• 제목/요약/키워드: parabolic partial differential equation

검색결과 18건 처리시간 0.027초

UNIFORMLY CONVERGENT NUMERICAL SCHEME FOR A SINGULARLY PERTURBED DIFFERENTIAL-DIFFERENCE EQUATIONS ARISING IN COMPUTATIONAL NEUROSCIENCE

  • DABA, IMIRU TAKELE;DURESSA, GEMECHIS FILE
    • Journal of applied mathematics & informatics
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    • 제39권5_6호
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    • pp.655-676
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    • 2021
  • A parameter uniform numerical scheme is proposed for solving singularly perturbed parabolic partial differential-difference convection-diffusion equations with a small delay and advance parameters in reaction terms and spatial variable. Taylor's series expansion is applied to approximate problems with the delay and advance terms. The resulting singularly perturbed parabolic convection-diffusion equation is solved by utilizing the implicit Euler method for the temporal discretization and finite difference method for the spatial discretization on a uniform mesh. The proposed numerical scheme is shown to be an ε-uniformly convergent accurate of the first order in time and second-order in space directions. The efficiency of the scheme is proved by some numerical experiments and by comparing the results with other results. It has been found that the proposed numerical scheme gives a more accurate approximate solution than some available numerical methods in the literature.

농업시스템응용플랫폼을 이용한 2계 편미분 방정식의 해석 (Numerical Solution of Second Order Linear Partial Differential Equations using Agricultural Systems Application Platform)

  • 이성용;김태곤;서교;한이철;이제명;이호재;이정재
    • 한국농공학회논문집
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    • 제58권1호
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    • pp.81-90
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    • 2016
  • The Agricultural Systems Application Platform (ASAP) provides bottom-up modelling and simulation environment for agricultural engineer. The purpose of this study is to expand usability of the ASAP to the second order partial differential equations: elliptic equations, parabolic equations, and hyperbolic equations. The ASAP is a general-purpose simulation tool which express natural phenomenon with capsulized independent components to simplify implementation and maintenance. To use the ASAP in continuous problems, it is necessary to solve partial differential equations. This study shows usage of the ASAP in elliptic problem, parabolic problem, and hyperbolic problem, and solves of static heat problem, heat transfer problem, and wave problem as examples. The example problems are solved with the ASAP and Finite Difference method (FDM) for verification. The ASAP shows identical results to FDM. These applications are useful to simulate the engineering problem including equilibrium, diffusion and wave problem.

Optimal control of a tubular reactor using the distributed-parameter method and the numerical method of lines

  • Choe, Young-Soon;Yang, Dae-Ryook;Lee, In-Beum;Chang, Kun-Soo
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국제학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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    • pp.312-315
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    • 1993
  • Optimal control theories based on the maximum principles have been evolved and applied to distributed parameter systems(DPSs) represented by partial differential equations (PDEs) and integral equations (IEs). This paper intends to show that an optimal control of a tubular reactor described by a one-dimensional partial differential equation was obtained using the distributed parameter control method for parabolic PDEs. In develping an algorithm which implements the calculation, the method of lines (MOL) was adopted through using a package called the DSS/2. For the tubular reactor system chosen for this paper, the optimal control method based on PDEs with the numerical MOL showed to be more efficient than the one based on IEs.

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Time-dependent Double Obstacle Problem Arising from European Option Pricing with Transaction Costs

  • Jehan, Oh;Namgwang, Woo
    • Kyungpook Mathematical Journal
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    • 제62권4호
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    • pp.615-640
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    • 2022
  • In this paper, we investigate a time-dependent double obstacle problem associated with the model of European call option pricing with transaction costs. We prove the existence and uniqueness of a W2,1p,loc solution to the problem. We then characterize the behavior of the free boundaries in terms of continuity and values of limit points.

Finite-element Method for Heat Transfer Problem in Hydrodynamic Lubrication

  • Kwang-June,Bai
    • 대한조선학회지
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    • 제19권4호
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    • pp.19-29
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    • 1982
  • Galerkin's finite element method is applied to a two-dimensional heat convection-diffusion problem arising in the hydrodynamic lubrication of thrust bearings used in naval vessels. A parabolized thermal energy equation for the lubricant, and thermal diffusion equations for both bearing pad and the collar are treated together, with proper juncture conditions on the interface boundaries. it has been known that a numerical instability arises when the classical Galerkin's method, which is equivalent to a centered difference approximation, is applied to a parabolic-type partial differential equation. Probably the simplest remedy for this instability is to use a one-sided finite difference formula for the first derivative term in the finite difference method. However, in the present coupled heat convection-diffusion problem in which the governing equation is parabolized in a subdomain(Lubricant), uniformly stable numerical solutions for a wide range of the Peclet number are obtained in the numerical test based on Galerkin's classical finite element method. In the present numerical convergence errors in several error norms are presented in the first model problem. Additional numerical results for a more realistic bearing lubrication problem are presented for a second numerical model.

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원자력발전소 케이블관통부 충전시스템 평가용 소프트웨어 개발 I (Development of a Software to Evaluate the CPES(Cable Penetration Fire Stop) System in Nuclear Power Plane I)

  • 윤종필;권성필;조재규;윤인섭
    • 한국화재소방학회논문지
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    • 제18권1호
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    • pp.24-30
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    • 2004
  • 본 논문은 원자력발전소 방화벽에 설치된 케이블관통부 충전시스템(CPFS: Cable Penetration Fire Stop)안에서 일어나는 동적 열 전달 현상을 해석하기 위해 수행된 실험을 다루고 있다. Dow Corning사의 내화성 충전물에 대해서 내화실험이 수행되었으며, 본 실험을 통해 준비된 CPFS 시험체가 성능위주 시험방법인 ASTM E-814의 F-rating과 T-rating을 동시에 만족시킬 수 있는지를 알아보았다. 그리고 여기서 얻어진 실험결과는 CPFS시스템 내화성능 평가용 소프트웨어를 개발하기 위해 사용되었다. CPFS 시스템 내에서의 열전도 현상은 주어진 초기조건과 경계조건 하에서 Parabolic PDE(Partial differential equation)로 수식화 되었으며, 이렇게 수식화된 PDE는 다시 연속과완화법(SOR: Sequential over-relaxation)과 Galerkin 유한요소법(FEM: Finite element method)로 구성된 혼합알고리즘에 따라 풀 수 있었다. PDE을 풀기 위해 널리 사용되고 있는 상용소프트웨어 Femlab을 이용하여 방화시스템 내에서의 온도분포를 계산하여 3차원 그래픽으로 나타내었다. 특히 CPFS시스템 내에서의 시간의 경과에 따른 온도분포의 변화에 대한 실험과 수치해석을 병행함으로써 결과에 대한 신뢰성을 높일 수 있었다.

새로운 혼합알고리즘을 이용한 CPFS 내에서의 일어나는 동적 열전달의 수식화 및 해석 (Modeling and analysis of dynamic heat transfer in the cable penetration fire stop system by using a new hybrid algorithm)

  • 윤인섭;윤종필;권성필
    • 한국가스학회지
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    • 제7권4호
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    • pp.44-52
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    • 2003
  • 본 논문은 원자력발전소 방화벽에 설치된 케이블관통부 충전시스템(CPFS: Cable penetration fire stop) 안에서 일어나는 동적 열전달 현상을 수식화하고, 새로운 혼합알고리즘을 이용해서 수치적으로 계산하여, 3차원 그래픽으로 나타내는 작업에 관한 연구이다. CPFS 내에서의 열전도 현상을 주어진 초기조건과 경계조건하에서 포물선 편미분방정식(Parabolic PDE)으로 수식화하였다. 계산을 단순화하기 위하여 전체 열 흐름을 z-축직선상에서의 일어나는 열전도 성분과 x-y-좌표 평면상에서 일어나는 열전도 성분으로 나누었다. z-축과 평행한 직선상에서 일어나는 열전도를 나타내는 PDE는 연속과완화법(SOR: Sequential over-relaxation)을 이용하여 유한불연속 점들에 대한 연립상미분방정식(ODE)으로 만들어서 풀었고, x-y-좌표 평면상에서 일어나는 열전도에 관한 PDE는 Galerkin 유한요소법(FEM: Finite element method)을 적용하여 ODE로 전환해서 풀었다. 여기서 시간과 공간의 함수인 온도는 각 직선상의 점들과 각 평면상의 요소절점들에 대해서 일정한 시간간격으로 초기온도와 경계온도를 업데이트하여 번갈아 가며 계산한다. 이러한 일련의 계산결과를 바탕으로 CPFS시스템 내에서의 온도분포의 동적인 변화를 계산해 낼 수 있었다. 결론적으로 관통하는 케이블이 CPFS시스템의 온도분포에 매우 중요한 역할을 한다는 것을 알 수 있었다. 시뮬레이션 결과는 CPFS내의 온도분포를 쉽게 이해할 수 있도록 3차원 그래픽으로 나타냈으며, 관통하는 케이블이 방화시스템의 온도분포에 매우 중요한 영향을 끼친다는 것을 알 수 있었다. 마지막으로 계산결과를 실험결과와 직접 비교함으로써, 개발된 모델과 계산 알고리즘의 정당성을 보였다.

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EFFECTS OF RADIATION AND HEAT GENERATION ON MHD AND PARABOLIC MOTION ON CASSON FLUIDS FLOW THROUGH A ROTATING POROUS MEDIUM IN A VERTICAL PLATE

  • J. PRAKASH;A. SELVARAJ
    • Journal of applied mathematics & informatics
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    • 제42권3호
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    • pp.607-623
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    • 2024
  • This article studies the effects of heat generation/absorption and thermal radiation on the unsteady magnetohydrodynamic (MHD) Casson fluid flow past a vertical plate through rotating porous medium with constant temperature and mass diffusion. It is assumed that the plate temperature and concentration level are raised uniformly. For finding the exact solution, a set of non-dimensional partial differential equations is solved analytically using the Laplace transform technique. The influence of various non-dimensional parameters on the velocity are discussed, including the effects of the magnetic parameter M, heat generation/absorption Q, thermal radiation parameter R, Prandtl number Pr, Schmidt number Sc, permeability of porous medium parameter, Casson fluid parameter γ, on velocity, temperature, and concentration profiles, which are discussed through several figures. It is found that velocity, temperature, and concentration profiles in the case of heat generation parameter Q, Casson fluid parameter γ, thermal Grashof number Gr, mass Grashof number Gc, Permeability Porous medium parameter K, and time t have retarding effects. It is also seen that the magnetic field M, Thermal Radiation parameter R, Prandtl field Pr, Schmidt number Sc have reverse effects on it.