• 제목/요약/키워드: Differential-difference equation

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속도의 초기간 추정을 사용한 Navier-Stokes방정식 풀이 기법 (Solver for the Wavier-Stokes Equations by using Initial Guess Velocity)

  • 김영희;이성기
    • 한국정보과학회논문지:시스템및이론
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    • 제32권9호
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    • pp.445-456
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    • 2005
  • 본 논문은 물리적인 힘을 기반으로 유체의 흐름을 실시간으로 시뮬레이션하기 위하여 유체 의 흐름을 지배하는 Wavier-Stokes 방정식에 대한 빠르고 정확한 풀이 기법을 제안한다 본 논문에서는 Navier-Stokes 방정식에 있는 비선형 항의 속도에 대한 초기값을 Stokes 방정식의 해로써 추정한다. 주어진 비선형 미분방정식의 해에 근사하게 초기값을 추정함으로써 정확하고 안정적인 풀이 기법을 만들 수 있었다. 또한 유한차분법(finite difference method)의 암시적(implicit) 방법 중에서 방대한 계산량을 피할 수 있는 ADI(Alternating Direction Implicit) 방법을 사용함으로써 큰 시간 간격(time-step)에 대해서 시스템이 안정적이며 계산속도 또한 빠르다. 실험 결과들은 특히 연기, 구름과 같이 큰 레이놀드 수(Reynolds number)를 가지는 유체에 대해서 탁월한 성능을 보여주었다.

동하중을 고려한 설계의 필요성에 관한 고찰 (An Investigation of Dynamic Characteristics of Structures in Optimization)

  • 강병수;김주성;박경진
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2004년도 춘계학술대회
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    • pp.1011-1016
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    • 2004
  • All the loads in the real world are dynamic loads and it is well known that structural optimization under dynamic loads is very difficult. Thus the dynamic loads are often transformed to the static loads using dynamic factors. However, due to the difference of load characters, there can be considerable differences between the results from static and dynamic analyses. When the natural frequency of a structure is high, the dynamic analysis result is similar to that of static analysis due to the small inertia effect on the behavior of the structure. However, if the natural frequency is low, the inertia effect should not be ignored. Then, the behavior of the dynamic system is different from that of the static system. The difference of the two cases can be explained from the relationship between the homogeneous and the particular solutions of the differential equation that governs the behavior of the structure. Through various examples, the difference between the dynamic analysis and the static analysis are shown. Also the optimization results considering dynamic loads are compared with static loads.

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A SURVEY ON AMERICAN OPTIONS: OLD APPROACHES AND NEW TRENDS

  • Ahn, Se-Ryoong;Bae, Hyeong-Ohk;Koo, Hyeng-Keun;Lee, Ki-Jung
    • 대한수학회보
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    • 제48권4호
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    • pp.791-812
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    • 2011
  • This is a survey on American options. An American option allows its owner the privilege of early exercise, whereas a European option can be exercised only at expiration. Because of this early exercise privilege American option pricing involves an optimal stopping problem; the price of an American option is given as a free boundary value problem associated with a Black-Scholes type partial differential equation. Up until now there is no simple closed-form solution to the problem, but there have been a variety of approaches which contribute to the understanding of the properties of the price and the early exercise boundary. These approaches typically provide numerical or approximate analytic methods to find the price and the boundary. Topics included in this survey are early approaches(trees, finite difference schemes, and quasi-analytic methods), an analytic method of lines and randomization, a homotopy method, analytic approximation of early exercise boundaries, Monte Carlo methods, and relatively recent topics such as model uncertainty, backward stochastic differential equations, and real options. We also provide open problems whose answers are expected to contribute to American option pricing.

고속도로 PMS D/B를 활용한 콘크리트 포장 상태지수(HPCI) 예측모델 개발 연구 (Development of HPCI Prediction Model for Concrete Pavement Using Expressway PMS Database)

  • 서영찬;권상현;정동혁;정진훈;강민수
    • 한국도로학회논문집
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    • 제19권6호
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    • pp.83-95
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    • 2017
  • PURPOSES : The purpose of this study is to develop a regression model to predict the International Roughness Index(IRI) and Surface Distress(SD) for the estimation of HPCI using Expressway Pavement Management System(PMS). METHODS : To develop an HPCI prediction model, prediction models of IRI and SD were developed in advance. The independent variables considered in the models were pavement age, Annual Average Daily Traffic Volume(AADT), the amount of deicing salt used, the severity of Alkali Silica Reaction(ASR), average temperature, annual temperature difference, number of days of precipitation, number of days of snowfall, number of days below zero temperature, and so on. RESULTS : The present IRI, age, AADT, annual temperature differential, number of days of precipitation and ASR severity were chosen as independent variables for the IRI prediction model. In addition, the present IRI, present SD, amount of deicing chemical used, and annual temperature differential were chosen as independent variables for the SD prediction model. CONCLUSIONS : The models for predicting IRI and SD were developed. The predicted HPCI can be calculated from the HPCI equation using the predicted IRI and SD.

원형휜에서 열전달 특성분석 (Heat transfer on annular fins with one-dimensional radiative and convective heat exchange)

  • 이금배
    • 대한기계학회논문집
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    • 제14권6호
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    • pp.1621-1628
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    • 1990
  • 본 연구에서는 많은 실질적인 시스템에서, 많은 양의 복합된 전도, 대류, 복 사의 열전달 현상이 동시에 일어나기 때문에 복합된 열전달 모드가 다같이 다루어져야 만 한다. Fig.1에서 보는 바와 같이 얇은 원형휜이 튜브 주위에 무수히 부착되어 있 으며, 휜과 튜브주위를 기체가 흐르고 있다. 휜과 휜, 휜과 튜브표면, 휜과 주위환 경, 튜브표면과 주위환경 사이에서 복사 열전달 상호교환이 충분히 다루어졌다. 전 도, 대류, 복사기 동시에 일어나는 열전달 방정식은 비선형 적분-미분 방정식(nonlin- ear integro-differential equation)으로 표현된다. 온도 분포도(temperature dist- ributions), 열전달량(heat transfer rates), 휜효율(fin efficiencies), 휜유효성(f- ineffectivenesses)등이 계산되어졌고, 무차원 형태로 도표에 결과들을 제시하였다.

Active control of a flexible structure with time delay

  • Cai, Guo-Ping;Yang, Simon X.
    • Structural Engineering and Mechanics
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    • 제20권2호
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    • pp.191-207
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    • 2005
  • Time delay exists inevitably in active control, which may not only degrade the system performance but also render instability to the dynamic system. In this paper, a novel active controller is developed to solve the time delay problem in flexible structures. By using the independent modal space control method, the differential equation of the controlled mode with time delay is obtained from the time-delay system dynamics. Then it is discretized and changed into a first-order difference equation without any explicit time delay by augmenting the state variables. The modal controller is derived based on the augmented system using the discrete variable structure control method. The switching surface is determined by minimizing a discrete quadratic performance index. The modal coordinate is extracted from sensor measurements and the actuator control force is converted from the modal one. Since the time delay is explicitly included throughout the entire controller design without any approximation, the system performance and stability are guaranteed. Numerical simulations show that the proposed controller is feasible and effective in active vibration control of dynamic systems with time delay. If the time delay is not explicitly included in the controller design, instability may occur.

Thermal Analysis on a Satellite Box during Launch Stage by Analytical Solution

  • Choi, Joon-Min;Kim, Hui-Kyung;Hyun, Bum-Seok
    • International Journal of Aeronautical and Space Sciences
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    • 제4권2호
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    • pp.17-25
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    • 2003
  • Simple methods are developed to predict temperatures of a satellite box during launch stage. The box is mounted on outer surface of satellite and directly exposed to space thermal environment for the time period from fairing jettison to separation. These simple methods are to solve a 1st order ordinary differential equation (ODE) which is simplified from the governing equation after applying several assumptions. The existence of analytical solution for the 1st order ODE is determined depending on treatment of time-dependent molecular heating term. Even for the case that the analytical solution is not available due to the time dependent term, the 1st order ODE can be solved by relatively simple numerical techniques. The temperature difference between two different approaches (analytical and numerical solutions) is relatively small (Jess than $1^{\circ}C$ along the time line) when they are applied to STSAT-I launch scenario. The present methods can be generally used as tools to quickly check whether a satellite box is safe against space environment during the launch stage for the case that the detailed thermal analysis is not available.

Algorithm for Computational Age Dating of Nuclear Material for Nuclear Forensic Purposes

  • Park, Jaechan;Song, Jungho;Ju, Minsu;Chung, Jinyoung;Jeon, Taehoon;Kang, Changwoo;Woo, Seung Min
    • 방사성폐기물학회지
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    • 제20권2호
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    • pp.171-183
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    • 2022
  • The parent and daughter nuclides in a radioactive decay chain arrive at secular equilibrium once they have a large half-life difference. The characteristics of this equilibrium state can be used to estimate the production time of nuclear materials. In this study, a mathematical model and algorithm that can be applied to radio-chronometry using the radioactive equilibrium relationship were investigated, reviewed, and implemented. A Bateman equation that can analyze the decay of radioactive materials over time was used for the mathematical model. To obtain a differential-based solution of the Bateman equation, an algebraic numerical solution approach and two different matrix exponential functions (Moral and Levy) were implemented. The obtained result was compared with those of commonly used algorithms, such as the Chebyshev rational approximation method and WISE Uranium. The experimental analysis confirmed the similarity of the results. However, the Moral method led to an increasing calculation uncertainty once there was a branching decay, so this aspect must be improved. The time period corresponding to the production of nuclear materials or nuclear activity can be estimated using the proposed algorithm when uranium or its daughter nuclides are included in the target materials for nuclear forensics.

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

  • 이석주;심영태;고택범;우광방
    • 제어로봇시스템학회논문지
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    • 제5권4호
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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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태양대기모델 계산법 (CALCULATION METHODS OF SOLAR ATMOSPHERIC MODEL)

  • 김갑성
    • 천문학논총
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    • 제15권spc2호
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    • pp.65-71
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    • 2000
  • We have investigated the numerical methods to calculate model atmosphere for the analysis of spectral lines emitted from the sun and stars. Basic equations used in our calculations are radiative transfer, statistical equilibrium and charge-particle conservations. Transfer equation has been solved to get emitting spectral line profile as an initial value problem using Adams-Bashforth-Moulton method with accuracy as high as 12th order. And we have calculated above non linear differential equations simultaneously as a boundary value problem by finite difference method of 3 points approximation through Feautrier elimination scheme. It is found that all computing programs coded by above numerical methods work successfully for our model atmosphere.

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