• Title/Summary/Keyword: Differential diffusion

Search Result 285, Processing Time 0.025 seconds

Finite-element Method for Heat Transfer Problem in Hydrodynamic Lubrication

  • Kwang-June,Bai
    • Bulletin of the Society of Naval Architects of Korea
    • /
    • v.19 no.4
    • /
    • pp.19-29
    • /
    • 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.

  • PDF

NUMERICAL COMPARISON OF WENO TYPE SCHEMES TO THE SIMULATIONS OF THIN FILMS

  • Kang, Myungjoo;Kim, Chang Ho;Ha, Youngsoo
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • v.16 no.3
    • /
    • pp.193-204
    • /
    • 2012
  • This paper is comparing numerical schemes for a differential equation with convection and fourth-order diffusion. Our model equation is $h_t+(h^2-h^3)_x=-(h^3h_{xxx})_x$, which arises in the context of thin film flow driven the competing effects of an induced surface tension gradient and gravity. These films arise in thin coating flows and are of great technical and scientific interest. Here we focus on the several numerical methods to apply the model equation and the comparison and analysis of the numerical results. The convection terms are treated with well known WENO methods and the diffusion term is treated implicitly. The diffusion and convection schemes are combined using a fractional step-splitting method.

IMEX METHODS FOR PRICING FIXED STRIKE ASIAN OPTIONS WITH JUMP-DIFFUSION MODELS

  • Lee, Sunju;Lee, Younhee
    • East Asian mathematical journal
    • /
    • v.35 no.1
    • /
    • pp.59-66
    • /
    • 2019
  • In this paper we study implicit-explicit (IMEX) methods combined with a semi-Lagrangian scheme to evaluate the prices of fixed strike arithmetic Asian options under jump-diffusion models. An Asian option is described by a two-dimensional partial integro-differential equation (PIDE) that has no diffusion term in the arithmetic average direction. The IMEX methods with the semi-Lagrangian scheme to solve the PIDE are discretized along characteristic curves and performed without any fixed point iteration techniques at each time step. We implement numerical simulations for the prices of a European fixed strike arithmetic Asian put option under the Merton model to demonstrate the second-order convergence rate.

A WEAKLY COUPLED SYSTEM OF SINGULARLY PERTURBED CONVECTION-DIFFUSION EQUATIONS WITH DISCONTINUOUS SOURCE TERM

  • BABU, A. RAMESH;VALANARASU, T.
    • Journal of applied mathematics & informatics
    • /
    • v.37 no.5_6
    • /
    • pp.357-382
    • /
    • 2019
  • In this paper, we consider boundary value problem for a weakly coupled system of two singularly perturbed differential equations of convection diffusion type with discontinuous source term. In general, solution of this type of problems exhibits interior and boundary layers. A numerical method based on streamline diffusiom finite element and Shishkin meshes is presented. We derive an error estimate of order $O(N^{-2}\;{\ln}^2\;N$) in the maximum norm with respect to the perturbation parameters. Numerical experiments are also presented to support our theoritical results.

Bone Involvement of Diffuse Large B Cell Lymphoma (DLBCL) Showing Unusual Manifestations Mimicking Chronic Osteomyelitis in a 58-Year-Old Man: Case Report and Clinical Application of Diffusion Weighted Magnetic Resonance Imaging

  • Lee, Kyung Ryeol;Maeng, Young Hee
    • Investigative Magnetic Resonance Imaging
    • /
    • v.23 no.3
    • /
    • pp.270-275
    • /
    • 2019
  • This study presents a case of diffuse large B cell lymphoma (DLBCL) in a 58-year-old man showing unusual manifestations mimicking chronic osteomyelitis. In this case review, we describe the imaging findings of DLBCL which mimics chronic osteomyelitis and review existing reports regarding the differential diagnosis of bone involvement of lymphoma and osteomyelitis through imaging and laboratory findings and diffusion-weighted magnetic resonance imaging (DWI) such as the advanced MRI sequence.

FITTED OPERATOR ON THE CRANK-NICOLSON SCHEME FOR SOLVING A SMALL TIME DELAYED CONVECTION-DIFFUSION EQUATIONS

  • TEFERA, DAGNACHEW MENGSTIE;TIRUNEH, AWOKE ANDARGIE;DERESE, GETACHEW ADAMU
    • Journal of applied mathematics & informatics
    • /
    • v.40 no.3_4
    • /
    • pp.491-505
    • /
    • 2022
  • This paper is concerned with singularly perturbed convection-diffusion parabolic partial differential equations which have time-delayed. We used the Crank-Nicolson(CN) scheme to build a fitted operator to solve the problem. The underling method's stability is investigated, and it is found to be unconditionally stable. We have shown graphically the unstableness of CN-scheme without fitting factor. The order of convergence of the present method is shown to be second order both in space and time in relation to the perturbation parameter. The efficiency of the scheme is demonstrated using model examples and the proposed technique is more accurate than the standard CN-method and some methods available in the literature, according to the findings.

Acute Acquired Metabolic Encephalopathy Based on Diffusion MRI

  • Se Jeong Jeon;See Sung Choi;Ha Yon Kim;In Kyu Yu
    • Korean Journal of Radiology
    • /
    • v.22 no.12
    • /
    • pp.2034-2051
    • /
    • 2021
  • Metabolic encephalopathy is a critical condition that can be challenging to diagnose. Imaging provides early clues to confirm clinical suspicions and plays an important role in the diagnosis, assessment of the response to therapy, and prognosis prediction. Diffusion-weighted imaging is a sensitive technique used to evaluate metabolic encephalopathy at an early stage. Metabolic encephalopathies often involve the deep regions of the gray matter because they have high energy requirements and are susceptible to metabolic disturbances. Understanding the imaging patterns of various metabolic encephalopathies can help narrow the differential diagnosis and improve the prognosis of patients by initiating proper treatment regimen early.

LARGE DEVIATION PRINCIPLE FOR DIFFUSION PROCESSES IN A CONUCLEAR SPACE

  • CHO, NHAN-SOOK
    • Communications of the Korean Mathematical Society
    • /
    • v.20 no.2
    • /
    • pp.381-393
    • /
    • 2005
  • We consider a type of large deviation principle obtained by Freidlin and Wentzell for the solution of Stochastic differential equations in a conuclear space. We are using exponential tail estimates and exit probability of a Ito process. The nuclear structure of the state space is also used.

STABILITY OF THE MILSTEIN METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS

  • Hu, Lin;Gan, Siqing
    • Journal of applied mathematics & informatics
    • /
    • v.29 no.5_6
    • /
    • pp.1311-1325
    • /
    • 2011
  • In this paper the Milstein method is proposed to approximate the solution of a linear stochastic differential equation with Poisson-driven jumps. The strong Milstein method and the weak Milstein method are shown to capture the mean square stability of the system. Furthermore using some technique, our result shows that these two kinds of Milstein methods can well reproduce the stochastically asymptotical stability of the system for all sufficiently small time-steps. Some numerical experiments are given to demonstrate the conclusions.