• Title/Summary/Keyword: partial differential-difference equations

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Numerical Analysis on the Development of an Undularbore (Undular Bore의 발생과정에 관한 수치 해석)

  • Bea, Heon-Meen;Kim, In-Chull
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.22 no.2
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    • pp.31-35
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    • 1986
  • A bore is a transition between different uniform flows of water. If a long wave of elevation travels in shallow water it steepens and forms a bore. The bore is undular if the change in surface elevation of the wave is less than 0.28 of the original depth of water. This paper describes the growth of an undular bore from a long wave which forms a gentle transition between a uniform flow and still water. A physical account of its development is followed by the results of numerical calculations. Finite-difference approximations are used in the partial differential equations of motion. For undular bores, numerical calculations show that (i) the relationship between relative elevation and relative velocity given by long wave theory is approached for an undular bore, (ii) the amplitude of first crest of an undular bore approaches a finite limit approximately at an exponential rate, and (iii) the distance between the first two crests increases without bound, approximately logarithmically.

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A Study on the Dynamic Simulation of High Speed Current Collection System (고속 집전계의 동적 수치모의해석 프로그램 연구)

  • Hur, S.;Kyung, J.H.;Song, D.H.;Kim, J.S.;Cho, Y.H.
    • Journal of the Korean Society for Railway
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    • v.5 no.1
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    • pp.10-17
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    • 2002
  • In this study, we have developed the static and dynamic simulation program of a high speed current collection system. The catenary wire is modeled to discrete masses connected by massless strings and the pantograph is replaced with 3 d.o.f equivalent models that are composed of masses, springs and dampers. We derived partial differential equations of motion from the equivalent model and developed the simulation program. Then, we calculated the static equilibrium state of the overhead catenary and the dynamic behaviors of the high speed current collection system. The analysis results were compared with the results of GASENDO software developed at RTRI in Japan.

The Influence of the Aspect Ratio on the Composite Material Bridge Deck Structures

  • Han, Bong-Koo
    • Composites Research
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    • v.27 no.1
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    • pp.1-6
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    • 2014
  • Theories for composite material structures are too difficult for such design engineers for construction and some simple but accurate enough methods are necessary. The author has reported that some laminate orientations have decreasing values of $D_{16}$, $B_{16}$, $D_{26}$ and $B_{26}$ stiffnesses as the ply number increases. For such plates, the fiber orientations given above behave as specially orthotropic plates and simple formulas developed by the author. Most of the bridge deck structures on girders have large aspect ratios. For such cases further simplification is possible by neglecting the effect of the longitudinal moment terms $M_x$ on the relevant partial differential equations of equilibrium. In this paper, the result of the study on the subject problem is presented.

The Effect on Neglecting the Longitudinal Moment Terms in a Composite Liminate Plate with Stacking Sequence and Fiber Orientation (적층형태 및 보강방향에 따른 복합적층판의 종방향 모멘트 무시효과)

  • Lee, Bong-hak;Lee, Jung-ho;Hong, Chang-Woo;Kim, Kyung-Jin
    • Journal of Industrial Technology
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    • v.18
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    • pp.97-105
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    • 1998
  • The most of the design engineers for construction has academic background of bachelors degree. Theories for advanced composite structures are too difficult for such engineers and some simple but accurate enough methods are necessary. The senior author has reported that some laminate orientations have decreasing values of $D_{16}$, $B_{16}$, $D_{26}$ and $B_{26}$ stiffnesses as the ply number increases. Such plates behave as special orthotropic plates and simple formulas developed by the author can be used. Most of the bridge and building slabs on girders have large aspect ratios. For such cases further simplification is possible by neglecting the effect of the longitudinal moment terms($M_x$) on the relevant partial differential equations of equilibrium. In this paper, the result of the study on the subject problem is presented.

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Numerical Study of Natural Convection in a Rectangular Enclosure with Cooling Strip (냉각부(冷却部)를 갖는 사각형(四角形) 밀폐공간내(密閉空間內)의 자연대류(自然對流)에 관(關)한 수치해석(數値解析))

  • Lee, Cheong-Ouk;Seo, Jeong-Yun;Kim, Chong-Bo
    • Solar Energy
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    • v.6 no.2
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    • pp.54-61
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    • 1986
  • The influence on natural convection was studied by solving the partial differential equations within a rectangular enclosure which have a cooling strip at the right side wall of the space, a isothermally heated bottom plate and adiabatic two other walls. Computation was carried out for the range of Grashof number from $5*10^3$ to $2.5*10^5$ with Plandtl number of 0.73. The results have been obtained in cases of four aspect ratios and various strip sizes. Temperature and Stream function distributions have been plotted using explicit finite difference method in two dimensional, laminar flow, and also mean Nusselt number and Local Nusselt number have been obtained.

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Numerical method for Thermal Convection of air in Ondol Room (실내 기류의 수치해석)

  • Min Man-Ki;Kim Joo-Kyoon
    • The Magazine of the Society of Air-Conditioning and Refrigerating Engineers of Korea
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    • v.7 no.1
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    • pp.4-12
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    • 1978
  • At Grashof numbers $10^{10},\;5{\times}10^{10}$, and $10^{11}$ nonlinear partial differential equations for two dimensional thermal circulation of air in a rectangular enclosure heated from below are solved numerically by finite difference explicit methood in time-dependent form. Two vertical walls and ceiling are held at low temperature and floor at high temperture. Results are compared with From's numerical solutions at $10^9{\lesssim}\;N_{Gr}\;<10^{13}$. The effective draft temperature fields are also obtained to examine cold draft problem, there included a line of constant effective draft temperature $-1.667^{\circ}C$ which is essentially Houghten's $80\%$ comfort data.

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AN OPERATOR SPLITTING METHOD FOR PRICING THE ELS OPTION

  • Jeong, Da-Rae;Wee, In-Suk;Kim, Jun-Seok
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.14 no.3
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    • pp.175-187
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    • 2010
  • This paper presents the numerical valuation of the two-asset step-down equitylinked securities (ELS) option by using the operator-splitting method (OSM). The ELS is one of the most popular financial options. The value of ELS option can be modeled by a modified Black-Scholes partial differential equation. However, regardless of whether there is a closedform solution, it is difficult and not efficient to evaluate the solution because such a solution would be represented by multiple integrations. Thus, a fast and accurate numerical algorithm is needed to value the price of the ELS option. This paper uses a finite difference method to discretize the governing equation and applies the OSM to solve the resulting discrete equations. The OSM is very robust and accurate in evaluating finite difference discretizations. We provide a detailed numerical algorithm and computational results showing the performance of the method for two underlying asset option pricing problems such as cash-or-nothing and stepdown ELS. Final option value of two-asset step-down ELS is obtained by a weighted average value using probability which is estimated by performing a MC simulation.

Development of Continuous Cross-Flow Rice Drying Model (벼의 횡류 연속식 건조 모델 개발)

  • 송대빈;고학균
    • Journal of Biosystems Engineering
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    • v.22 no.3
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    • pp.279-288
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    • 1997
  • This study was worked out to obtain fundamental data needed for developing a continuous type dryer. The drying process in a cross-flow type continuous dryer was expressed as partial differential equations, and a drying simulation model for predicting rice moisture content, rice temperature, drying air absolute humidity, drying air temperature was developed by using the finite difference method. To validate the performance of the drying simulation model, a prototype continuous dryer was constructed in this study. The size of the test dryer was one-tenth to that of a commercial continuous dryer. The difference in the outlet rice moisture content between the predicted values and the measured values was within 0.5%, that of outlet rice temperature was below $3^{\circ}C$, that of drying air temperature in drying bed was within $8^{\circ}C$ and that of relative humidity of outlet drying air was big because of the different measuring point. In addition, a drying simulation model for a actual size continuous dryer with double flow was developed in this study. This drying simulation model included the rice mixing effect in the middle of drying length. The difference of outlet moisture content between the predicted and the measured values showed below 0.5% in this study.

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FINITE-DIFFERENCE BISECTION ALGORITHMS FOR FREE BOUNDARIES OF AMERICAN OPTIONS

  • Kang, Sunbu;Kim, Taekkeun;Kwon, Yonghoon
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.19 no.1
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    • pp.1-21
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    • 2015
  • This paper presents two algorithms based on the Jamshidian equation which is from the Black-Scholes partial differential equation. The first algorithm is for American call options and the second one is for American put options. They compute numerically free boundary and then option price, iteratively, because the free boundary and the option price are coupled implicitly. By the upwind finite-difference scheme, we discretize the Jamshidian equation with respect to asset variable s and set up a linear system whose solution is an approximation to the option value. Using the property that the coefficient matrix of this linear system is an M-matrix, we prove several theorems in order to formulate a bisection method, which generates a sequence of intervals converging to the fixed interval containing the free boundary value with error bound h. These algorithms have the accuracy of O(k + h), where k and h are step sizes of variables t and s, respectively. We prove that they are unconditionally stable. We applied our algorithms for a series of numerical experiments and compared them with other algorithms. Our algorithms are efficient and applicable to options with such constraints as r > d, $r{\leq}d$, long-time or short-time maturity T.

Nonlinear Analysis of a Forced Beam with Internal Resonances (내부공진을 가진 보의 비선형 강제진동해석)

  • 이원경;소강영
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.15 no.6
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    • pp.1897-1907
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    • 1991
  • An analysis is presented for the primary resonance of a clamped-hinged beam, which occurs when the frequency of excitation is near one of the natural frequencies, .omega.$_{n}$. Three mode interactions, .omega.$_{2}$=3.omega.$_{1}$, and .omega.$_{3}$=.omega.$_{1}$+2.omega.$_{2}$, are considered and their influence on the response is studied. The case of two mode interaction, .omega.$_{2}$=3.omega.$_{1}$, is also considered in order to compare it with the case of three mode interactions. The straight beam experiencing mid-plane stretching is governed by a nonlinear partial differential equation. By using Galerkin's method the governing equation is reduced to a system of nonautonomous nonlinear ordinary differential equations. The method of multiple scales is applied to obtain steady-state responses of the system. Results of numerical investions show that there exists no significant difference between both modal interactions.