• Title/Summary/Keyword: implicit iteration

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A NEWTON-IMPLICIT ITERATIVE METHOD FOR NONLINEAR INVERSE PROBLEMS

  • Meng, Zehong;Zhao, Zhenyu
    • Journal of applied mathematics & informatics
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    • v.29 no.3_4
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    • pp.909-920
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    • 2011
  • A regularized Newton method for nonlinear ill-posed problems is considered. In each Newton step an implicit iterative method with an appropriate stopping rule is proposed and analyzed. Under certain assumptions on the nonlinear operator, the convergence of the algorithm is proved and the algorithm is stable if the discrepancy principle is used to terminate the outer iteration. Numerical experiment shows the effectiveness of the method.

Advanced Semi-Implicit Method (ASIM) for Hyperbolic Two-Fluid Model (2-유체 모델을 위한 '개선된 Semi-Implicit 기법')

  • Lee, Sung-Jae;Chung, Moon-Sun
    • Proceedings of the KSME Conference
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    • 2003.04a
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    • pp.2005-2011
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    • 2003
  • Introducing the interfacial pressure jump terms based on the surface tension into the momentum equations of two-phase two-fluid model, the system of governing equations is turned mathematically into the hyperbolic system. The eigenvalues of the equation system become always real representing the void wave and the pressure wave propagation speeds as shown in the previous manuscript. To solve the interfacial pressure jump terms with void fraction gradients implicitly, the conventional semi-implicit method should be modified as an intermediate iteration method for void fraction at fractional time step. This advanced semi-implicit method (ASIM) then becomes stable without conventional additive terms. As a consequence, including the interfacial pressure jump terms with the advanced semi-implicit method, the numerical solutions of typical two-phase problems can be more stable and sound than those calculated exclusively by using any other terms like virtual mass, or artificial viscosity.

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STRONG CONVERGENCE OF COMPOSITE IMPLICIT ITERATIVE PROCESS FOR A FINITE FAMILY OF NONEXPANSIVE MAPPINGS

  • Gu, Feng
    • East Asian mathematical journal
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    • v.24 no.1
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    • pp.35-43
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    • 2008
  • Let E be a uniformly convex Banach space and K be a nonempty closed convex subset of E. Let ${\{T_i\}}^N_{i=1}$ be N nonexpansive self-mappings of K with $F\;=\;{\cap}^N_{i=1}F(T_i)\;{\neq}\;{\theta}$ (here $F(T_i)$ denotes the set of fixed points of $T_i$). Suppose that one of the mappings in ${\{T_i\}}^N_{i=1}$ is semi-compact. Let $\{{\alpha}_n\}\;{\subset}\;[{\delta},\;1-{\delta}]$ for some ${\delta}\;{\in}\;(0,\;1)$ and $\{{\beta}_n\}\;{\subset}\;[\tau,\;1]$ for some ${\tau}\;{\in}\;(0,\;1]$. For arbitrary $x_0\;{\in}\;K$, let the sequence {$x_n$} be defined iteratively by $\{{x_n\;=\;{\alpha}_nx_{n-1}\;+\;(1-{\alpha}_n)T_ny_n,\;\;\;\;\;\;\;\;\; \atop {y_n\;=\;{\beta}nx_{n-1}\;+\;(1-{\beta}_n)T_nx_n},\;{\forall}_n{\geq}1,}$, where $T_n\;=\;T_{n(modN)}$. Then {$x_n$} convergence strongly to a common fixed point of the mappings family ${\{T_i\}}^N_{i=1}$. The result presented in this paper generalized and improve the corresponding results of Chidume and Shahzad [C. E. Chidume, N. Shahzad, Strong convergence of an implicit iteration process for a finite family of nonexpansive mappings, Nonlinear Anal. 62(2005), 1149-1156] even in the case of ${\beta}_n\;{\equiv}\;1$ or N=1 are also new.

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A Dynamic Simulation of the Slider in HDD (하드디스크 슬라이더의 동적수치해석)

  • 김도완;임윤철
    • Tribology and Lubricants
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    • v.16 no.4
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    • pp.295-301
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    • 2000
  • The dynamic simulation of slider in hard disk drive is performed using Factored Implicit Finite Difference method. The modified Reynolds equation with Fukui and Kaneko model is employed as a governing equation. Equations of motion for the slider of three degrees of freedom are solved simultaneously with the modified Reynolds equation. The transient responses of the slider for disk step bumps and slider impulse forces are shown for various cases and are compared for the iteration algorithm and new algorithm.

An implicit velocity decoupling procedure for the incompressible Navier-Stokes equations (비압축성 Navier-Stokes 방정식에 대한 내재적 속도 분리 방법)

  • Kim KyounRyoun;Baek Seunr-Jin;Sung Hyunn Jin
    • 한국전산유체공학회:학술대회논문집
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    • 2000.10a
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    • pp.129-134
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    • 2000
  • An efficient numerical method to solve the unsteady incompressible Navier-Stokes equations is developed. A fully implicit time advancement is employed to avoid the CFL(Courant-Friedrichs-Lewy) restriction, where the Crank-Nicholson discretization is used for both the diffusion and convection terms. Based on a block LU decomposition, velocity-pressure decoupling is achieved in conjunction with the approximate factorization. Main emphasis is placed on the additional decoupling of the intermediate velocity components with only n th time step velocity The temporal second-order accuracy is Preserved with the approximate factorization without any modification of boundary conditions. Since the decoupled momentum equations are solved without iteration, the computational time is reduced significantly. The present decoupling method is validated by solving the turbulent minimal channel flow unit.

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Application of the Implicit Restarted Arnoldi Method to the Small-Signal Stability of Power Systems

  • Kim, Dong-Joon;Moon, Young-Hwan
    • Journal of Electrical Engineering and Technology
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    • v.2 no.4
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    • pp.428-433
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    • 2007
  • This paper describes the new eigenvalue algorithm exploiting the Implicit Restarted Arnoldi Method (IRAM) and its application to power systems. IRAM is a technique for combining the implicitly shifted mechanism with a k-step Arnoldi factorization to obtain a truncated form of the implicitly shifted QR iteration. The numerical difficulties and storage problems normally associated with the Arnoldi process are avoided. Two power systems, one of which has 36 state variables and the other 150 state variables, have been tested using the ARPACK program, which uses IRAM, and the eigenvalue results are compared with the results obtained from the conventional QR method.

Real-Time Hybrid Testing Using a Fixed Iteration Implicit HHT Time Integration Method for a Reinforced Concrete Frame (고정반복법에 의한 암시적 HHT 시간적분법을 이용한 철근콘크리트 골조구조물의 실시간 하이브리드실험)

  • Kang, Dae-Hung;Kim, Sung-Il
    • Journal of the Earthquake Engineering Society of Korea
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    • v.15 no.5
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    • pp.11-24
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    • 2011
  • A real-time hybrid test of a 3 story-3 bay reinforced concrete frame which is divided into numerical and physical substructure models under uniaxial earthquake excitation was run using a fixed iteration implicit HHT time integration method. The first story inner non-ductile column was selected as the physical substructure model, and uniaxial earthquake excitation was applied to the numerical model until the specimen failed due to severe damage. A finite-element analysis program, Mercury, was newly developed and optimized for a real-time hybrid test. The drift ratio based on the top horizontal displacement of the physical substructure model was compared with the result of a numerical simulation by OpenSees and the result of a shaking table test. The experiment in this paper is one of the most complex real-time hybrid tests, and the description of the hardware, algorithm and models is presented in detail. If there is an improvement in the numerical model, the evaluation of the tangent stiffness matrix of the physical substructure model in the finite element analysis program and better software to reduce the computational time of the element state determination for the force-based beam-column element, then the comparison with the results of the real-time hybrid test and the shaking table test deserves to make a recommendation. In addition, for the goal of a "Numerical simulation of the complex structures under dynamic loading", the real time hybrid test has enough merit as an alternative to dynamic experiments of large and complex structures.

A Numerical Dynamic Simulation of the Slider in HDD (하드디스크 슬라이더의 동적수치해석)

  • 김도완;임윤철
    • Proceedings of the Korean Society of Tribologists and Lubrication Engineers Conference
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    • 1999.11a
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    • pp.146-153
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    • 1999
  • A numerical dynamic simulation is necessary to investigate the capacity of the HDD. The slider surface become more and more complicated to make the magnetized area smaller and readback signal stronger. So a numerical dynamic simulation must be preceded to develop a new slider in HDD. The dynamic simulations of air-lubricated slider bearing have been peformed using FIFD(Factored Implicit Finite Difference) method. The governing equation, Reynolds equation Is modified with Fukui and Kaneko model(FK model) which includes the first and the second-order slip. The equations of motion for the slider bearing are solved simultaneously with the modified Reynolds equation for the case of three degrees of freedom. The slider transient response for disk step bump and slider impulse force is given for various case and for iteration algorithm and new algorithm.

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Integration of Stress-Strain Rate Equations of CASM

  • Koh, Tae-Hoon
    • International Journal of Railway
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    • v.3 no.4
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    • pp.117-122
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    • 2010
  • In transportation geotechnical engineering, stress-strain behavior of earth structures has been analyzed by numerical simulations with the implemented plasticity constitutive model. It is a fact that many advanced plasticity constitutive models on predicting the mechanical behavior of soils have been developed as well as experimental research works for geotechnical applications in the past decades. In this study, recently developed, a unified constitutive model for both clay and sand, which is referred to as CASM (clay and sand model), was compared with a classical constitutive model, Cam-Clay model. Moreover, integration methods of stress-strain rate equations using CASM were presented for simulation of undrained and drained triaxial compression tests. As a conclusion, it was observed that semi-implicit integration method has more improved accuracy of capturing strain rate response to applied stress than explicit integration by the multiple correction and iteration.

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IMEX METHODS FOR PRICING FIXED STRIKE ASIAN OPTIONS WITH JUMP-DIFFUSION MODELS

  • Lee, Sunju;Lee, Younhee
    • East Asian mathematical journal
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    • v.35 no.1
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    • pp.59-66
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    • 2019
  • In this paper we study implicit-explicit (IMEX) methods combined with a semi-Lagrangian scheme to evaluate the prices of fixed strike arithmetic Asian options under jump-diffusion models. An Asian option is described by a two-dimensional partial integro-differential equation (PIDE) that has no diffusion term in the arithmetic average direction. The IMEX methods with the semi-Lagrangian scheme to solve the PIDE are discretized along characteristic curves and performed without any fixed point iteration techniques at each time step. We implement numerical simulations for the prices of a European fixed strike arithmetic Asian put option under the Merton model to demonstrate the second-order convergence rate.