• Title/Summary/Keyword: Second-order Derivatives

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Designs for Estimating the Derivatives on Response Surfaces

  • Park, Sung H.
    • Journal of the Korean Statistical Society
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    • v.8 no.1
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    • pp.37-64
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    • 1979
  • Criteria and designs are developed for estimating derivatives of P-variable second order polynomial response surfaces. The basic criterion used is mean square error of the estimated derivative, averaged over all directions and then averaged over a region of interest. A new design concept called slope-rotatability is introduced. A simplex optimization program is used to find minimum mena square error designs for the two variable case for $6 \leq N \leq 12$.

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THE FUNDAMENTAL SOLUTION OF THE SPACE-TIME FRACTIONAL ADVECTION-DISPERSION EQUATION

  • HUANG F.;LIU F.
    • Journal of applied mathematics & informatics
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    • v.18 no.1_2
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    • pp.339-350
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    • 2005
  • A space-time fractional advection-dispersion equation (ADE) is a generalization of the classical ADE in which the first-order time derivative is replaced with Caputo derivative of order $\alpha{\in}(0,1]$, and the second-order space derivative is replaced with a Riesz-Feller derivative of order $\beta{\in}0,2]$. We derive the solution of its Cauchy problem in terms of the Green functions and the representations of the Green function by applying its Fourier-Laplace transforms. The Green function also can be interpreted as a spatial probability density function (pdf) evolving in time. We do the same on another kind of space-time fractional advection-dispersion equation whose space and time derivatives both replacing with Caputo derivatives.

FRACTIONAL PARTIAL DIFFERENTIAL EQUATIONS AND MODIFIED RIEMANN-LIOUVILLE DERIVATIVE NEW METHODS FOR SOLUTION

  • Jumarie, Guy
    • Journal of applied mathematics & informatics
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    • v.24 no.1_2
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    • pp.31-48
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    • 2007
  • The paper deals with the solution of some fractional partial differential equations obtained by substituting modified Riemann-Liouville derivatives for the customary derivatives. This derivative is introduced to avoid using the so-called Caputo fractional derivative which, at the extreme, says that, if you want to get the first derivative of a function you must before have at hand its second derivative. Firstly, one gives a brief background on the fractional Taylor series of nondifferentiable functions and its consequence on the derivative chain rule. Then one considers linear fractional partial differential equations with constant coefficients, and one shows how, in some instances, one can obtain their solutions on bypassing the use of Fourier transform and/or Laplace transform. Later one develops a Lagrange method via characteristics for some linear fractional differential equations with nonconstant coefficients, and involving fractional derivatives of only one order. The key is the fractional Taylor series of non differentiable function $f(x+h)=E_{\alpha}(h^{\alpha}{D_x^{\alpha})f(x)$.

Synthesis and Nonlinear Optical Properties of Poly(4-nitrophenylallylamine) Derivatives

  • 김영운;이광섭;진정일;최길영
    • Bulletin of the Korean Chemical Society
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    • v.17 no.7
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    • pp.607-612
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    • 1996
  • A series of new NLO-active poly(4-nitrophenylallylamine) derivatives was synthesized by the nucleophilic substitution reaction of several substituted 4-nitrohalobenzenes and poly(allylamine hydrochloride). All polymers obtained were amorphous and their glass transition temperatures (Tg) were observed around 148-160 ℃. For each of these polymers, their specific Tg values were dependent on characteristic electronic structures. UV-visible absorption spectra showed maximum absorption intensity at 355-393 nm for π-π* transition of alkylaminonitrophenyl groups. The χ(2)value of poly(4-nitrophenylallylamine), as determined by the second harmonic generation at 1064 nm, for a thin polymer film poled at an elevated temperature, was 1.4x10-8esu. The third-order NLO properties of poly(4-nitrophenylallylamine) derivatives were evaluated through measurement of degenerate four-wave mixing technique and χ(3) coefficient in the range of 2.7~3.2x10-12 esu at 602 nm was found with 400 fs laser pulses.

A SCHWARZ METHOD FOR FOURTH-ORDER SINGULARLY PERTURBED REACTION-DIFFUSION PROBLEM WITH DISCONTINUOUS SOURCE TERM

  • CHANDR, M.;SHANTHI, V.
    • Journal of applied mathematics & informatics
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    • v.34 no.5_6
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    • pp.495-508
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    • 2016
  • A singularly perturbed reaction-diffusion fourth-order ordinary differential equation(ODE) with discontinuous source term is considered. Due to the discontinuity, interior layers also exist. The considered problem is converted into a system of weakly coupled system of two second-order ODEs, one without parameter and another with parameter ε multiplying highest derivatives and suitable boundary conditions. In this paper a computational method for solving this system is presented. A zero-order asymptotic approximation expansion is applied in the second equation. Then, the resulting equation is solved by the numerical method which is constructed. This involves non-overlapping Schwarz method using Shishkin mesh. The computation shows quick convergence and results presented numerically support the theoretical results.

Incompressible Viscous Flow Analysis Around a Three Dimensional Minivan-Like Body (3차원 미니밴 형상 주위의 비압축성 점성 유동 해석)

  • Jung Y. R.;Park W. G.;Park Y. J.;Kim J. S.;Hong S. H.
    • Journal of computational fluids engineering
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    • v.2 no.1
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    • pp.46-53
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    • 1997
  • The flow field around a three dimensional minivan-like body has been simulated. This study solves 3-D unsteady incompressible Navier-Stokes equations on a non-orthogonal curvilinear coordinate system using second-order accurate schemes for the time derivatives, and third/second-order scheme for the spatial derivatives. The Marker-and-Cell concept is applied to efficiently solve continuity equation. A H-H type of multi-block grid system is generated around a three dimensional minivan-like body. Turbulent flows have been modeled by the Baldwin-Lomax turbulent model. To validate present procedure, the flows around the Ahmed body with 12.5° of slant angle are simulated. A good agreement with other numerical results is achived. After code validation, the flows around a mimivan-like body are simulated. The simulation shows three dimensional vortex-pair just behind body. The flow separation is also observed on the rear of the body. It has concluded that the results of present study properly agreed with physical flow phenomena.

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Eigenvalue analysis of structures with flexible random connections

  • Matheu, E.E.;Suarez, L.E.
    • Structural Engineering and Mechanics
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    • v.4 no.3
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    • pp.277-301
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    • 1996
  • A finite element model of a beam element with flexible connections is used to investigate the effect of the randomness in the stiffness values on the modal properties of the structural system. The linear behavior of the connections is described by a set of random fixity factors. The element mass and stiffness matrices are function of these random parameters. The associated eigenvalue problem leads to eigenvalues and eigenvectors which are also random variables. A second order perturbation technique is used for the solution of this random eigenproblem. Closed form expressions for the 1st and 2nd order derivatives of the element matrices with respect to the fixity factors are presented. The mean and the variance of the eigenvalues and vibration modes are obtained in terms of these derivatives. Two numerical examples are presented and the results are validated with those obtained by a Monte-Carlo simulation. It is found that an almost linear statistical relation exists between the eigenproperties and the stiffness of the connections.

Time-dependent simplified spherical harmonics formulations for a nuclear reactor system

  • Carreno, A.;Vidal-Ferrandiz, A.;Ginestar, D.;Verdu, G.
    • Nuclear Engineering and Technology
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    • v.53 no.12
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    • pp.3861-3878
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    • 2021
  • The steady-state simplified spherical harmonics equations (SPN equations) are a higher order approximation to the neutron transport equations than the neutron diffusion equation that also have reasonable computational demands. This work extends these results for the analysis of transients by comparing of two formulations of time-dependent SPN equations considering different treatments for the time derivatives of the field moments. The first is the full system of equations and the second is a diffusive approximation of these equations that neglects the time derivatives of the odd moments. The spatial discretization of these methodologies is made by using a high order finite element method. For the time discretization, a semi-implicit Euler method is used. Numerical results show that the diffusive formulation for the time-dependent simplified spherical harmonics equations does not present a relevant loss of accuracy while being more computationally efficient than the full system.

On the Use of Modal Derivatives for Reduced Order Modeling of a Geometrically Nonlinear Beam (모드 미분을 이용한 기하비선형 보의 축소 모델)

  • Jeong, Yong-Min;Kim, Jun-Sik
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.30 no.4
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    • pp.329-334
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    • 2017
  • The structures, which are made up with the huge number of degrees-of-freedom and the assembly of substructures, have a great complexity. In order to increase the computational efficiency, the analysis models have to be simplified. Many substructuring techniques have been developed to simplify large-scale engineering problems. The techniques are very powerful for solving nonlinear problems which require many iterative calculations. In this paper, a modal derivatives-based model order reduction method, which is able to capture the stretching-bending coupling behavior in geometrically nonlinear systems, is adopted and investigated for its performance evaluation. The quadratic terms in nonlinear beam theory, such as Green-Lagrange strains, can be explained by the modal derivatives. They can be obtained by taking the modal directional derivatives of eigenmodes and form the second order terms of modal reduction basis. The method proposed is then applied to a co-rotational finite element formulation that is well-suited for geometrically nonlinear problems. Numerical results reveal that the end-shortening effect is very important, in which a conventional modal reduction method does not work unless the full model is used. It is demonstrated that the modal derivative approach yields the best compromised result and is very promising for substructuring large-scale geometrically nonlinear problems.