• Title/Summary/Keyword: integro

Search Result 154, Processing Time 0.024 seconds

Computation of pressure fields in application of the Lagrangian vortex method (Lagrangian 보우텍스방법에서의 압력장계산)

  • Kim K. S.;Lee S. J.;Suh J. C.
    • 한국전산유체공학회:학술대회논문집
    • /
    • 2003.08a
    • /
    • pp.37-42
    • /
    • 2003
  • A vorticity-velocity integro-differential formulation of incompressible Wavier-Stokes equations is described, focusing on a scheme for calculating pressure fields in application of the Lagrangian vortex method in connection with panel methods. It deals with the dynamic coupling among velocity, vorticity and pressure, and the Helmholtz decomposition of the velocity field, through a comparative study with the Eulerian finite volume method, we provide an extensive understanding of the Lagrangian vortex methods for numerical simulations of viscous flows around arbitrary bodies.

  • PDF

Analytic solution for the interaction between a viscoelastic Bernoulli-Navier beam and a winkler medium

  • Floris, Claudio;Lamacchia, Francesco Paolo
    • Structural Engineering and Mechanics
    • /
    • v.38 no.5
    • /
    • pp.593-618
    • /
    • 2011
  • This paper deals with the problem of the determination of the response of a viscoelastic Bernoulli-Navier beam, which is resting on an elastic medium. Assuming uniaxial bending, the displacement of the beam axis is governed by an integro-differential equation. The compatibility of the displacements between the beam and the elastic medium is imposed through an integral equation. In general and in particular in the case of a Boussinesq medium, the solution has to be pursued numerically. On the contrary, in the case of a Winkler's medium the compatibility equation becomes a linear finite relationship, which allows finding an original analytical solution of the problem for both hereditary and aging behavior of the beam. Some numerical examples complete the paper, in which a comparison is made between the hereditary and the aging model for the creep of the beam.

Numerical Simulation of the Vortical flow around an Oscillating Circular Cylinder (진동하는 원형주상체 주위의 와류 수치 모사)

  • 김광수;이승재;서정천
    • Journal of the Society of Naval Architects of Korea
    • /
    • v.40 no.2
    • /
    • pp.21-27
    • /
    • 2003
  • The phenomena of vortex shedding around a cylinder oscillating harmonically in a fluid at rest are investigated by a two-dimensional numerical simulation of the Navier-Stokes equations. The simulation is based on a vorticity-velocity integro-differential formulation dealing with vorticity, velocity and pressure variables. Three combinations of Reynolds number(Re) and Keulegan-Carpenter number(KC) were taken to investigate the associated vortex development around the cylinder in the different flow regimes. Drag and lift forces are computed to describe their dominant frequency modulation which is related to the vortex shedding and to the harmonic motion of the cylinder.

BARRIER OPTIONS UNDER THE MFBM WITH JUMPS : APPLICATION OF THE BDF2 METHOD

  • Choi, Heungsu;Lee, Younhee
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.33 no.1
    • /
    • pp.165-171
    • /
    • 2020
  • In this paper we consider a mixed fractional Brownian motion (mfBm) with jumps. The prices of European barrier options can be evaluated by solving a partial integro-differential equation (PIDE) with variable coefficients, which is derived from the mfBm with jumps. The 2-step backward differentiation formula (BDF2 method) proposed in [6] is applied with the second-order convergence rate in the time and spatial variables. Numerical simulations are carried out to observe the convergence behaviors of the BDF2 method under the mfBm with the Kou model.

Optimal Solution of integral Coefficients in Distance Relaying Algorithm for T/L Protection considering Frequency Characteristics (주파수 특성을 고려한 송전선 보호용 적분근사거리계전 알고리즘의 최적 적분 계수 결정)

  • Cho, Kyung-Rae;Hong, Jun-Hee;Jung, Byung-Tae;Cho, Jung-Hyun;Park, Jong-Keun
    • Proceedings of the KIEE Conference
    • /
    • 1994.11a
    • /
    • pp.42-44
    • /
    • 1994
  • This paper presents the method of estimating integral coefficients of new distance relaying algorithm for transmission line protection. The proposed method is based on the differential equation calculates impedance value by approximation of integral term of integro-differential equation which relate voltage with current. As a result, we can determine the integral coefficients in least square error sense in frequency domain and we take into consideration the analog filter characteristics and frequency domain characteristics of the system to be protected. The simulation results showed that these coefficients can be successfully used to obtain impedance value in distance relay.

  • PDF

Scattering of TM Waves by Dielectric Cylinder with Arbitrary Cross Section Partially Covered by a Conductor (부분적으로 도체가 덮인 임의의 단면의 유전체 시린더에 의한 TM 파의 산란현상)

  • Kim, Nam-Tae;Lee, Sang-Seol
    • Proceedings of the KIEE Conference
    • /
    • 1987.07a
    • /
    • pp.78-81
    • /
    • 1987
  • The scattering characteristics are analysed for the dielectric cylinder with arbitrary cross section partially covered by thin conductors. The integro differential equations consistant with boundary conditions of conductor and dielectric boundaries are derived by the equivalence principle. They are transformed into matrix equations by moment method. The circular dielectric cylinder covered by conductors at the upper and bottom side of the cylinder is chosen for the numerical example. Current distributions on conductors and scattering cross section by the cylinder are computed for incident wave perpendicular to the conductor plane.

  • PDF

Analysis on the thermal development of radiatively participating pipe flow with nonaxisymmetric convective heat loss (비축대칭 대류열손실 경계조건하에서 원관내 복사에 관여하는 매질의 층류 열적 발달의 수치해석)

  • ;;Baek, Seung-Wook
    • Transactions of the Korean Society of Mechanical Engineers
    • /
    • v.19 no.11
    • /
    • pp.2995-3002
    • /
    • 1995
  • The cooling problem of the hot internal pipe flow has been investigated. Simultaneous conduction, convection, and radiation were considered with azimuthally varying convective heat loss at the pipe wall. A complex, nonlinear integro-differential radiative transfer equation was solved by the discrete ordinates method (or called S$_{N}$ method). The energy equation was solved by control volume based finite difference technique. A parametric study was performed by varying the conduction-to-radiation parameter, optical thickness, and scattering albedo. The results have shown that initially the radiatively active medium could be more efficiently cooled down compared with the cases otherwise. But even for the case with dominant radiation, as the medium temperature was lowered, the contribution of conduction became to exceed that of radiation.n.

Non-tubular bonded joint under torsion: Theory and numerical validation

  • Pugno, Nicola;Surace, Giuseppe
    • Structural Engineering and Mechanics
    • /
    • v.10 no.2
    • /
    • pp.125-138
    • /
    • 2000
  • The paper analyzes the problem of torsion in an adhesive non-tubular bonded single-lap joint. The joint considered consists of two thin rectangular section beams bonded together along a side surface. Assuming the materials involved to be governed by linear elastic laws, equilibrium and compatibility equations were used to arrive at an integro-differential relation whose solution makes it possible to determine torsional moment section by section in the bonded joint between the two beams. This is then used to determine the predominant stress and strain field at the beam-adhesive interface (stress field along the direction perpendicular to the interface plane, equivalent to the applied torsional moment and the corresponding strain field) and the joint's elastic strain (absolute and relative rotations of the bonded beam cross sections). All the relations presented were obtained in closed form. Results obtained theoretically are compared with those given by a three dimensional finite element numerical model. Theoretical and numerical analysis agree satisfactorily.

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

  • Lee, Sunju;Lee, Younhee
    • East Asian mathematical journal
    • /
    • v.35 no.1
    • /
    • pp.59-66
    • /
    • 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.

Modeling of supersonic nonlinear flutter of plates on a visco-elastic foundation

  • Khudayarov, Bakhtiyar Alimovich
    • Advances in aircraft and spacecraft science
    • /
    • v.6 no.3
    • /
    • pp.257-272
    • /
    • 2019
  • Numerical study of the flutter of a plate on a viscoelastic foundation is carried out in the paper. Critical velocity of the flutter of a plate on an elastic and viscoelastic foundation is determined. The mathematical model for the investigation of viscoelastic plates is based on the Marguerre's theory applied to the study of the problems of strength, rigidity and stability of thin-walled structures such as aircraft wings. Aerodynamic pressure is determined in accordance with the A.A. Ilyushin's piston theory. Using the Bubnov - Galerkin method, the basic resolving systems of nonlinear integro-differential equations (IDE) are obtained. At wide ranges of geometric and physical parameters of viscoelastic plates, their influence on the flutter velocity has been studied in detail.