Search results for "Alternating direction implicit method"
showing 6 items of 6 documents
Special Splines of Exponential Type for the Solutions of Mass Transfer Problems in Multilayer Domains
2016
We consider averaging methods for solving the 3-D boundary-value problem of second order in multilayer domain. The special hyperbolic and exponential type splines, with middle integral values of piece-wise smooth function interpolation are considered. With the help of these splines the problems of mathematical physics in 3-D with piece-wise coefficients are reduced with respect to one coordinate to 2-D problems. This procedure also allows to reduce the 2-D problems to 1-D problems and the solution of the approximated problemsa can be obtained analytically. In the case of constant piece-wise coefficients we obtain the exact discrete approximation of a steady-state 1-D boundary-value problem.…
ADI schemes for valuing European options under the Bates model
2018
Abstract This paper is concerned with the adaptation of alternating direction implicit (ADI) time discretization schemes for the numerical solution of partial integro-differential equations (PIDEs) with application to the Bates model in finance. Three different adaptations are formulated and their (von Neumann) stability is analyzed. Ample numerical experiments are provided for the Bates PIDE, illustrating the actual stability and convergence behaviour of the three adaptations.
On numerical simulation of electromagnetic field effects in the combustion process
2018
This paper deals with a simplified model taking into account the interplay of compressible, laminar, axisymmetric flow and the electrodynamical effects due to Lorentz force’s action on the combustion process in a cylindrical pipe. The combustion process with Arrhenius kinetics is modelled by a single step exothermic chemical reaction of fuel and oxidant. We analyze non-stationary PDEs with 6 unknown functions: the 3 components of velocity, density, concentration of fuel and temperature. For pressure the ideal gas law is used. For the inviscid flow approximation ADI method is used. Some numerical results are presented.
A parallel splitting up method and its application to Navier-Stokes equations
1991
A parallel splitting-up method (or the so called alternating-direction method) is proposed in this paper. The method not only reduces the original linear and nonlinear problems into a series of one dimensional linear problems, but also enables us to compute all these one dimensional linear problems by parallel processors. Applications of the method to linear parabolic problem, steady state and nonsteady state Navier-Stokes problems are given. peerReviewed
Numerical Investigations of an Implicit Leapfrog Time-Domain Meshless Method
2014
Numerical solution of partial differential equations governing time domain simulations in computational electromagnetics, is usually based on grid methods in space and on explicit schemes in time. A predefined grid in the problem domain and a stability step size restriction need. Recently, the authors have reformulated the meshless framework based on smoothed particle hydrodynamics, in order to be applied for time domain electromagnetic simulation. Despite the good spatial properties, the numerical explicit time integration introduces, also in a meshless context, a severe constraint. In this paper, at first, the stability condition is addressed in a general way by allowing the time step inc…
Unconditionally stable meshless integration of time-domain Maxwell’s curl equations
2015
Grid based methods coupled with an explicit approach for the evolution in time are traditionally adopted in solving PDEs in computational electromagnetics. The discretization in space with a grid covering the problem domain and a stability step size restriction, must be accepted. Evidence is given that efforts need for overcoming these heavy constraints. The connectivity laws among the points scattered in the problem domain can be avoided by using meshless methods. Among these, the smoothed particle electromagnetics, gives an interesting answer to the problem, overcoming the limit of the grid generation. In the original formulation an explicit integration scheme is used providing, spatial a…