• 제목/요약/키워드: Unconditional stability

검색결과 42건 처리시간 0.036초

Envelope ADI-FDTD의 수치적 특성에 관한 연구 (A Study of the Numerical Characteristics of the Envelope ADI-FDTD)

  • 주세훈;정경영;김형훈;김형동
    • 한국전자파학회논문지
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    • 제14권6호
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    • pp.584-590
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    • 2003
  • 본 논문에서는 최근에 개발된 Envelope ADI-FDTD의 수치적 특성에 대하여 고찰하였다. 수치 실험을 통하여 Envelope ADI-FDTD가 시간간격에 상관없이 무조건 안정하고, 신호의 포락선을 해석함으로써 기존의 ADI-FDTD보다 더 좋은 분산특성을 얻을 수 있음을 보였다. 이러한 특성은 특별한 경우에서는 Nyquist 극한값까지 시간간격을 키울 수 있는 가능성을 제공한다 수치결과를 통해서 Envelope ADI-FDTD가 단일주파수 또는 대역이 제한된 시스템의 해석에 있어 유용하게 사용될 수 있음을 확인하였다.

A Three-Dimensional Locally One-Dimensional Multiresolution Time-Domain Method Using Daubechies Scaling Function

  • Ryu, Jae-Jong;Lee, Wu-Seong;Kim, Ha-Chul;Choi, Hyun-Chul
    • Journal of electromagnetic engineering and science
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    • 제9권4호
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    • pp.211-217
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    • 2009
  • A three-dimensional locally one-dimensional multiresolution time-domain(LOD-MRTD) method is introduced and unconditional stability is proved analytically. The updating formulations have fewer terms on the right-hand side than those of an alternating direction implicit MRTD(ADI-MRTD). The validation of the method is presented using the resonance frequency problem of an empty cavity. The reduction of the numerical dispersion technique is also combined with the proposed method. The numerical examples show that the combined method can improve the accuracy significantly.

Improved formulation for a structure-dependent integration method

  • Chang, Shuenn-Yih;Wu, Tsui-Huang;Tran, Ngoc-Cuong
    • Structural Engineering and Mechanics
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    • 제60권1호
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    • pp.149-162
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    • 2016
  • Structure-dependent integration methods seem promising for structural dynamics applications since they can integrate unconditional stability and explicit formulation together, which can enable the integration methods to save many computational efforts when compared to an implicit method. A newly developed structure-dependent integration method can inherit such numerical properties. However, an unusual overshooting behavior might be experienced as it is used to compute a forced vibration response. The root cause of this inaccuracy is thoroughly explored herein. In addition, a scheme is proposed to modify this family method to overcome this unusual overshooting behavior. In fact, two improved formulations are proposed by adjusting the difference equations. As a result, it is verified that the two improved formulations of the integration methods can effectively overcome the difficulty arising from the inaccurate integration of the steady-state response of a high frequency mode.

A 60 GHz Medium Power Amplifier for Radio-over-Fiber System

  • Chang, Woo-Jin;Oh, Seung-Hyeub;Kim, Hae-Choen
    • ETRI Journal
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    • 제29권5호
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    • pp.673-675
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    • 2007
  • We present the design and fabrication of a 60 GHz medium power amplifier monolithic microwave integrated circuit with excellent gain-flatness for a 60 GHz radio-over-fiber system. The circuit has a 4-stage structure using microstrip coupled lines instead of metal-insulator-metal capacitors for unconditional stability of the amplifier and yield enhancement. The gains of each stage of the amplifier are modified to provide broadband characteristics of input/output matching for the first and fourth stages and to achieve higher gains for the second and third stages to improve the gain-flatness of the amplifier for wideband.

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DEVELOPMENT OF A NON-STANDARD FINITE DIFFERENCE METHOD FOR SOLVING A FRACTIONAL DECAY MODEL

  • SAID AL KATHIRI;EIHAB BASHIER;NUR NADIAH ABD HAMID;NORSHAFIRA RAMLI
    • Journal of applied mathematics & informatics
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    • 제42권3호
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    • pp.695-708
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    • 2024
  • In this paper we present a non-standard finite difference method for solving a fractional decay model. The proposed NSFDM is constructed by incorporating a non-standard denominator function, resulting in an explicit numerical scheme as easy as the conventional Euler method, but it provides very accurate solutions and has unconditional stability. Two examples from the literature are presented to demonstrate the performance of the proposed numerical scheme, which is compared to three methods from the literature. It is found that the method's estimated errors are extremely minimal, such as within the machine precision.

FINITE-DIFFERENCE BISECTION ALGORITHMS FOR FREE BOUNDARIES OF AMERICAN OPTIONS

  • Kang, Sunbu;Kim, Taekkeun;Kwon, Yonghoon
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제19권1호
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    • pp.1-21
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    • 2015
  • This paper presents two algorithms based on the Jamshidian equation which is from the Black-Scholes partial differential equation. The first algorithm is for American call options and the second one is for American put options. They compute numerically free boundary and then option price, iteratively, because the free boundary and the option price are coupled implicitly. By the upwind finite-difference scheme, we discretize the Jamshidian equation with respect to asset variable s and set up a linear system whose solution is an approximation to the option value. Using the property that the coefficient matrix of this linear system is an M-matrix, we prove several theorems in order to formulate a bisection method, which generates a sequence of intervals converging to the fixed interval containing the free boundary value with error bound h. These algorithms have the accuracy of O(k + h), where k and h are step sizes of variables t and s, respectively. We prove that they are unconditionally stable. We applied our algorithms for a series of numerical experiments and compared them with other algorithms. Our algorithms are efficient and applicable to options with such constraints as r > d, $r{\leq}d$, long-time or short-time maturity T.

부시행정부의 대북정책에 관한 소고 (A Study on Bush Administration’s Foreign Policy of North Korea)

  • 이강언;장명순
    • 안보군사학연구
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    • 통권3호
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    • pp.169-196
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    • 2005
  • The point of Bush administraion’s foreign policy is to support the promotion and stability of Democracy in Iraq and counter terrorism and spread of WMD with his strong propulsive force caused by his reelection. In such an environment, there are his leadership, his team, himself, Kim Jung Il, and a new understanding of North Korea after September 11 as the effective factors of Bush administration’s policy toward Pyongyang. Bush administration’s foreign policy of North Korea also shows the process of North Korea’s nuclear weapon program and the future scenario of the Korean Peninsula with "the persistence of solving North Korea’s nuclear weapon program such as the method having done in Lybia", "the holding unconditional talks with Pyongyang, and "the continual concerns with human rights in North Korea." The purpose of Bush administration’s foreign policy of North Korea is to make North Korea do not support terrorism rather than remove the nuclear weapon in North Korea. The process of outlining South Korea’s policy toward North Korea must be considered for "national interest" with reasonable analyses not just hopes For this, South Korea must access systematically human rights of North Korea, prepare projects for a daring approach on North Korea, and strengthen South Korea’s defense ability toward North Korea with deep alliance with U.S and systematize the mutual understanding channel between U.S and South Korea. In conclusion, South Korea must try to get specific methods and practices about Bush administration’s foreign policy of North Korea with national wisdom

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Assessments of dissipative structure-dependent integration methods

  • Chang, Shuenn-Yih
    • Structural Engineering and Mechanics
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    • 제62권2호
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    • pp.151-162
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    • 2017
  • Two $Chang-{\alpha}$ dissipative family methods and two $KR-{\alpha}$ family methods were developed for time integration recently. Although the four family methods are in the category of the dissipative structure-dependent integration methods, their performances may be drastically different due to the detrimental property of weak instability or overshoot for the two $KR-{\alpha}$ family methods. This weak instability or overshoot will result in an adverse overshooting behavior or even numerical instability. In general, the four family methods can possess very similar numerical properties, such as unconditional stability, second-order accuracy, explicit formulation and controllable numerical damping. However, the two $KR-{\alpha}$ family methods are found to possess a weak instability property or overshoot in the high frequency responses to any nonzero initial conditions and thus this property will hinder them from practical applications. Whereas, the two $Chang-{\alpha}$ dissipative family methods have no such an adverse property. As a result, the performances of the two $Chang-{\alpha}$ dissipative family methods are much better than for the two $KR-{\alpha}$ family methods. Analytical assessments of all the four family methods are conducted in this work and numerical examples are used to confirm the analytical predictions.

A FINITE DIFFERENCE/FINITE VOLUME METHOD FOR SOLVING THE FRACTIONAL DIFFUSION WAVE EQUATION

  • Sun, Yinan;Zhang, Tie
    • 대한수학회지
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    • 제58권3호
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    • pp.553-569
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    • 2021
  • In this paper, we present and analyze a fully discrete numerical method for solving the time-fractional diffusion wave equation: ∂βtu - div(a∇u) = f, 1 < β < 2. We first construct a difference formula to approximate ∂βtu by using an interpolation of derivative type. The truncation error of this formula is of O(△t2+δ-β)-order if function u(t) ∈ C2,δ[0, T] where 0 ≤ δ ≤ 1 is the Hölder continuity index. This error order can come up to O(△t3-β) if u(t) ∈ C3 [0, T]. Then, in combinination with the linear finite volume discretization on spatial domain, we give a fully discrete scheme for the fractional wave equation. We prove that the fully discrete scheme is unconditionally stable and the discrete solution admits the optimal error estimates in the H1-norm and L2-norm, respectively. Numerical examples are provided to verify the effectiveness of the proposed numerical method.

고정확도 수치기법을 이용한 하천 천이류 해석 I. : 모형 개발 (Numerical anslysis of Transcritical Flow in Open Channels Using High-Resolution scheme I. : Model Development)

  • 김원;한건연
    • 한국수자원학회논문집
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    • 제34권1호
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    • pp.45-55
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    • 2001
  • 천이류는 하나의 계산 영역내에서 사류와 상류가 동시에 발생하는 흐름을 의미하는 용어이다. 천이류 해석 모형 개발에서 중요한 사항은 상류와 사류 영역에서 발생하는 신호의 전파특성을 정확하게 반영할 수 있어야 한다는 것과 보존성을 유지해야 한다는 것이다. 본 연구에서는 지금까지 하천 천이류 해석을 위해 적용된 적이 없는 음해적 ENO 기법을 이용하여 새로운 모형을 개발하였다. 음해적 ENO 기법은 전 구간에 걸쳐 수치진동없이 고정확도가 유지될 수 있는 장점을 지닌 수치기법인 ENO 기법과 수치적으로 무조건적 안정성이 보장되는 장점을 지닌 음해법을 결합한 기법이다. 본 연구에서 개발한 모형을 가상적인 댐붕괴파의 해석에 적용한 결과 매우 강한 천이류가 발생하는 경우에도 안정적으로 정확한 해를 구할 수 있는 것으로 나타났다.

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