• Title/Summary/Keyword: implicit equation

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An Implicit Numerical Method for Two-Dimensional Tidal Computation (음해법에 의한 2차원 조류유동 계산법)

  • Sun-Young Kim;Mu-Seok Song
    • Journal of the Society of Naval Architects of Korea
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    • v.35 no.1
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    • pp.1-14
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    • 1998
  • A two-dimensional numerical model for tidal currents based on the depth averaged equation is developed. The mode1 employs a rectangular grid system for its simplicity in the application of complicate coastal shore lines. To raise computing efficiency, implicit approximate factorization scheme is implemented in solving governing equations. An upwind-differencing is used to discretize convective terms, which provides a numerical dissipation automatically and suppresses any oscillations caused by nonlinear instabilities. Some numerical tests are made against the analytic solutions of a linearized shallow water equation to validate the developed numerical scheme, and comparisons of the model prediction with the analytic solution are satisfactory. As a real application, the tidal currents are computed on the Inchon area where the tidal currents are important for the design of new canal which is under construction.

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A COMPARISON STUDY OF EXPLICIT AND IMPLICIT NUMERICAL METHODS FOR THE EQUITY-LINKED SECURITIES

  • YOO, MINHYUN;JEONG, DARAE;SEO, SEUNGSUK;KIM, JUNSEOK
    • Honam Mathematical Journal
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    • v.37 no.4
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    • pp.441-455
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    • 2015
  • In this paper, we perform a comparison study of explicit and implicit numerical methods for the equity-linked securities (ELS). The option prices of the two-asset ELS are typically computed using an implicit finite diffrence method because an explicit finite diffrence scheme has a restriction for time steps. Nowadays, the three-asset ELS is getting popularity in the real world financial market. In practical applications of the finite diffrence methods in computational finance, we typically use relatively large space steps and small time steps. Therefore, we can use an accurate and effient explicit finite diffrence method because the implementation is simple and the computation is fast. The computational results demonstrate that if we use a large space step, then the explicit scheme is better than the implicit one. On the other hand, if the space step size is small, then the implicit scheme is more effient than the explicit one.

Rigorous dynamics model of distillation columns

  • Choe, Young-Soon
    • 제어로봇시스템학회:학술대회논문집
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    • 1986.10a
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    • pp.212-215
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    • 1986
  • For distillation columns, dynamic models which consider variable pressure and vapor holdup were studied. A most rigorous model which used the vapor hydraulic equation was studied with implicit methods. Vapor holdup must be considered in high pressure columns in order to predict dynamic responses accurately. The effect of pressure changes on the tray was only important for the vacuum column, particularly when heat input disturbances occurred. The rigorous vapor hydraulic model was shown to be useful, despite the fact that it is extremely stiff, provided an implicit integration algorithm (LSODES) is employed.

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On The Parallel Inplementation of a Static/Explicit FEM Program for Sheet Metal Forming (판금형 해석을 위한 정적/외연적 유한요소 프로그램의 병령화에 관한 연구)

  • ;;G.P.Nikishikov
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1995.10a
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    • pp.625-628
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    • 1995
  • A static/implicit finite element code for sheet forming (ITAS3D) is parallelized on IBM SP 6000 multi-processor computer. Computing-load-balanced domain decomposition method and the direct solution method at each subdomain (and interface) equation are developed. The system of equations for each subdomain are constructed by condensation and calculated on each processor. Approximated operation counts are calculated to set up the nonlinear equation system for balancing the compute load on each subdomain. Th esquare cup tests with several numbers of elements are used in demonstrating the performance of this parallel implementation. This procedure are proved to be efficient for moderate number of processors, especially for large number of elements.

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A new scheme for discrete implicit adaptive observer and controller (이산형 적응관측자 및 제어기의 새로운 구성)

  • 고명삼;허욱열
    • 전기의세계
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    • v.30 no.12
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    • pp.822-831
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    • 1981
  • Many different schemes of the adaptive observer and controller have been developed for both continuous and discrete systems. In this paper we have presented a new scheme of the reduced order adaptive observer for the single input discrete linear time invariant plant. The output equation of the plant, is transformed into the bilinear form in terms of system parameters and the states of the state variable filters. Using the plant output equation the discrete implicit adaptive observer based on the similar philosophy to Nuyan and Carroll is derived and the parameter adaptation algorithm is derived based on the exponentially weighted least square method. The adaptive model following control system is also constructed according to the proposed observer scheme. The proposed observer and controller are rather than simple structure and have a fast adaptive algorithm, so it may be expected that the scheme is suitable to the practical application of control system design. The effectiveness of the algorithm and structure is illustrated by the computer simulation of a third order system. The simulation results show that the convergence speed is proportinal to the increasing of weighting factor alpha, and that the full order and reduced order observer have similar convergence characteristics.

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Numerical Method for Transient Pressure on Canals (개수로(開水路)에 작용(作用)하는 부정압력(不定壓力)에 관한 수치모형(數値模型))

  • Lee, Kil Seong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.4 no.2
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    • pp.35-43
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    • 1984
  • The purpose of this paper is to develop a mathematical model which can be used to compute the position of the free surface due to water level fluctuations in the canal and the transient pressure distributions along the canal lining. The diagnostic equation has been solved by the point successive over-relaxation method, and the linearized prognostic equation has been solved by the implicit Lax-Wendroff scheme. Four different cases in the simulation conditions are presented for both permeable and impermeable canal lining to predict the transient seepage surface development.

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Flow-Guider Applied to Controlling Current in a Bay (도류제에 의한 항만내 조류제어 연구)

  • 양찬규;홍기용
    • Journal of Ocean Engineering and Technology
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    • v.11 no.4
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    • pp.141-151
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    • 1997
  • This paper deals with a numerical study of flow-guider applied to controlling current in a bay. Two dimensional numerical model for tidal currents based on the depth averaged equation is developed and standard k-.epsilon. model is adopted to determine the turbulence diffusion. Equations are described in a generalized coordinate system to be implemented by non-staggered grid system and discretized by using finite volume method. Unsteady flow is simulated by fully implicit scheme. Hybrid scheme and central differencing are used to compute the convective terms and source terms, respectively. The tidal current in a rectangular bay is simulated and it gives satisfactory results. The realistic and distinct models of a large structure placed in bay are also exemplified with or without flow-guiders. The simulation results show that the flow-guider gives the residual tidal current in the bay by the different flux with respect to the direction of tidal current.

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Extended implicit integration process by utilizing nonlinear dynamics in finite element

  • Mohammadzadeh, Saeed;Ghassemieh, Mehdi;Park, Yeonho
    • Structural Engineering and Mechanics
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    • v.64 no.4
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    • pp.495-504
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    • 2017
  • This paper proposes a new direct numerical integration algorithm for solving equation of motion in structural dynamics problems with nonlinear stiffness. The new implicit method's degree of accuracy is higher than that of existing methods due to the higher order of the acceleration. Two parameters are defined, leading to a new family of unconditionally stable methods, which helps to take greater time steps in integration and eliminate concerns about the duration of solving. The method developed can be utilized for a number of solid plane finite elements, examples of which are given to compare the proposed method with existing ones. The results indicate the superiority of the proposed method.

Numerical Simulation on the Free Surface using implicit boundary condition (내재적 경계 조건을 이용한 자유표면 유동 수치해석)

  • Lee G. H.;Baek J. H.
    • 한국전산유체공학회:학술대회논문집
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    • 1998.05a
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    • pp.156-161
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    • 1998
  • This describes a numerical method for predicting the incompressible unsteady laminar three-dimensional flows of fluid behaviour with free-surface. The elliptic differential equations governing the flows have been linearized by means of finite-difference approximations, and the resulting equations have been solved via a fully-implicit iterative method. The free-surface is defined by the motion of a set of marker particles and interface behaviour was investigated by way of a 'Lagrangian' technique. Using the GALA concept of Spalding, the conventional mass continuity equation is modified to form a volumetric or bulk-continuity equation. The use of this bulk-continuity relation allows the hydrodynamic variables to be computed over the entire flow domain including both liquid and gas regions. Thus, the free-surface boundary conditions are imposed implicitly and the problem formulation is greatly simplified. The numerical procedure is validated by comparing the predicted results of a periodic standing waves problems with analytic solutions or experimental results from the literature. The results show that this numerical method produces accurate and physically realistic predictions of three-dimensional free-surface flows.

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Numerical Analysis of Shallow Water Equation with Fully Implicit Method (음해법을 이용한 천수방정식의 수치해석)

  • Kang, Ju Whan;Park, Sang Hyun;Lee, Kil Seong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.13 no.3
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    • pp.119-127
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    • 1993
  • Recently, ADI scheme has been a most common tool for solving shallow water equation numerically. But ADI models of tidal flow is likely to cause so called ADI effect in such a region of the Yellow Sea which shows complex topography and has submarine canyons especially. To overcome this, a finite difference algorithm is developed which adopts fully implicit method and preconditioned conjugate gradient squared method. Applying the algorithm including simulation of intertidal zone to Sae-Man-Keum. velocity fields and flooding/drying phenomena are simulated well in spite of complex topography.

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