• Title/Summary/Keyword: differential-difference equation

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STABILITY OF POSITIVE PERIODIC NUMERICAL SOLUTION OF AN EPIDEMIC MODEL

  • Kim, Mi-Young
    • Korean Journal of Mathematics
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    • v.13 no.2
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    • pp.149-159
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    • 2005
  • We study an age-dependent s-i-s epidemic model with spatial diffusion. The model equations are described by a nonlinear and nonlocal system of integro-differential equations. Finite difference methods along the characteristics in age-time domain combined with finite elements in the spatial variable are applied to approximate the solution of the model. Stability of the discrete periodic solution is investigated.

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Biaxial Tensile Behaviors of Elastomeric Polymer Networks

  • Shinzo, Kohjiya
    • Elastomers and Composites
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    • v.38 no.2
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    • pp.175-179
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    • 2003
  • For the total description of mechanical behaviors of elastomers, it is necessary to know the so-called rheological constitutive equation i.e. the strain-energy density function (W) in case of elastomers, which necessitates biaxial tensile results of elastic body. This paper first describes the experimental results of biaxial tensile measurements on poly(siloxane) model networks. W was estimated from its differential form i.e. the $1^{st}$ differential of W is stress. The W was found to reproduce the experimental stress-strain results, and the W estimated for silica filled poly(siloxane) networks suggest a different behavior between conventional precipitated silica and in situ formed silica. The difference suggests the different surface property of the two silicas.

LQ Regulator of Systems with Multiple Time-Delays by Memoryless Feedback

  • Kubo, Tomohiro
    • 제어로봇시스템학회:학술대회논문집
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    • 1998.10a
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    • pp.373-378
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    • 1998
  • A method to construct a memoryless feedback law for systems with multiple time-delays in the states is proposed. As a plant model, a differential-difference equation with multiple delayed terms is introduced, A stabilizability condition by memoryless feedback is presented. A feedback gain is calculated with a solution of a finite dimensional Riccati equation. It is shown that the resulting closed loop system is asymptotically stable, and moreover, it is a linear quadratic regulator for some cost functional. An alternative stabilizability condition which is easier to check is given.

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Parallel Computation of Elliptic Partial Differential Equation on MP-2 (MP-2에서의 타원형 편미분 방정식 병렬계산)

  • Kim, Hyoung-Joong;Lee, Yong-Ho
    • Journal of Industrial Technology
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    • v.14
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    • pp.19-28
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    • 1994
  • We can get a tridiagonal block Toeplitz linear system by the finite difference approximation of 2-D Poisson equation. To exploit the nice property of this linear equation, we transform the equation into a Lyapunov equation and apply DST (discrete sine transform) to get diagonal matrix based Lyapunov equation. DST can be performed using FFT, which enables high-speed computaion. All the computations are performed on an SIMD parallel computer, the MasPar MP-2 with 4,096 processing elements. In this paper, parallel algorithm, mapping method of the algorithm onto the MP-2, and timing results are presented.

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NUMERICAL DISCRETIZATION OF A POPULATION DIFFUSION EQUATION

  • Cho, Sung-Min;Kim, Dong-Ho;Kim, Mi-Young;Park, Eun-Jae
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.14 no.3
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    • pp.189-200
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    • 2010
  • A numerical method is proposed and analyzed to approximate a mathematical model of age-dependent population dynamics with spatial diffusion. The model takes a form of nonlinear and nonlocal system of integro-differential equations. A finite difference method along the characteristic age-time direction is considered and primal mixed finite elements are used in the spatial variable. A priori error estimates are derived for the relevant variables.

AN ERROR ANALYSIS FOR A CERTAIN CLASS OF ITERATIVE METHODS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.8 no.3
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    • pp.743-753
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    • 2001
  • We provide local convergence results in affine form for inexact Newton-like as well as quasi-Newton iterative methods in a Banach space setting. We use hypotheses on the second or on the first and mth Frechet-derivative (m≥2 an integer) of the operator involved. Our results allow a wider choice of starting points since our radius of convergence can be larger than the corresponding one given in earlier results using hypotheses on the first-Frechet-derivative only. A numerical example is provided to illustrate this fact. Our results apply when the method is, for example, a difference Newton-like or update-Newton method. Furthermore, our results have direct applications to the solution of autonomous differential equations.

Configuration sensitivity analysis of mechanical dynamics

  • Bae, Daesung
    • Transactions of the Korean Society of Machine Tool Engineers
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    • v.10 no.1
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    • pp.112-119
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    • 2001
  • Design sensitivity is an important is an important device in improving a mechanical system design. A continuum design consists of the shape and orientation design. This research develops the shape and orientation design sensitivity method. The configura-tion design variables of multibody systems define the shape and orientation changes. The equations of motion are directly differentiated to obtain the governing equations for the design sensitivity. The governing equation of the design sensitivity is formulated as an over determined differential algebraic equation and treated as ordinary differential equations on mani-folds. The material derivative of a domain functional is performed to obtain the sensitivity due to shape and orientation changes. The configuration design sensitivities of a fly-ball governor system and a spatial four bar mechanism are obtained using the proposed method and are validated against those obtained from the finite difference method.

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Analysis of Rectangular Plates under Distributed Loads of Various Intensity with Interior Supports at Arbitrary Positions (분포하중(分布荷重)을 받는 구형판(矩形板)의 탄성해석(彈性解析))

  • Suk-Yoon,Chang
    • Bulletin of the Society of Naval Architects of Korea
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    • v.13 no.1
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    • pp.17-23
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    • 1976
  • Some methods of analysis of rectangular plates under distributed load of various intensity with interior supports are presented herein. Analysis of many structures such as bottom, side shell, and deck plate of ship hull and flat slab, with or without internal supports, Floor systems of bridges, included crthotropic bridges is a problem of plate with elastic supports or continuous edges. When the four edges of rectangular plate is simply supported, the double Fourier series solution developed by Navier can represent an exact result of this problem. If two opposite edges are simply supported, Levy's method is available to give an "exact" solution. When the loading condition and supporting condition of a plate does not fall into these cases, no simple analytic method seems to be feasible. Analysis of a simply supported rectangular plate under irregularly distributed loads of various intensity with internal supports is carried out by applying Navier solution well as the "Principle of Superposition." Finite difference technique is used to solve plates under irregularly distributed loads of various intensity with internal supports and with various boundary conditions. When finite difference technique is applied to the Lagrange's plate bending equation, any of fourth order derivative term in this equation produces at least five pivotal points leading to some troubles when the resulting linear algebraic equations are to be solved. This problem was solved by reducing the order of the derivatives to two: the fourth order partial differential equation with one dependent variable, namely deflection, is changed to an equivalent pair of second order partial differential equations with two dependent variables. Finite difference technique is then applied to transform these equations to a set of simultaneous linear algebraic equations. Principle of Superposition is then applied to handle the problems caused by concentrated loads and interior supports. This method can be used for the cases of plates under irregularly distributed loads of various intensity with arbitrary conditions such as elastic supports, or continuous edges with or without interior supports, and this method can also be solve the influence values of deflection, moment and etc. at arbitrary position of plates under the live load.

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Development of MLS Difference Method for Material Nonlinear Problem (MLS차분법을 이용한 재료비선형 문제 해석)

  • Yoon, Young-Cheol
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.29 no.3
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    • pp.237-244
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    • 2016
  • This paper presents a nonlinear Moving Least Squares(MLS) difference method for material nonlinearity problem. The MLS difference method, which employs strong formulation involving the fast derivative approximation, discretizes governing partial differential equation based on a node model. However, the conventional MLS difference method cannot explicitly handle constitutive equation since it solves solid mechanics problems by using the Navier's equation that unifies unknowns into one variable, displacement. In this study, a double derivative approximation is devised to treat the constitutive equation of inelastic material in the framework of strong formulation; in fact, it manipulates the first order derivative approximation two times. The equilibrium equation described by the divergence of stress tensor is directly discretized and is linearized by the Newton method; as a result, an iterative procedure is developed to find convergent solution. Stresses and internal variables are calculated and updated by the return mapping algorithm. Effectiveness and stability of the iterative procedure is improved by using algorithmic tangent modulus. The consistency of the double derivative approximation was shown by the reproducing property test. Also, accuracy and stability of the procedure were verified by analyzing inelastic beam under incremental tensile loading.

COMPARISON OF NUMERICAL METHODS FOR OPTION PRICING UNDER THE CGMY MODEL

  • Lee, Ahram;Lee, Younhee
    • Journal of the Chungcheong Mathematical Society
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    • v.29 no.3
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    • pp.503-508
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    • 2016
  • We propose a number of finite difference methods for the prices of a European option under the CGMY model. These numerical methods to solve a partial integro-differential equation (PIDE) are based on three time levels in order to avoid fixed point iterations arising from an integral operator. Numerical simulations are carried out to compare these methods with each other for pricing the European option under the CGMY model.