• Title/Summary/Keyword: Discrete-time equations

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LEAST-SQUARES SPECTRAL COLLOCATION PARALLEL METHODS FOR PARABOLIC PROBLEMS

  • SEO, JEONG-KWEON;SHIN, BYEONG-CHUN
    • Honam Mathematical Journal
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    • v.37 no.3
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    • pp.299-315
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    • 2015
  • In this paper, we study the first-order system least-squares (FOSLS) spectral method for parabolic partial differential equations. There were lots of least-squares approaches to solve elliptic partial differential equations using finite element approximation. Also, some approaches using spectral methods have been studied in recent. In order to solve the parabolic partial differential equations in parallel, we consider a parallel numerical method based on a hybrid method of the frequency-domain method and first-order system least-squares method. First, we transform the parabolic problem in the space-time domain to the elliptic problems in the space-frequency domain. Second, we solve each elliptic problem in parallel for some frequencies using the first-order system least-squares method. And then we take the discrete inverse Fourier transforms in order to obtain the approximate solution in the space-time domain. We will introduce such a hybrid method and then present a numerical experiment.

AN OVERVIEW OF BDF2 GAUGE-UZAWA METHODS FOR INCOMPRESSIBLE FLOWS

  • Pyo, Jae-Hong
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.15 no.3
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    • pp.233-251
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    • 2011
  • The Gauge-Uzawa method [GUM] in [9] which is a projection type algorithm to solve evolution Navier-Stokes equations has many advantages and superior performance. But this method has been studied for backward Euler time discrete scheme which is the first order technique, because the classical second order GUM requests rather strong stability condition. Recently, the second order time discrete GUM was modified to be unconditionally stable and estimated errors in [12]. In this paper, we contemplate several GUMs which can be derived by the same manner within [12], and we dig out properties of them for both stability and accuracy. In addition, we evaluate an stability condition for the classical GUM to construct an adaptive GUM for time to make free from strong stability condition of the classical GUM.

TIME DISCRETIZATION WITH SPATIAL COLLOCATION METHOD FOR A PARABOLIC INTEGRO-DIFFERENTIAL EQUATION WITH A WEAKLY SINGULAR KERNEL

  • Kim Chang-Ho
    • The Pure and Applied Mathematics
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    • v.13 no.1 s.31
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    • pp.19-38
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    • 2006
  • We analyze the spectral collocation approximation for a parabolic partial integrodifferential equations(PIDE) with a weakly singular kernel. The space discretization is based on the spectral collocation method and the time discretization is based on Crank-Nicolson scheme with a graded mesh. We obtain the stability and second order convergence result for fully discrete scheme.

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STABILITY AND CONSTRAINED CONTROLLABILITY OF LINEAR CONTROL SYSTEMS IN BANACH SPACES

  • Phat, Vu-Ngoc;Park, Jong-Yeoul;Jung, Il-Hyo
    • Journal of the Korean Mathematical Society
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    • v.37 no.4
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    • pp.593-611
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    • 2000
  • For linear time-varying control systems with constrained control described by both differential and discrete-time equations in Banach spaces was give necessary and sufficient conditions for exact global null-controllability. We then show that for such systems, complete stabilizability implies exact null-controllability.

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Busy Period Analysis of the Geo/Geo/1/K Queue with a Single Vacation (단일 휴가형 Geo/Geo/1/K 대기행렬의 바쁜 기간 분석)

  • Kim, Kilhwan
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.42 no.4
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    • pp.91-105
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    • 2019
  • Discrete-time Queueing models are frequently utilized to analyze the performance of computing and communication systems. The length of busy period is one of important performance measures for such systems. In this paper, we consider the busy period of the Geo/Geo/1/K queue with a single vacation. We derive the moments of the length of the busy (idle) period, the number of customers who arrive and enter the system during the busy (idle) period and the number of customers who arrive but are lost due to no vacancies in the system for both early arrival system (EAS) and late arrival system (LAS). In order to do this, recursive equations for the joint probability generating function of the busy period of the Geo/Geo/1/K queue starting with n, 1 ≤ n ≤ K, customers, the number of customers who arrive and enter the system, and arrive but are lost during that busy period are constructed. Using the result of the busy period analysis, we also numerically study differences of various performance measures between EAS and LAS. This numerical study shows that the performance gap between EAS and LAS increases as the system capacity K decrease, and the arrival rate (probability) approaches the service rate (probability). This performance gap also decreases as the vacation rate (probability) decrease, but it does not shrink to zero.

(J,J')-lossless factorization and $H^{\infty}$ control in discrete-time systems (이산시간 시스템에서 (J,J')-lossless 분해와 $H^{\infty}$ 제어)

  • 정은태;이재명;박홍배
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.31B no.5
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    • pp.65-72
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    • 1994
  • We resolve the suboptimal $\infty$ control problem using (J,J')-lossless coprime factorization by transforming the linear fractional transformation (LFT) into chain scattering description (CSD) in discrete-time systems. The condition transformed LFT into CSD is that the inverse matrix of $P_{21}$ of standard plant exists. But, this paper presents the method of transforming LFT into CSD for 4-block problem in case that the inverse matrix of $P_{21}$ of standard plant does not exist and parameterization of the all suboptimal $\infty$T controllers using (J,J')-lossless coprime factorization. It is shown that this method can resolve the suboptimal $\infty$ control problem solving only two Riccati equations in discrete-time systems.

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Chaotic Synchronization of Using HVPM Model (HVPM 모델을 이용한 카오스 동기화)

  • 여지환;이익수
    • Journal of Korea Society of Industrial Information Systems
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    • v.6 no.4
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    • pp.75-80
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    • 2001
  • In this paper, we propose a new chaotic synchronization algorithm of using HVPM(Hyperchaotic Volume Preserving Maps) model. The proposed chaotic equation, that is, HVPM model which consists of three dimensional discrete-time simultaneous difference equations and shows uniquely random chaotic attractor using nonlinear maps and modulus function. Pecora and Carrol have recently shown that it is possible to synchronize a chaotic system by sending a signal from the drive chaotic system to the response subsystem. We proposed coupled synchronization algorithm in order to accomplish discrete time hyperchaotic HVPM signals. In the numerical results, two hyperchaotic signals are coupled and driven for accomplishing to the chaotic synchronization systems. And it is demonstrated that HVPM signals have shown the chaotic behavior and chaotic coupled synchronization.

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Identification of Discrete-Time Low-Order Model from Pulse Response (펄스응답에 의한 저차 이산시간 모델의 식별)

  • Hwang, Jiho;Cha, Seungpyo;Kim, Young Chol
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.67 no.8
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    • pp.1062-1070
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    • 2018
  • This paper presents a simple identification method for discrete-time low-order model of unknown delay process from pulse response. The key idea is to find the parameters of the model such that the first N moments of the unknown process and the model are equal. We first show that the k-th moment of a process can be determined by the moments of the input and output. The parameters and delay are estimated separately. It is shown that for a given delay, the parameters of the low-order model can be determined by solving linear equations in a matrix form. Delay of the model is estimated such that the integral of the absolute errors (IAE) of the candidate models with possible delays minimizes. The illustrative example shows that the proposed method can directly identify low-order models without order reduction process from a single pulse response.

Hybrid perfectly-matched-layers for transient simulation of scalar elastic waves

  • Pakravan, Alireza;Kang, Jun Won;Newtson, Craig M.;Kallivokas, Loukas F.
    • Structural Engineering and Mechanics
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    • v.51 no.4
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    • pp.685-705
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    • 2014
  • This paper presents a new formulation for forward scalar wave simulations in semi-infinite media. Perfectly-Matched-Layers (PMLs) are used as a wave absorbing boundary layer to surround a finite computational domain truncated from the semi-infinite domain. In this work, a hybrid formulation was developed for the simulation of scalar wave motion in two-dimensional PML-truncated domains. In this formulation, displacements and stresses are considered as unknowns in the PML domain, while only displacements are considered to be unknowns in the interior domain. This formulation reduces computational cost compared to fully-mixed formulations. To obtain governing wave equations in the PML region, complex coordinate stretching transformation was introduced to equilibrium, constitutive, and compatibility equations in the frequency domain. Then, equations were converted back to the time-domain using the inverse Fourier transform. The resulting equations are mixed (contain both displacements and stresses), and are coupled with the displacement-only equation in the regular domain. The Newmark method was used for the time integration of the semi-discrete equations.

Visualisation of the Mathematical Process: Boolean Algebra and Graph Theory with TI-83/89

  • Gashkov, Igor
    • Research in Mathematical Education
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    • v.11 no.2
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    • pp.143-151
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    • 2007
  • Nowadays there are practically no mathematical courses in which Computer Algebra Systems (CAS) programs, such as MATHEMATlCA, Maple, and TI-89/92, are not used to some extent. However, generally the usage of these programs is reduced to illustration of computing processes: calculation of integrals, differentiation, solution of various equations, etc. This is obtained by usage of standard command of type: Solve [...] in MATHEMATICA. At the same time the main difficulties arise at teaching nonconventional mathematical courses such as coding theory, discrete mathematics, cryptography, Scientific computing, which are gaining the increasing popularity now. Now it is impossible to imagine a modern engineer not having basic knowledge in discrete mathematics, Cryptography, coding theory. Digital processing of signals (digital sound, digital TV) has been introduced in our lives.

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