• 제목/요약/키워드: numerical solutions

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QUADRATIC B-SPLINE FINITE ELEMENT METHOD FOR THE BENJAMIN-BONA-MAHONY-BURGERS EQUATION

  • Yin, Yong-Xue;Piao, Guang-Ri
    • East Asian mathematical journal
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    • 제29권5호
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    • pp.503-510
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    • 2013
  • A quadratic B-spline finite element method for the spatial variable combined with a Newton method for the time variable is proposed to approximate a solution of Benjamin-Bona-Mahony-Burgers (BBMB) equation. Two examples were considered to show the efficiency of the proposed scheme. The numerical solutions obtained for various viscosity were compared with the exact solutions. The numerical results show that the scheme is efficient and feasible.

NUMERICAL SOLUTIONS OF OPTION PRICING MODEL WITH LIQUIDITY RISK

  • Lee, Jon-U;Kim, Se-Ki
    • 대한수학회논문집
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    • 제23권1호
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    • pp.141-151
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    • 2008
  • In this paper, we derive the nonlinear equation for European option pricing containing liquidity risk which can be defined as the inverse of the partial derivative of the underlying asset price with respect to the amount of assets traded in the efficient market. Numerical solutions are obtained by using finite element method and compared with option prices of KOSPI200 Stock Index. These prices computed with liquidity risk are considered more realistic than the prices of Black-Scholes model without liquidity risk.

용기를 고려한 응고과정의 열전달 해석(I) - 포화액의 일차원 해석 - (Heat Transfer Analysis of Freezing Processes Including Thermal Resistance of Mold(I) - One - dimensional Analysis of Saturated Liquid -)

  • 유재석
    • 대한설비공학회지:설비저널
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    • 제17권4호
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    • pp.377-381
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    • 1988
  • Effects of thermal resistance of mold during freezing processes have been investigated. Saturated liquid is chosen to present one-dimensional quasi-steady solution and this solution is compared with numerical solutions. Front tracking finite element method has been applied for the numerical solutions. Results show that mold should be considered as well as phase change material except the cases when the very thin mold with relatively high thermal conductivity is used.

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터널 지하수 유출량 산정을 위한 수치모델 (Numerical Simulation of Groundwater Discharge Into a Tunnel)

  • 정재현;구민호
    • 지질공학
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    • 제25권3호
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    • pp.369-376
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    • 2015
  • 최근 국내에서 터널 내 지하수 유출량 산정을 위해 MODFLOW와 같은 지하수 수치모델이 많이 이용되고 있다. 수치 모델의 경우 격자망 설계가 터널 유출량 산정 결과에 큰 영향을 주는 것으로 알려져 있으나, 모델 설계 시 명확한 기준없이 연구자에 따라 임의의 크기로 격자망이 설정되어 왔다. 따라서 본 논문에서는 해석해와 수치해를 비교하는 방법을 통하여 격자의 크기가 수치모델의 유출량 산정 오차에 미치는 영향을 분석하였으며, 최적의 격자망 설정 방법을 제시하였다. 해석해와 수치해의 불일치는 부적절한 격자망 설정뿐만 아니라 모델 영역의 경계 효과에 의해서도 발생하는 것으로 나타났다. 따라서 수치모델의 경계 효과 성분을 제거한 후 격자의 크기가 터널 유출량 산정 오차에 미치는 영향을 분석하였으며, 결론적으로 정확한 유출량 산정 결과를 나타내는 터널 크기와 격자 크기의 관계식을 도출하였다. 도출된 관계식은 유한차분 수치모델에서 등가우물격자반경과 격자 크기와의 관계식과 동일한 것으로 나타났다.

충격내압을 받는 복합적층 중공구의 수치해 (Numerical Solutions for Thick-Welled Laminated Composite Spheres under Impact Pressure)

  • 오근;심우진
    • 대한기계학회논문집A
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    • 제29권2호
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    • pp.293-302
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    • 2005
  • In this paper, the thick-walled laminated, orthotropic as well as bimaterial, composite hollow spheres under impact pressure are analyzed in detail by using the semi-discrete finite element method with the Houbolt time-integration scheme which results in unconditionally stable transient numerical results. Numerical results are obtained by using the self-constructed spherically symmetric (one-dimensional) and axially symmetric (two-dimensional) finite element programs, and compared with the previous solutions by other researchers, being shown some of which are incorrect. The finite element package Nastran is also adopted for numerical comparison.

자유수면 보정기법을 이용한 3차원 천수유동 수치모형 (A three-dimensional numerical model for shallow water flows using a free surface correction method)

  • 장원재;이승오;조용식
    • 한국방재학회:학술대회논문집
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    • 한국방재학회 2007년도 정기총회 및 학술발표대회
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    • pp.181-185
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    • 2007
  • A free-surface correction(FSC) method is presented to solve the 3-D shallow water equations. Using the mode splitting process, FSC method can simulate shallow water flows under the hydrostatic assumption. For the hydrostatic pressure calculation, the momentum equations are firstly discretized using a semi-implicit scheme over the vertical direction leading to the tri-diagonal matrix systems. A semi-implicit scheme has been adopted to reduce the numerical instability caused by relatively small vertical length scale compare to horizontal one. and, as the free surface correction step the final horizontal velocity fields are corrected after the final surface elevations are obtained. Finally, the vertical final velocity fields can be calculated from the continuity equation. The numerical model is applied to the calculation of the simulation of flow fields in a rectangular open channel with the tidal influence. The comparisons with the analytical solutions show overall good agreements between the numerical results and analytical solutions.

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베어링 입구에서 발생하는 선단압력에 관한 연구 (A Study on the Inlet Pressure Build-Up at Bearing Entrance)

  • 김종수;김경웅
    • 대한기계학회논문집
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    • 제17권8호
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    • pp.1921-1930
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    • 1993
  • In order to evaluate the inlet pressure correctly, the full Navier-Stokes equations are solved numerically for the computational domain which covers the cavity region between pads as well as the bearing film. A nonuiform grid system is adopted to reduce the number of grid points, and the numerical solutions are obtained for a wide range of Reynolds number in laminar regime with various values of the distance between pads. The numerical results show that the inlet pressure is significantly affected by Reynolds number and the distance between pads. An expression for the loss coefficient in terms of Reynolds number and non-dimensional distance between pads is obtained on the basis of the numerical results. It is found that the inlet pressure over the whole range of numerical solutions can be fairly accurately estimated by applying the formula for the loss coefficient to the extended Bernoulli equation.

비정렬 유한 체적법을 이용한 횡류홴 유동장 해석 (Prediction of Cross Flow Fan Flow Using an Unstructured Finite Volume Method)

  • 강동진;배상수
    • 한국유체기계학회 논문집
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    • 제8권3호
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    • pp.7-15
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    • 2005
  • A Navier-Stokes code has been developed to simulate the flow through a cross flow fan. It is based on an unstructured finite volume method and uses moving grid technique to model the rotation of the fan. A low Reynolds number turbulence model is used to calculate eddy viscosity. The basic algorithm is SIMPLE. Numerical simulations over a wide range of flow rate aye carried out to validate the code. Comparison of all numerical solutions with experimental data confirms the validity of the present code. Present numerical solutions show a noticeable improvement over a previous numerical method which is based on a model of body force to simulate the rotation of the impeller.

WKB 방법에 의한 일차원 완경사 파랑식의 해석해 (An Analytical Solution of One Dimensional Mild Slope Equation by the WKB method)

  • 서승남
    • 한국해안·해양공학회논문집
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    • 제20권5호
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    • pp.461-471
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    • 2008
  • WKB 방법에 의한 일차원 완경사 파랑식의 해석해를 유도하였고 이는 Porter(2003)의 해와 유사한 형태를 갖는다. 적용적 측면에서 본 해석해는 관련 수치해에 견줄 만큼 해석상의 일반성을 갖는다. 유도과정에서 해면함수로 표현된 굴절 방정식의 해도 얻었다. Bremmer 방법을 이용한 본 해석해에 대한 수치계산 결과를 제시하였고 이들은 기존 결과와 일치한다.

인공심장내의 혈류유동의 컴퓨터 시뮬레이션 (Numerical Simulation of Flow in a Total Artificial Heart)

  • 김상현
    • 대한의용생체공학회:학술대회논문집
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    • 대한의용생체공학회 1992년도 춘계학술대회
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    • pp.123-126
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    • 1992
  • In this paper, a numerical simulation of steady laminar and turbulent flow in a two dimensional model for the total artificial heart is presented. A trileaflet polyurethane valve was simulated at the outflow orifice while the inflow orifice had a trileaflet or a flap valve. The numerical solutions of the simulated model show that regions of relative stasis and trapped vortices were smaller wi thin the ventricular chamber wi th the flap valve at the inflow orifice than that with the trileaflet valve. The predicted Reynolds stresses distal to the inflow valve within the ventricular chamber were also found to be smaller with the flap valve than with the trileaflet valve. Analysis of the numerical solutions suggests that geometries similar to the flap valve(or a tilting disc valve) results in a better flow dynamics within the total artificial heart chamber compared to a trileaflet valve.

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