• Title/Summary/Keyword: Finite difference

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2-D Consolidation Numerical Analysis of Multi_Layered Soils (다층 지반의 2차원 압밀 수치해석)

  • 김팔규;류권일;남상규;이재식
    • Proceedings of the Korean Geotechical Society Conference
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    • 2000.03b
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    • pp.467-474
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    • 2000
  • The application of Terzaghi's theory of consolidation for analysing the settlement of multi-layered soils is not strictly valid because the theory involves an assumption that the soil is homogeneous. The settlement of stratified soils with confined aquifer can be analysed using numerical techniques whereby the governing differential equation is replaced by 2-dimensional finite difference approximations. The problems of discontinuous layer interface are very important in the algorithm and programming for the analysis of multi-layered consolidation using a numerical analysis, finite difference method(F.D.M.). Better results can be obtained by the process for discontinuous layer interface, since it can help consolidation analysis to model the actual ground The purpose of this paper provides an efficient computer algorithm based on numerical analysis using finite difference method(F.D.M) which account for multi-layered soils with confined aquifer to determine the degree of consolidation and excess pore pressures relative to time and positions more realistically.

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ERROR ESTIMATES OF NONSTANDARD FINITE DIFFERENCE SCHEMES FOR GENERALIZED CAHN-HILLIARD AND KURAMOTO-SIVASHINSKY EQUATIONS

  • Choo, Sang-Mok;Chung, Sang-Kwon;Lee, Yoon-Ju
    • Journal of the Korean Mathematical Society
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    • v.42 no.6
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    • pp.1121-1136
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    • 2005
  • Nonstandard finite difference schemes are considered for a generalization of the Cahn-Hilliard equation with Neumann boundary conditions and the Kuramoto-Sivashinsky equation with periodic boundary conditions, which are of the type $$U_t\;+\;\frac{{\partial}^2}{{\partial}x^2} g(u,\;U_x,\;U_{xx})\;=\;\frac{{\partial}^{\alpha}}{{\partial}x^{\alpha}}f(u,\;u_x),\;{\alpha}\;=\;0,\;1,\;2$$. Stability and error estimate of approximate solutions for the corresponding schemes are obtained using the extended Lax-Richtmyer equivalence theorem. Three examples are provided to apply the nonstandard finite difference schemes.

A Study on the Electromagnetic wave properties of microstrip antenna using finite difference time domain method (FDTD법을 이용한 마이크로스트립 안테나의 전자파 특성에 관한 연구)

  • 홍용인;정명덕;홍성일;이흥기
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.2 no.4
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    • pp.653-660
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    • 1998
  • The purpose of this paper is to analyze the electromagnetic field characteristics of microstrip array antenna with the FDTD(finite difference-time domain method). Finite difference equations of Maxwell's equations are defined in rectangular coordinate systems. To simulate the unbounded problem like a free space, the Mur's absorbing boundary condition is also used. After modeling the microstrip array antenna with the grid structure, the transient response of the field distribution is depicted in the time domain.

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VARIABLE TIME-STEPPING HYBRID FINITE DIFFERENCE METHODS FOR PRICING BINARY OPTIONS

  • Kim, Hong-Joong;Moon, Kyoung-Sook
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.2
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    • pp.413-426
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    • 2011
  • Two types of new methods with variable time steps are proposed in order to valuate binary options efficiently. Type I changes adaptively the size of the time step at each time based on the magnitude of the local error, while Type II combines two uniform meshes. The new methods are hybrid finite difference methods, namely starting the computation with a fully implicit finite difference method for a few time steps for accuracy then performing a ${\theta}$-method during the rest of computation for efficiency. Numerical experiments for standard European vanilla, binary and American options show that both Type I and II variable time step methods are much more efficient than the fully implicit method or hybrid methods with uniform time steps.

Numerical Analysis of Laminar Natural Convection Heat Transfer around Two Vertical Fins by a Spectral Finite Difference Method

  • Haehwan SONG;MOCHIMARU Yoshihiro
    • 한국전산유체공학회:학술대회논문집
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    • 2003.10a
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    • pp.56-57
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    • 2003
  • A numerical solution is presented for the natural convection heat transfer from two vertical fins using a spectral finite difference method. Virtual distant boundary conditions for two bodies that are compatible with plume behavior and with an overall continuity condition are introduced. A boundary-fitted coordinate system is formed. Streamlines, isotherms, mean Nusselt numbers and drag & lift coefficients are presented for a variety of dimensionless parameters such as a Grashof number and a Prandtl number at a steady-state. Extensive effectiveness of a spectral finite difference method was established.

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PERFORMANCE OF RICHARDSON EXTRAPOLATION ON SOME NUMERICAL METHODS FOR A SINGULARLY PERTURBED TURNING POINT PROBLEM WHOSE SOLUTION HAS BOUNDARY LAYERS

  • Munyakazi, Justin B.;Patidar, Kailash C.
    • Journal of the Korean Mathematical Society
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    • v.51 no.4
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    • pp.679-702
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    • 2014
  • Investigation of the numerical solution of singularly perturbed turning point problems dates back to late 1970s. However, due to the presence of layers, not many high order schemes could be developed to solve such problems. On the other hand, one could think of applying the convergence acceleration technique to improve the performance of existing numerical methods. However, that itself posed some challenges. To this end, we design and analyze a novel fitted operator finite difference method (FOFDM) to solve this type of problems. Then we develop a fitted mesh finite difference method (FMFDM). Our detailed convergence analysis shows that this FMFDM is robust with respect to the singular perturbation parameter. Then we investigate the effect of Richardson extrapolation on both of these methods. We observe that, the accuracy is improved in both cases whereas the rate of convergence depends on the particular scheme being used.

A New Approach for the Derivation of a Discrete Approximation Formula on Uniform Grid for Harmonic Functions

  • Kim, Philsu;Choi, Hyun Jung;Ahn, Soyoung
    • Kyungpook Mathematical Journal
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    • v.47 no.4
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    • pp.529-548
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    • 2007
  • The purpose of this article is to find a relation between the finite difference method and the boundary element method, and propose a new approach deriving a discrete approximation formula as like that of the finite difference method for harmonic functions. We develop a discrete approximation formula on a uniform grid based on the boundary integral formulations. We consider three different boundary integral formulations and derive one discrete approximation formula on the uniform grid for the harmonic function. We show that the proposed discrete approximation formula has the same computational molecules with that of the finite difference formula for the Laplace operator ${\nabla}^2$.

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Direct Simulations of Aerodynamic Sounds by the Finite Difference and Finite Volume Lattice Boltzmann Methods

  • Tsutahara, Michihisa;Tamura, Akinori;Motizuki, Kazumasa;Kondo, Takamasa
    • 한국전산유체공학회:학술대회논문집
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    • 2006.10a
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    • pp.22-25
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    • 2006
  • Direct simulations of aerodynamic sound, especially sound emitted by rapidly rotating elliptic cylinder by the finite difference lattice Boltzmann method (FDLBM). Effect of pile-fabrics for noise reduction is also studied by the finite volume LBM (FVLBM) using an unstructured grid. Second order time integration and third order upwind scheme are shown to be enough for these simulations. Sound sources are detected to be doublets for both cases. For the elliptic cylinder, the doublet is generated in the interaction between the vortex and the edge. For the circular cylinders, they are generated synchronizing with the Karman vortex street, and it is also shown that the pile-fabrics covering the surface of the cylinder reduces the strength of the source.

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Finite-element Method for Heat Transfer Problem in Hydrodynamic Lubrication

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

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Finite Difference Nonlinear Analysis of Composite Plate Structures with Various Layer Sequences (다양한 적층 배열을 갖는 복합 신소재 판 구조물의 유한차분 비선형 해석)

  • Lee, Sang Bum;Lee, Sang Youl;Lee, Rae Chul
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.9 no.4
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    • pp.159-168
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    • 2005
  • This study carries out a finite difference nonlinear analysis of anisotropic advanced composite plate structures with various layer sequences. In the numerical analysis of various mechanical problems involving complex partial differential equations, the finite difference method (FDM) developed in this study has an advantage over the finite element method in its ability to avoid mesh generation and numerical integration. Many studies in FDM have been made on clamped or simple boundary conditions using merely an energy approach. These approaches cannot be satisfied, however, with pivotal points along the free boundary. Therefore, this study addresses the nonlinear problem of anisotropic plates by adopting a finite difference modeling elimination of pivotal difference points in the case of a free boundary condition. Complex nonlinear behaviors of composite plate structures for various parameters, especially for layer sequences, are analyzed using the proposed approach.