• Title/Summary/Keyword: generalized finite difference method

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A Generalized Finite Difference Method for Solving Fokker-Planck-Kolmogorov Equations

  • Zhao, Li;Yun, Gun Jin
    • International Journal of Aeronautical and Space Sciences
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    • v.18 no.4
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    • pp.816-826
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    • 2017
  • In this paper, a generalized discretization scheme is proposed that can derive general-order finite difference equations representing the joint probability density function of dynamic response of stochastic systems. The various order of finite difference equations are applied to solutions of the Fokker-Planck-Kolmogorov (FPK) equation. The finite difference equations derived by the proposed method can greatly increase accuracy even at the tail parts of the probability density function, giving accurate reliability estimations. Compared with exact solutions and finite element solutions, the generalized finite difference method showed increasing accuracy as the order increases. With the proposed method, it is allowed to use different orders and types (i.e. forward, central or backward) of discretization in the finite difference method to solve FPK and other partial differential equations in various engineering fields having requirements of accuracy or specific boundary conditions.

A Generalized Finite Difference Method for Crack Analysis (일반화된 유한차분법을 이용한 균열해석)

  • Yoon, Young-Cheol;Kim, Dong-Jo;Lee, Sang-Ho
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2007.04a
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    • pp.501-506
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    • 2007
  • A generalized finite difference method for solving solid mechanics problems such as elasticity and crack problems is presented. The method is constructed in framework of Taylor polynomial based on the Moving Least Squares method and collocation scheme based on the diffuse derivative approximation. The governing equations are discretized into the difference equations and the nodal solutions are obtained by solving the system of equations. Numerical examples successfully demonstrate the robustness and efficiency of the proposed method.

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DIFFERENCE OF TWO SETS AND ESTIMATION OF CLARKE GENERALIZED JACOBIAN VIA QUASIDIFFERENTIAL

  • Gao, Yan
    • Journal of applied mathematics & informatics
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    • v.8 no.2
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    • pp.473-489
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    • 2001
  • The notion of difference for two convex compact sets in Rⁿ, proposed by Rubinov et al, is generalized to R/sub mxn/. A formula of the difference for the two sets, which are convex hulls of a finite number of points, is developed. In the light of this difference, the relation between Clarke generalized Jacobian and quasidifferential, in the sense of Demyanov and Rubinov, for a nonsnooth function, is established. Based on the relation, the method of estimating Clarke generalized Jacobian via quasidifferential for a certain class of function, is presented.

CONVERGENCE OF FINITE DIFFERENCE METHOD FOR THE GENERALIZED SOLUTIONS OF SOBOLEV EQUATIONS

  • Chung, S.K.;Pani, A.K.;Park, M.G.
    • Journal of the Korean Mathematical Society
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    • v.34 no.3
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    • pp.515-531
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    • 1997
  • In this paper, finite difference method is applied to approximate the generalized solutions of Sobolev equations. Using the Steklov mollifier and Bramble-Hilbert Lemma, a priori error estimates in discrete $L^2$ as well as in discrete $H^1$ norms are derived frist for the semidiscrete methods. For the fully discrete schemes, both backward Euler and Crank-Nicolson methods are discussed and related error analyses are also presented.

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PRECONDITIONING $C^1$-QUADRATIC SPLINE COLLOCATION METHOD OF ELLIPTIC EQUATIONS BY FINITE DIFFERENCE METHOD

  • Woo, Gyung-Soo;Kim, Seok-Chan
    • Bulletin of the Korean Mathematical Society
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    • v.38 no.1
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    • pp.17-27
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    • 2001
  • We discuss a finite difference preconditioner for the$C^1$ Lagrance quadratic spline collocation method for a uniformly elliptic operator with homogeneous Dirichlet boundary conditions. Using the generalized field of values argument, we analyzed eigenvalues of the matrix preconditioned by the matrix corresponding to a finite difference operator with zero boundary condition.

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Stochastic analysis of elastic wave and second sound propagation in media with Gaussian uncertainty in mechanical properties using a stochastic hybrid mesh-free method

  • Hosseini, Seyed Mahmoud;Shahabian, Farzad
    • Structural Engineering and Mechanics
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    • v.49 no.1
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    • pp.41-64
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    • 2014
  • The main objective of this article is the exploitation of a stochastic hybrid mesh-free method based on stochastic generalized finite difference (SGFD), Newmark finite difference (NFD) methods and Monte Carlo simulation for thermoelastic wave propagation and coupled thermoelasticity analysis based on GN theory (without energy dissipation). A thick hollow cylinder with Gaussian uncertainty in mechanical properties is considered as an analyzed domain for the problem. The effects of uncertainty in mechanical properties with various coefficients of variations on thermo-elastic wave propagation are studied in details. Also, the time histories and distribution on thickness of cylinder of maximum, mean and variance values of temperature and radial displacement are studied for various coefficients of variations (COVs).

Elastodynamic and wave propagation analysis in a FG graphene platelets-reinforced nanocomposite cylinder using a modified nonlinear micromechanical model

  • Hosseini, Seyed Mahmoud;Zhang, Chuanzeng
    • Steel and Composite Structures
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    • v.27 no.3
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    • pp.255-271
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    • 2018
  • This paper deals with the transient dynamic analysis and elastic wave propagation in a functionally graded graphene platelets (FGGPLs)-reinforced composite thick hollow cylinder, which is subjected to shock loading. A micromechanical model based on the Halpin-Tsai model and rule of mixture is modified for nonlinear functionally graded distributions of graphene platelets (GPLs) in polymer matrix of composites. The governing equations are derived for an axisymmetric FGGPLs-reinforced composite cylinder with a finite length and then solved using a hybrid meshless method based on the generalized finite difference (GFD) and Newmark finite difference methods. A numerical time discretization is performed for the dynamic problem using the Newmark method. The dynamic behaviors of the displacements and stresses are obtained and discussed in detail using the modified micromechanical model and meshless GFD method. The effects of the reinforcement of the composite cylinder by GPLs on the elastic wave propagations in both displacement and stress fields are obtained for various parameters. It is concluded that the proposed micromechanical model and also the meshless GFD method have a high capability to simulate the composite structures under shock loadings, which are reinforced by FGGPLs. It is shown that the modified micromechanical model and solution technique based on the meshless GFD method are accurate. Also, the time histories of the field variables are shown for various parameters.

Free Oscillation Analysis in the Coastal Area using Integrated Finite Difference Method (적분차분법을 이용한 연안역에서의 해수고유진동해석)

  • LEE Byung-Gul
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.27 no.6
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    • pp.782-786
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    • 1994
  • Integrated finite difference method (IFDM) is used to solve one dimensional free oscillation problem in the coastal area. To evaluate the solution accuracy of IFDM in free oscillation analysis, two finite difference equations based on area discretization method and point discretization method are derived from the governing equations of free oscillation, respectively. The difference equations are transformed into a generalized eigenvalue problem, respectively. A numerical example is presented, for which the analytical solution is available, for comparing IFDM to conventional finite difference equation (CFDM), qualitatively. The eigenvalue matrices are solved by sub-space iteration method. The numerical results of the two methods are in good agreement with analytical ones, however, IFDM yields better solution than CFDM in lower modes because IFDM only includes first order differential operator in finite difference equation by Green's theorem. From these results, it is concluded that IFDM is useful for the free oscillation analysis in the coastal area.

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An Analysis of Dynamic Characteristics of Air-Lubricated Slider Bearing by Using Perturbation Method (섭동법을 이용한 공기윤활 슬라이더 베어링의 동특성 해석)

  • Gang, Tae-Sik;Choe, Dong-Hun;Jeong, Tae-Geon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.24 no.6 s.177
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    • pp.1520-1528
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    • 2000
  • This study presents a method for determining bearing stiffness and damping coefficients of air-lubricated slider bearing, and shows influences of air-bearing surface geometry(recess depth, crown an d pivot location) on flying attitude and dynamic characteristics. To derive the dynamic lubrication equation, the perturbation method is applied to the generalized lubrication equation which based on linearized Boltzmann equation. The generalized lubrication equation and the dynamic lubrication equation are converted to a control volume formulation, and then, the static and dynamic pressure distributions are calculated by finite difference method. The recess depth and crown of the slider show significantly influence on flying attitude and dynamic characteristics comparing with those of pivot location.

Elliptic Numerical Wave Model Using Generalized Conjugate Gradient Method (GCGM을 이용한 타원형 수치 파랑모형)

  • 윤종태
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.10 no.2
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    • pp.93-99
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    • 1998
  • Parabolic approximation and sponge layer are applied as open boundary condition for elliptic finite difference wave model. Generalized conjugate gradient method is used as a solution procedure. Using parabolic approximation a large part of spurious reflection is removed at the spherical shoal experiment and sponge layer boundary condition needs more than 2 wave lengths of sponge layer to give similar results. Simulating the propagation of waves on a rectangular harbor, it is identified that iterative scheme can be applied easily for the non-rectangular computational region.

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