-FDTD by analyzing the envelope of the signal. This fact gives the opportunity for extending the temporal step size to the Nyquist limit in certain cases. Numerical results show that the Envelope ADI-FDTD can be used as an efficient electromagnetic analysis tool especially in the single frequency or band limited systems.

A Three-Dimensional Locally One-Dimensional Multiresolution Time-Domain Method Using Daubechies Scaling Function

  • Ryu, Jae-Jong;Lee, Wu-Seong;Kim, Ha-Chul;Choi, Hyun-Chul
    • Journal of electromagnetic engineering and science
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    • v.9 no.4
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    • pp.211-217
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    • 2009
  • A three-dimensional locally one-dimensional multiresolution time-domain(LOD-MRTD) method is introduced and unconditional stability is proved analytically. The updating formulations have fewer terms on the right-hand side than those of an alternating direction implicit MRTD(ADI-MRTD). The validation of the method is presented using the resonance frequency problem of an empty cavity. The reduction of the numerical dispersion technique is also combined with the proposed method. The numerical examples show that the combined method can improve the accuracy significantly.

Improved formulation for a structure-dependent integration method

  • Chang, Shuenn-Yih;Wu, Tsui-Huang;Tran, Ngoc-Cuong
    • Structural Engineering and Mechanics
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    • v.60 no.1
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    • pp.149-162
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    • 2016
  • Structure-dependent integration methods seem promising for structural dynamics applications since they can integrate unconditional stability and explicit formulation together, which can enable the integration methods to save many computational efforts when compared to an implicit method. A newly developed structure-dependent integration method can inherit such numerical properties. However, an unusual overshooting behavior might be experienced as it is used to compute a forced vibration response. The root cause of this inaccuracy is thoroughly explored herein. In addition, a scheme is proposed to modify this family method to overcome this unusual overshooting behavior. In fact, two improved formulations are proposed by adjusting the difference equations. As a result, it is verified that the two improved formulations of the integration methods can effectively overcome the difficulty arising from the inaccurate integration of the steady-state response of a high frequency mode.

A 60 GHz Medium Power Amplifier for Radio-over-Fiber System

  • Chang, Woo-Jin;Oh, Seung-Hyeub;Kim, Hae-Choen
    • ETRI Journal
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    • v.29 no.5
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    • pp.673-675
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    • 2007
  • We present the design and fabrication of a 60 GHz medium power amplifier monolithic microwave integrated circuit with excellent gain-flatness for a 60 GHz radio-over-fiber system. The circuit has a 4-stage structure using microstrip coupled lines instead of metal-insulator-metal capacitors for unconditional stability of the amplifier and yield enhancement. The gains of each stage of the amplifier are modified to provide broadband characteristics of input/output matching for the first and fourth stages and to achieve higher gains for the second and third stages to improve the gain-flatness of the amplifier for wideband.

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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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    • v.19 no.1
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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.

A Study on Bush Administration’s Foreign Policy of North Korea (부시행정부의 대북정책에 관한 소고)

  • Lee, Gang-Eon;Jang, Myeong-Sun
    • Journal of National Security and Military Science
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    • s.3
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    • pp.169-196
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    • 2005
  • The point of Bush administraion’s foreign policy is to support the promotion and stability of Democracy in Iraq and counter terrorism and spread of WMD with his strong propulsive force caused by his reelection. In such an environment, there are his leadership, his team, himself, Kim Jung Il, and a new understanding of North Korea after September 11 as the effective factors of Bush administration’s policy toward Pyongyang. Bush administration’s foreign policy of North Korea also shows the process of North Korea’s nuclear weapon program and the future scenario of the Korean Peninsula with "the persistence of solving North Korea’s nuclear weapon program such as the method having done in Lybia", "the holding unconditional talks with Pyongyang, and "the continual concerns with human rights in North Korea." The purpose of Bush administration’s foreign policy of North Korea is to make North Korea do not support terrorism rather than remove the nuclear weapon in North Korea. The process of outlining South Korea’s policy toward North Korea must be considered for "national interest" with reasonable analyses not just hopes For this, South Korea must access systematically human rights of North Korea, prepare projects for a daring approach on North Korea, and strengthen South Korea’s defense ability toward North Korea with deep alliance with U.S and systematize the mutual understanding channel between U.S and South Korea. In conclusion, South Korea must try to get specific methods and practices about Bush administration’s foreign policy of North Korea with national wisdom

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Assessments of dissipative structure-dependent integration methods

  • Chang, Shuenn-Yih
    • Structural Engineering and Mechanics
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    • v.62 no.2
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    • pp.151-162
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    • 2017
  • Two $Chang-{\alpha}$ dissipative family methods and two $KR-{\alpha}$ family methods were developed for time integration recently. Although the four family methods are in the category of the dissipative structure-dependent integration methods, their performances may be drastically different due to the detrimental property of weak instability or overshoot for the two $KR-{\alpha}$ family methods. This weak instability or overshoot will result in an adverse overshooting behavior or even numerical instability. In general, the four family methods can possess very similar numerical properties, such as unconditional stability, second-order accuracy, explicit formulation and controllable numerical damping. However, the two $KR-{\alpha}$ family methods are found to possess a weak instability property or overshoot in the high frequency responses to any nonzero initial conditions and thus this property will hinder them from practical applications. Whereas, the two $Chang-{\alpha}$ dissipative family methods have no such an adverse property. As a result, the performances of the two $Chang-{\alpha}$ dissipative family methods are much better than for the two $KR-{\alpha}$ family methods. Analytical assessments of all the four family methods are conducted in this work and numerical examples are used to confirm the analytical predictions.

A FINITE DIFFERENCE/FINITE VOLUME METHOD FOR SOLVING THE FRACTIONAL DIFFUSION WAVE EQUATION

  • Sun, Yinan;Zhang, Tie
    • Journal of the Korean Mathematical Society
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    • v.58 no.3
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    • pp.553-569
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    • 2021
  • In this paper, we present and analyze a fully discrete numerical method for solving the time-fractional diffusion wave equation: ∂βtu - div(a∇u) = f, 1 < β < 2. We first construct a difference formula to approximate ∂βtu by using an interpolation of derivative type. The truncation error of this formula is of O(△t2+δ-β)-order if function u(t) ∈ C2,δ[0, T] where 0 ≤ δ ≤ 1 is the Hölder continuity index. This error order can come up to O(△t3-β) if u(t) ∈ C3 [0, T]. Then, in combinination with the linear finite volume discretization on spatial domain, we give a fully discrete scheme for the fractional wave equation. We prove that the fully discrete scheme is unconditionally stable and the discrete solution admits the optimal error estimates in the H1-norm and L2-norm, respectively. Numerical examples are provided to verify the effectiveness of the proposed numerical method.

Numerical anslysis of Transcritical Flow in Open Channels Using High-Resolution scheme I. : Model Development (고정확도 수치기법을 이용한 하천 천이류 해석 I. : 모형 개발)

  • Kim, Won;Han, Kun-Yeun
    • Journal of Korea Water Resources Association
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    • v.34 no.1
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    • pp.45-55
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    • 2001
  • Transcritical flow is a term intended to denote the existence of both supercritical and subcritical flows within a computational domain. The major problems that need to be addressed while modeling transcritical flows include handling the differing features of signal propagation in subcritical and supercritical flow regions and maintaining conservation. The present study proposes the implicit ENO method as a high-resolution scheme for transcritical flow. This implicit ENO scheme is based on the ENO method, a new class of uniformly high-order-accurate essentially non-oscillatory implicit scheme, which has the advantage of unconditional stability. The implicit ENO scheme has not been used for the transcritical flow in open channel until now. As a result of application to the hypothetical dam-break flow, the implicit ENO scheme was ploved to produce accurate results with good robustness even though in the case of verb strong shock wave.

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Macromodels for Efficient Analysis of VLSI Interconnects (VLSI 회로연결선의 효율적 해석을 위한 거시 모형)

  • 배종흠;김석윤
    • Journal of the Korean Institute of Telematics and Electronics C
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    • v.36C no.5
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    • pp.13-26
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    • 1999
  • This paper presents a metric that can guide to optimal circuit models for interconnects among various models, given interconnect parameters and operating environment. To get this goal, we categorize interconnects into RC~c1ass and RLC-c1ass model domains based on the quantitative modeling error analysis using total resistance, inductance and capacitance of interconnects as well as operating frequency. RC~c1ass circuit models, which include most on~chip interconnects, can be efficiently analyzed by using the model~order reduction techniques. RLC-c1ass circuit models are constructed using one of three candidates, ILC(Iterative Ladder Circuit) macromodels, MC(Method of Characteristics) macromodels, and state-based convolution method, the selection process of which is based upon the allowable modeling error and electrical parameters of interconnects. We propose the model domain diagram leading to optimal circuit models and the division of model domains has been achieved considering the simulation cost of macromodels under the environmental assumption of the general purpose circuit simulator such as SPICE. The macromodeling method presented in this paper keeps the passivity of the original interconnects and accordingly guarantees the unconditional stability of circuit models.

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