• 제목/요약/키워드: finite difference

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

  • 김팔규;류권일;남상규;이재식
    • 한국지반공학회:학술대회논문집
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    • 한국지반공학회 2000년도 봄 학술발표회 논문집
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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
    • 대한수학회지
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    • 제42권6호
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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.

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

  • 홍용인;정명덕;홍성일;이흥기
    • 한국정보통신학회논문지
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    • 제2권4호
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    • pp.653-660
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    • 1998
  • 본 연구는 시간영역 유한 차분법(finite difference-time domain method:FDTD)을 이용하여 마이크로스트립 배열 안테나의 전자계 특성들을 해석한다. 직각좌표계에서 맥스웰 방정식의 유한차분 방정식을 정의하였으며, 자유공간과 같은 무한영역해석을 위해서 Mur의 흡수경계조건을 이용하였다 마이크로스트립 배열 안테나를 단위격자 구조로 모델링한 후 시간영역에서 필드분포를 도시하였다.

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

  • Kim, Hong-Joong;Moon, Kyoung-Sook
    • 대한수학회보
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    • 제48권2호
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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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    • 한국전산유체공학회 2003년도 The Fifth Asian Computational Fluid Dynamics Conference
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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.
    • 대한수학회지
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    • 제51권4호
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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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    • 제47권4호
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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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    • 한국전산유체공학회 2006년도 추계 학술대회논문집
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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
    • 대한조선학회지
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    • 제19권4호
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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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다양한 적층 배열을 갖는 복합 신소재 판 구조물의 유한차분 비선형 해석 (Finite Difference Nonlinear Analysis of Composite Plate Structures with Various Layer Sequences)

  • 이상범;이상열;이래철
    • 한국구조물진단유지관리공학회 논문집
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    • 제9권4호
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    • pp.159-168
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    • 2005
  • 본 연구는 다양한 적층 배열을 갖는 비등방성을 보이는 첨단 복합 신소재 판구조물의 유한 차분 비선형 해석을 수행한다. 복잡한 편미분 방정식으로 표현되는 역학문제들을 수치해석 하는 경우 본 연구에서 사용한 유한차분법은 유한요소법에 비하여 체눈 생성 및 수치적분 과정을 피할 수 장점을 갖는다. 유한차분법을 이용한 많은 연구들은 단지 에너지 방법을 사용한 고정 혹은 단순 경계조건에 대하여 수행되었다. 그러나 이러한 접근방법은 자유경계에 대하여 불가피하게 발생하는 가상점 문제를 충분히 만족시킬 수 없다. 그러므로 본 연구에서는 임의의 경계조건을 갖는 비등방성 복합 적층한의 비선형 거동 문제를 보다 효과적으로 해결할 수 있는 유한차분식을 정식화 하였다. 적층 배열 변화를 비롯한 다양한 매개변수에 대하여 본 연구에서 제안한 접근방법을 사용하여 적층판의 복잡한 비선형 거동을 분석하였다.