• Title/Summary/Keyword: first order differential approximation

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PARAMETRIC INVESTIGATIONS ON THE DOUBLE DIFFUSIVE CONVECTION IN TRIANGULAR CAVITY

  • Kwon, SunJoo;Oh, SeYoung;Yun, Jae Heon;Chung, Sei-Young
    • Journal of the Chungcheong Mathematical Society
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    • v.20 no.4
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    • pp.419-432
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    • 2007
  • Double-diffusive convection inside a triangular porous cavity is studied numerically. Galerkin finite element method is adopted to derive the discrete form of the governing differential equations. The first-order backward Euler scheme is used for temporal discretization with the second-order Adams-Bashforth scheme for the convection terms in the energy and species conservation equations. The Boussinesq-Oberbeck approximation is used to calculate the density dependence on the temperature and concentration fields. A parametric study is performed with the Lewis number, the Rayleigh number, the buoyancy ratio, and the shape of the triangle. The effect of gravity orientation is considered also. Results obtained include the flow, temperature, and concentration fields. The differences induced by varying physical parameters are analyzed and discussed. It is found that the heat transfer rate is sensitive to the shape of the triangles. For the given geometries, buoyancy ratio and Rayleigh numbers are the dominating parameters controlling the heat transfer.

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AN ASYMPTOTIC INITIAL VALUE METHOD FOR SECOND ORDER SINGULAR PERTURBATION PROBLEMS OF CONVECTION-DIFFUSION TYPE WITH A DISCONTINUOUS SOURCE TERM

  • Valanarasu, T.;Ramanujam, N.
    • Journal of applied mathematics & informatics
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    • v.23 no.1_2
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    • pp.141-152
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    • 2007
  • In this paper a numerical method is presented to solve singularly perturbed two points boundary value problems for second order ordinary differential equations consisting a discontinuous source term. First, in this method, an asymptotic expansion approximation of the solution of the boundary value problem is constructed using the basic ideas of a well known perturbation method WKB. Then some initial value problems and terminal value problems are constructed such that their solutions are the terms of this asymptotic expansion. These initial value problems are happened to be singularly perturbed problems and therefore fitted mesh method (Shishkin mesh) are used to solve these problems. Necessary error estimates are derived and examples provided to illustrate the method.

A Study on the Analysis of Various Characteristics for the High Pressure are Discharge System (고압 아아크 방전시스템의 각종 특성 해석에 관한 연구)

  • 지철근;박왕열;이진우
    • The Proceedings of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.5 no.4
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    • pp.35-42
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    • 1991
  • Recently, HID lamps have been considered as important in regard to the trend of energy saving, and increasingly and diversely used in various ways. This paper will show the simulating models concerning high-pressure arc discharge system directly applicable for its design and manufacture, and analyze its various characteristics. For warm-up characteristics, the evaporating process of inner atoms is described in terms of second-order differential equation: for the thermal conduction from are axis to discharge wall and outer bulb, its transfer process is introduced according to five first-order differential equations. Under the steady state satisfying LTE, the time-variant characteristics are suggested by means of time-dependent energy balance equation derived from fluid equations, approximation of radiation energy and material functions in the discharge tube. The simulating models concerning these equations are then applied for high-pressure mercury lamp.

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A HIGHER ORDER NUMERICAL SCHEME FOR SINGULARLY PERTURBED BURGER-HUXLEY EQUATION

  • Jiwrai, Ram;Mittal, R.C.
    • Journal of applied mathematics & informatics
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    • v.29 no.3_4
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    • pp.813-829
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    • 2011
  • In this article, we present a numerical scheme for solving singularly perturbed (i.e. highest -order derivative term multiplied by small parameter) Burgers-Huxley equation with appropriate initial and boundary conditions. Most of the traditional methods fail to capture the effect of layer behavior when small parameter tends to zero. The presence of perturbation parameter and nonlinearity in the problem leads to severe difficulties in the solution approximation. To overcome such difficulties the present numerical scheme is constructed. In construction of the numerical scheme, the first step is the dicretization of the time variable using forward difference formula with constant step length. Then, the resulting non linear singularly perturbed semidiscrete problem is linearized using quasi-linearization process. Finally, differential quadrature method is used for space discretization. The error estimate and convergence of the numerical scheme is discussed. A set of numerical experiment is carried out in support of the developed scheme.

Free vibration analysis of composite cylindrical shells with non-uniform thickness walls

  • Javed, Saira;Viswanathan, K.K.;Aziz, Z.A.
    • Steel and Composite Structures
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    • v.20 no.5
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    • pp.1087-1102
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    • 2016
  • The paper proposes to characterize the free vibration behaviour of non-uniform cylindrical shells using spline approximation under first order shear deformation theory. The system of coupled differential equations in terms of displacement and rotational functions are obtained. These functions are approximated by cubic splines. A generalized eigenvalue problem is obtained and solved numerically for an eigenfrequency parameter and an associated eigenvector which are spline coefficients. Four and two layered cylindrical shells consisting of two different lamination materials and plies comprising of same as well as different materials under two different boundary conditions are analyzed. The effect of length parameter, circumferential node number, material properties, ply orientation, number of lay ups, and coefficients of thickness variations on the frequency parameter is investigated.

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.

Mesh Simplification Algorithm Using Differential Error Metric (미분 오차 척도를 이용한 메쉬 간략화 알고리즘)

  • 김수균;김선정;김창헌
    • Journal of KIISE:Computer Systems and Theory
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    • v.31 no.5_6
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    • pp.288-296
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    • 2004
  • This paper proposes a new mesh simplification algorithm using differential error metric. Many simplification algorithms make use of a distance error metric, but it is hard to measure an accurate geometric error for the high-curvature region even though it has a small distance error measured in distance error metric. This paper proposes a new differential error metric that results in unifying a distance metric and its first and second order differentials, which become tangent vector and curvature metric. Since discrete surfaces may be considered as piecewise linear approximation of unknown smooth surfaces, theses differentials can be estimated and we can construct new concept of differential error metric for discrete surfaces with them. For our simplification algorithm based on iterative edge collapses, this differential error metric can assign the new vertex position maintaining the geometry of an original appearance. In this paper, we clearly show that our simplified results have better quality and smaller geometry error than others.

The Least-Squares Meshfree Method for the Analysis of Rigid-Plastic Deformation (강소성 변형 해석을 위한 최소 제곱 무요소법)

  • 윤성기;권기찬
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.28 no.12
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    • pp.2019-2031
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    • 2004
  • The least-squares formulation for rigid-plasticity based on J$_2$-flow rule and infinitesimal theory and its meshfree implementation using moving least-squares approximation are proposed. In the least-squares formulation the squared residuals of the constitutive and equilibrium equations are minimized. Those residuals are represented in a form of first-order differential system using the velocity and stress components as independent variables. For the enforcement of the boundary and frictional contact conditions, penalty scheme is employed. Also the reshaping of nodal supports is introduced to avoid the difficulties due to the severe local deformation near the contact interface. The proposed least-squares meshfree method does not require any structure of extrinsic cells during the whole process of analysis. Through some numerical examples of metal forming processes, the validity and effectiveness of the method are investigated.

Active control of a flexible structure with time delay

  • Cai, Guo-Ping;Yang, Simon X.
    • Structural Engineering and Mechanics
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    • v.20 no.2
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    • pp.191-207
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    • 2005
  • Time delay exists inevitably in active control, which may not only degrade the system performance but also render instability to the dynamic system. In this paper, a novel active controller is developed to solve the time delay problem in flexible structures. By using the independent modal space control method, the differential equation of the controlled mode with time delay is obtained from the time-delay system dynamics. Then it is discretized and changed into a first-order difference equation without any explicit time delay by augmenting the state variables. The modal controller is derived based on the augmented system using the discrete variable structure control method. The switching surface is determined by minimizing a discrete quadratic performance index. The modal coordinate is extracted from sensor measurements and the actuator control force is converted from the modal one. Since the time delay is explicitly included throughout the entire controller design without any approximation, the system performance and stability are guaranteed. Numerical simulations show that the proposed controller is feasible and effective in active vibration control of dynamic systems with time delay. If the time delay is not explicitly included in the controller design, instability may occur.

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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    • v.19 no.1
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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.