Search results for "Discretization"
showing 10 items of 237 documents
A non-hydrostatic pressure distribution solver for the nonlinear shallow water equations over irregular topography
2016
Abstract We extend a recently proposed 2D depth-integrated Finite Volume solver for the nonlinear shallow water equations with non-hydrostatic pressure distribution. The proposed model is aimed at simulating both nonlinear and dispersive shallow water processes. We split the total pressure into its hydrostatic and dynamic components and solve a hydrostatic problem and a non-hydrostatic problem sequentially, in the framework of a fractional time step procedure. The dispersive properties are achieved by incorporating the non-hydrostatic pressure component in the governing equations. The governing equations are the depth-integrated continuity equation and the depth-integrated momentum equation…
Monotonic solution of flow and transport problems in heterogeneous media using Delaunay unstructured triangular meshes
2013
Transport problems occurring in porous media and including convection, diffusion and chemical reactions, can be well represented by systems of Partial Differential Equations. In this paper, a numerical procedure is proposed for the fast and robust solution of flow and transport problems in 2D heterogeneous saturated media. The governing equations are spatially discretized with unstructured triangular meshes that must satisfy the Delaunay condition. The solution of the flow problem is split from the solution of the transport problem and it is obtained with an approach similar to the Mixed Hybrid Finite Elements method, that always guarantees the M-property of the resulting linear system. The…
The design of absorbing Bayesian pursuit algorithms and the formal analyses of their ε-optimality
2016
The fundamental phenomenon that has been used to enhance the convergence speed of learning automata (LA) is that of incorporating the running maximum likelihood (ML) estimates of the action reward probabilities into the probability updating rules for selecting the actions. The frontiers of this field have been recently expanded by replacing the ML estimates with their corresponding Bayesian counterparts that incorporate the properties of the conjugate priors. These constitute the Bayesian pursuit algorithm (BPA), and the discretized Bayesian pursuit algorithm. Although these algorithms have been designed and efficiently implemented, and are, arguably, the fastest and most accurate LA report…
Numerical Approximation of Elliptic Variational Problems
2003
This chapter is dedicated to the study of Elliptic Variational Inequalities (EVI). Different forms of such an EVI are considered. The Ritz—Galerkin discretization method is introduced, and methods to approximate the solution of an EVI are presented. The finite dimensional subspaces are built by use of the Finite Element Method. The discretized problems are solved using variants of the Successive OverRelaxation (SOR) method. The algorithms are tested on a typical example. The way to develop computer programs is carefully analysed.
Fixed domain approaches in shape optimization problems
2012
This work is a review of results in the approximation of optimal design problems, defined in variable/unknown domains, based on associated optimization problems defined in a fixed ?hold-all? domain, including the family of all admissible open sets. The literature in this respect is very rich and we concentrate on three main approaches: penalization?regularization, finite element discretization on a fixed grid, controllability and control properties of elliptic systems. Comparison with other fixed domain approaches or, in general, with other methods in shape optimization is performed as well and several numerical examples are included.
Numerical solution of a multi-class model for batch settling in water resource recovery facilities
2017
In Torfs et al. (2017) a new unified framework to model settling tanks in water resource recovery facilities was proposed providing a set of partial differential equations (PDEs) modelling different settling unit processes in wastewater treatment such as primary and secondary settling tanks (PSTs and SSTs). The extension to a multi-class framework to deal with the distributed properties of the settling particles leads to a system of non-linear hyperbolic-parabolic PDEs whose solutions may contain very sharp transitions. This necessitates the use of a consistent and robust numerical method to obtain well-resolved and reliable approximations to the PDE solutions. The use of implicit–explicit …
Boundary Element Crystal Plasticity Method
2017
A three-dimensional (3D) boundary element method for small strains crystal plasticity is described. The method, developed for polycrystalline aggregates, makes use of a set of boundary integral equations for modeling the individual grains, which are represented as anisotropic elasto-plastic domains. Crystal plasticity is modeled using an initial strains boundary integral approach. The integration of strongly singular volume integrals in the anisotropic elasto-plastic grain-boundary equations are discussed. Voronoi-tessellation micro-morphologies are discretized using nonstructured boundary and volume meshes. A grain-boundary incremental/iterative algorithm, with rate-dependent flow and har…
Robust and Efficient IMEX Schemes for Option Pricing under Jump-Diffusion Models
2013
We propose families of IMEX time discretization schemes for the partial integro-differential equation derived for the pricing of options under a jump diffusion process. The schemes include the families of IMEX-midpoint, IMEXCNAB and IMEX-BDF2 schemes. Each family is defined by a convex parameter c ∈ [0, 1], which divides the zeroth-order term due to the jumps between the implicit and explicit part in the time discretization. These IMEX schemes lead to tridiagonal systems, which can be solved extremely efficiently. The schemes are studied through Fourier stability analysis and numerical experiments. It is found that, under suitable assumptions and time step restrictions, the IMEX-midpoint fa…
An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps
2014
Partial integro-differential equation (PIDE) formulations are often preferable for pricing options under models with stochastic volatility and jumps, especially for American-style option contracts. We consider the pricing of options under such models, namely the Bates model and the so-called stochastic volatility with contemporaneous jumps (SVCJ) model. The nonlocality of the jump terms in these models leads to matrices with full matrix blocks. Standard discretization methods are not viable directly since they would require the inversion of such a matrix. Instead, we adopt a two-step implicit-explicit (IMEX) time discretization scheme, the IMEX-CNAB scheme, where the jump term is treated ex…
Nonlinear hyperbolic equations in surface theory: integrable discretizations and approximation results
2006
A numerical scheme is developed for solution of the Goursat problem for a class of nonlinear hyperbolic systems with an arbitrary number of independent variables. Convergence results are proved for this difference scheme. These results are applied to hyperbolic systems of differential-geometric origin, like the sine-Gordon equation describing the surfaces of the constant negative Gaussian curvature (K-surfaces). In particular, we prove the convergence of discrete K--surfaces and their Backlund transformations to their continuous counterparts. This puts on a firm basis the generally accepted belief (which however remained unproved untill this work) that the classical differential geometry of…