• 제목/요약/키워드: Backward equation

검색결과 152건 처리시간 0.026초

Lp (p ≥ 1) SOLUTIONS OF MULTIDIMENSIONAL BSDES WITH TIME-VARYING QUASI-HÖLDER CONTINUITY GENERATORS IN GENERAL TIME INTERVALS

  • Lishun, Xiao;Shengjun, Fan
    • 대한수학회논문집
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    • 제35권2호
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    • pp.667-684
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    • 2020
  • The objective of this paper is solving multidimensional backward stochastic differential equations with general time intervals, in Lp (p ≥ 1) sense, where the generator g satisfies a time-varying Osgood condition in y, a time-varying quasi-Hölder continuity condition in z, and its ith component depends on the ith row of z. Our result strengthens some existing works even for the case of finite time intervals.

난류박리 및 재부착 유동의 해석을 위한 저레이놀즈수 4-방정식 난류모형의 개발 (A Low-Reynolds-Number 4-Equation Model for Turbulent Separated and Reattaching Flows)

  • 이광훈;성형진
    • 대한기계학회논문집
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    • 제19권8호
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    • pp.2039-2050
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    • 1995
  • The nonlinear low-Reynolds-number k..epsilon. model of park and Sung is extended to predict the turbulent heat transports in separated and reattaching flows. The equations of the temperature variance( $k_{\theta}$ and its dissipation rate(.epsilon.$_{\theta}$ are solved, in concert with the equations of the turbulent kinetic energy(k) and its dissiation rate(.epsilon). In the present model, the near-wall effect and the non-equilibrium effect are fully taken into consideration. The validation of the model is then applied to the turbulent flow behind a backward-facing step and the flow over a blunt body. The predicted results of the present model are compared and evaluated with the relevant experiments.

2차원 비정렬 격자에서의 내재적 기법을 이용한 난류 유동 계산 (Calculation of Turbulent Flows Using an Implicit Scheme on Two-Dimensional Unstructured Meshes)

  • 강희정;권오준
    • 한국전산유체공학회:학술대회논문집
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    • 한국전산유체공학회 1997년도 추계 학술대회논문집
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    • pp.29-37
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    • 1997
  • An implicit viscous turbulent flow solver is developed for two-dimensional geometries on unstructured triangular meshes. The flux terms are discretized based on a cell-centered finite-volume formulation with the Roe's flux-difference splitting. The solution is advanced in time using an implicit backward-Euler time-stepping scheme. At each time step, the linear system of equations is approximately solved with the Gauss-Seidel relaxation scheme. The effect of turbulence effects is approximated with a standard $k-{\varepsilon}$ two-equation model which is solved separately from the mean flow equations using the same backward-Euler time integration scheme. The triangular meshes are generated using an advancing-front/layer technique. Validations are made for flows over the NACA0012 airfoil and the Douglas 3-element airfoil. Good agreements are obtained between the numerical results and the experiment.

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Numerical investigation of the recirculation zone formed downstream of a back ward facing step

  • Sarker, Konica;Ali, Mohammad;Cho, Haeng Muk;Mahmud, Md. Iqbal
    • 에너지공학
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    • 제24권2호
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    • pp.110-114
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    • 2015
  • A numerical investigation has been carried out on recirculation zone formed downstream of a compressible flow over a backward facing step. The study has been performed by solving Two-Dimensional Navier-Stokes equations. The system of governing equations has been solved, using an explicit Harten-Yee Non- MUSCL Modified flux type TVD scheme and a zero-equation algebraic turbulence model to calculate the eddy viscosity coefficient. The recirculation region dimensions are characterized over a range of Mach numbers of fixed step height 5mmThe detail of recirculation zone such as pressure, temperature, recirculation length, strength etc are reported. The variations of these characteristics due to change of Mach number are also presented.

IMPLICIT-EXPLICIT SECOND DERIVATIVE LMM FOR STIFF ORDINARY DIFFERENTIAL EQUATIONS

  • OGUNFEYITIMI, S.E.;IKHILE, M.N.O.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제25권4호
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    • pp.224-261
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    • 2021
  • The interest in implicit-explicit (IMEX) integration methods has emerged as an alternative for dealing in a computationally cost-effective way with stiff ordinary differential equations arising from practical modeling problems. In this paper, we introduce implicit-explicit second derivative linear multi-step methods (IMEX SDLMM) with error control. The proposed IMEX SDLMM is based on second derivative backward differentiation formulas (SDBDF) and recursive SDBDF. The IMEX second derivative schemes are constructed with order p ranging from p = 1 to 8. The methods are numerically validated on well-known stiff equations.

상태방정식에 의한 자기여자 유도발전기의 과도전압특성 (Transient Voltage Characteristic of Self-excited Induction Generator by State Equation)

  • 김도진;좌종근
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2002년도 하계학술대회 논문집 B
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    • pp.882-884
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    • 2002
  • The transient voltage characteristics of capacitor self-exited induction generator are analyzed by the state equation which is obtained from the d-q axis equivalent circuit of stationary reference frame and torque equation. The d-q equivalent circuit is composed using the condition of stationary reference frame. The mutual inductance is only considered as a function of magnetizing current in the equivalent circuit. The characteristics are analyzed and discussed by the backward Euler method for various load conditions under specified initial conditions and input.

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A Generalized Finite Difference Method for Solving Fokker-Planck-Kolmogorov Equations

  • Zhao, Li;Yun, Gun Jin
    • International Journal of Aeronautical and Space Sciences
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    • 제18권4호
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    • pp.816-826
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    • 2017
  • In this paper, a generalized discretization scheme is proposed that can derive general-order finite difference equations representing the joint probability density function of dynamic response of stochastic systems. The various order of finite difference equations are applied to solutions of the Fokker-Planck-Kolmogorov (FPK) equation. The finite difference equations derived by the proposed method can greatly increase accuracy even at the tail parts of the probability density function, giving accurate reliability estimations. Compared with exact solutions and finite element solutions, the generalized finite difference method showed increasing accuracy as the order increases. With the proposed method, it is allowed to use different orders and types (i.e. forward, central or backward) of discretization in the finite difference method to solve FPK and other partial differential equations in various engineering fields having requirements of accuracy or specific boundary conditions.

NUMERICAL SOLUTIONS FOR SPACE FRACTIONAL DISPERSION EQUATIONS WITH NONLINEAR SOURCE TERMS

  • Choi, Hong-Won;Chung, Sang-Kwon;Lee, Yoon-Ju
    • 대한수학회보
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    • 제47권6호
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    • pp.1225-1234
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    • 2010
  • Numerical solutions for the fractional differential dispersion equations with nonlinear forcing terms are considered. The backward Euler finite difference scheme is applied in order to obtain numerical solutions for the equation. Existence and stability of the approximate solutions are carried out by using the right shifted Grunwald formula for the fractional derivative term in the spatial direction. Error estimate of order $O({\Delta}x+{\Delta}t)$ is obtained in the discrete $L_2$ norm. The method is applied to a linear fractional dispersion equations in order to see the theoretical order of convergence. Numerical results for a nonlinear problem show that the numerical solution approach the solution of classical diffusion equation as fractional order approaches 2.

난류 박리 및 재부착 유동의 해석을 위한 저레이놀즈수 4-방정식 난류 열전달 모형의 개발 (A low-Reynolds-number 4-equation heat transfer model for turbulent separated and reattaching flows)

  • 이광훈;성형진
    • 한국전산유체공학회:학술대회논문집
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    • 한국전산유체공학회 1995년도 추계 학술대회논문집
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    • pp.37-42
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    • 1995
  • In the present study, an improved version of 4-equation low-Reynolds-number 4-equation model is proposed. The equations of the temperature variance ($k_{\theta}$) and its dissipation rate(${\varepsilon}_{\theta}$) are solved, in concert with the equations of the turbulent kinetic energy(k) and its dissipation rate(${\varepsilon}$). In the present model, the near-wall effect and the non-equilibrium effect are fully taken into consideration. The validation of the model is then applied to the turbulent flow behind a backward-facing step and the flow over a blunt body. The predicted results of the present model are compared and evaluated with the relevant experiments.

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2-방정식 및 레이놀즈 응력 모형을 이용한 초음속 난류 기저유동의 수치적 계산 (Computation of supersonic turbulent base flow using two-equation and Reynolds stress models)

  • 김민환;박승오
    • 한국전산유체공학회지
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    • 제2권2호
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    • pp.9-17
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    • 1997
  • The performance of several turbulence models in computing an axisymmetric supersonic base flow is investigated. A compressible Navier-Stokes code, which incorporates k-ε, k-ω model and Reynolds stress closure with three kinds of pressure-strain correlation model, has been developed using implicit LU-SGS algorithm with second-order upwind TVD scheme. Numerical computations have been carried out for Herrin and Dutton's base flow. It is observed that the two-equation models give large backward axial velocity approaching to the base and somewhat larger variation of base pressure distribution than the Reynolds stress model. It is also found that the Reynolds stress model with third order pressure-strain model in the anisotropy tensor predicts most accurate mean flow field.

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